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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.

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Posted in reply to JOLSAS

08-20-2011 08:24 PM

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

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Posted in reply to art297

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.

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Posted in reply to JOLSAS

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.

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Posted in reply to JOLSAS

08-22-2011 12:11 PM

Have you checked the output using a contrast statement?