turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Find a Community

- Home
- /
- Analytics
- /
- Stat Procs
- /
- F statistic on part of the independent variables

Topic Options

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

08-20-2011 06:14 PM

Hi all,

I have a regression on multiple independent variables. While the output automatically gives the F statistic on all the independent variables, I would like the F statistic on a subset of independent variables that I specify. An example would be:

dependent = independent 1 + independent 2 + independent 3 + independent 4 + independent 5

I'm interested in the F statistic on the variables independent 1 - 3. Any ideas how to do this?

Thanks.

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

08-20-2011 08:24 PM

Couldn't you just run the regression on those variables?

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

08-20-2011 08:35 PM

No, that wouldn't be what is required. As a matter of fact, in later regressions, I would need to get the F statistics on several subsets of variables. I need to include those always.

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

08-20-2011 10:39 PM

I don't know if SAS contains such an option enabling me to do so. Anyways, I went to find the statistical formula for calculating the F statistic and calculated all the components of F and got a number in the end. Hopefully this is what I want.

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

08-22-2011 12:11 PM

Have you checked the output using a contrast statement?