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Say I fit a multivariate model in R lm(Y~X1 + X2 + X3) and get a certain output for an ANOVA table.

Why does the ANOVA table ( using anova() ) for the model lm(Y ~ X1 + X3 + X2) produce different values for the Sum of Squares in the X3 row than in the first model?

I know the order matters, but could you explain further on how changing the order changes the Sum of Squares and corresponding p-value for X3?

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I'm going to refer you to a website that explains this, instead of trying to recreate this article: https://mcfromnz.wordpress.com/2011/03/02/anova-type-iiiiii-ss-explained/

Long story short, look into type I/II/III ANOVA, it's about testing one effect then testing another, you're looking at it differently after you've separated out one effect.

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