F statistic on part of the independent variables

[JOLSAS]

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.

[art297]

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

[JOLSAS]

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.

[JOLSAS]

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.

[Reeza]

Have you checked the output using a contrast statement?