08-20-2011 06:14 PM
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?
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.
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.