Suppose I have a data frame and performed a linear regression analysis such like this:
df<-data.frame(
y=rnorm(100,2,3),
x1=rbinom(100,1, 0.3),
x2=sample(1:3, 100,T),
x3=rnorm(100,40,3)
)
require(car)
mod<-lm(y~x1+x2+x3, data=df)
t-test
coef(summary(mod))
Estimate Std. Error t value Pr(>|t|)
(Intercept) 1.75062 3.9944 0.43827 0.662176
x1 0.02640 0.7141 0.03697 0.970583
x2 0.93436 0.3453 2.70619 0.008055
x3 -0.05201 0.1010 -0.51501 0.607731
F test
Anova(mod)
Anova Table (Type II tests)
Response: y
Sum Sq Df F value Pr(>F)
x1 0 1 0.00 0.9706
x2 59 1 7.32 0.0081 **
x3 2 1 0.27 0.6077
Residuals 778 96
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
As expected, F values are the squared t values and the p values are same. I'm wondering whether the t test from the lm
is same as the type II one degree of freedom F test. Is there some differences between them?