Timeline for Does R Automatically Calculate Single Degrees of Freedom?
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 11, 2019 at 14:50 | vote | accept | Poul | ||
| Apr 8, 2019 at 9:57 | comment | added | Huy Pham | The individual T statistics are the beta estimates (in the 1st summary) divided by the standard error. Beta estimates are found by maximising likelihoods (which in the case of regressions turns out to be minimising the sums of squares for residuals). Beta estimates are the rate of change from moving from one level of the IV to the next. The beta of the intercept+beta of IV is the mean at that IV. (mean-mean)/SE is a T test if you recall. IF you are more used to the ANOVA way of looking at things, the F stat is simply the T stat squared for the individual pairwise contrasts. | |
| Apr 8, 2019 at 9:57 | comment | added | Huy Pham | EDIT: this reply is only in response to your second question comment, good to hear the first comment! : No, it calculates them all at once using maximising likelihood. The way you are talking about is called comparing FULL VS REDUCED models--you cana look that phrase up and there'll be more examples because i think your terminology is less used. It's pretty useless, except in very rare specific circumstances, like when you want compare whole models against each other, or compare models with parameters other than betas and see if one fits better. | |
| Apr 8, 2019 at 7:08 | comment | added | Poul | I'm still a little confused as to how R computes the individual t statistics though. Does R effectively run a series of single degree of freedom tests to work these out? | |
| Apr 8, 2019 at 7:05 | comment | added | Poul | Dear @Huy Pham, thank you very much, that's fantastic! So what I was taught was right - I should be comparing different models to get the F statistic, so that I know that it is the particular parameter that is reducing the error, rather than doing an omnibus test - that would not tell you which of the parameters was having the effect. | |
| Apr 5, 2019 at 18:25 | history | answered | Huy Pham | CC BY-SA 4.0 |