F-test comparing unrestricted and restricted model in JMP

Gummiand12 — Tue, 08 May 2018 20:38:11 GMT

Hello,

I need to compare the residual sum of squares in an unrestricted model with the residual sum of squares in a restricted model using an F-test to see if the additional independent terms in the unrestricted models significantly reduce the unexplained variations in the model. In the linked Youtube video, a guy shows how to do it manually (view the last 2 minutes or so) - however, I need to do it for a quite a few regressions, so it would be useful if there was a faster to do it in JMP.

Thanks in advance!

Link: https://www.youtube.com/watch?v=OwXHkoLOse8

Re: F-test comparing unrestricted and restricted model in JMP

Byron_JMP — Fri, 25 May 2018 15:35:22 GMT

Comparing the SSE for the full and reduced model could be pretty easy for lots of regressions depending on how your data is setup.

Do your have a column for the response, each regressor and a column for each level of the regression? (narrow format)

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F-test comparing unrestricted and restricted model in JMP

Re: F-test comparing unrestricted and restricted model in JMP