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happy
Level I

F Ratio Calculation Before Entry under the Combine Rule

In stepwise regression using the Combine rule,
could you please help me understand how the F ratio for the child effect (Material B–C) is computed before it enters the model?
In my results, this value is F = 0.103779 (as shown in the screenshot).

It doesn’t seem to match the F ratio that would correspond to the larger of the two p-values mentioned in the JMP documentation —
that is, the joint probability (parent + child) and the conditional probability of the child given the parent,
which in my case would correspond to F = 0.1042.

I’d really appreciate any clarification on how JMP calculates this pre-entry F ratio under the Combine rule.

 

JMP PRO 17.1.0

1 REPLY 1
MRB3855
Super User

Re: F Ratio Calculation Before Entry under the Combine Rule

Hi @happy : Reading the "Combine" section here:

https://www.jmp.com/support/help/en/19.0/index.shtml#page/jmp/stepwise-regression-control-panel.shtm...

"Calculates p-values for two separate tests when considering entry for a term that has precedents. The first p-value, p1, is calculated by grouping the term with its precedent terms and testing the group’s significance probability for entry as a joint F test. The second p-value, p2, is the result of testing the term’s significance probability for entry after the precedent terms have already entered into the model. The final significance probability for entry for the term that has precedents is max(p1, p2). In either case, if a term with precedents is added to the model, the precedent terms are also added."

What appears to be happening in your case is this. Using the notation above, p1=0.75127. It is the joint F-test.

Then once in the model, it is condtional on the other term in the model. That p value is 0.75103. That is p2 in the above explanation. 

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