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Gummiand12
Level I

F-test comparing unrestricted and restricted model in JMP

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

1 REPLY 1
Byron_JMP
Staff

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

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)

 

JMP Systems Engineer, Health and Life Sciences (Pharma)