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ANOVA stands for ANalysis Of VAriance, a statistical model and set of procedures for comparing multiple group means. The independent variables in an ANOVA model are categorical, but an ANOVA table can be used to test continuous variables as well.
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Why does the f-statistic change between nested anova's?
So I would expect the first 2 rows of an ANOVA table run on a model with 2 predictors to be the same as the first 2 rows of an ANOVA table run with the same data and with a 3rd predictor. … However R's anova.lm does something different:
+ n <- 10
+ y <- rnorm(n)
+ X <- matrix(rnorm(3*n),ncol=3)
+ anova(lm(y~X[,1] + X[,2]))
+ anova(lm(y~X[,1] + X[,2] + X[,3]))
+
Analysis of Variance …