This really depends on what question you are trying to answer, and for some questions the "Best" model is not one of the 2 you show.
-- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.s...@imail.org 801.408.8111 > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- > project.org] On Behalf Of Hector Guilarte > Sent: Thursday, March 25, 2010 1:36 AM > To: r-help@r-project.org > Subject: [R] Selecting Best Model in an anova. > > Hello, > > I have a simple theorical question about regresion... > > Let's suppose I have this: > > Model 1: > Y = B0 + B1*X1 + B2*X2 + B3*X3 > and > Model 2: > Y = B0 + B2*X2 + B3*X3 > I.E. > Model1 = lm(Y~X1+X2+X3) > Model2 = lm(Y~X2+X3) > > The Ajusted R-Square for Model1 is 0.9 and the Ajusted R-Square for > Model2 is 0.99, among many other significant improvements. > > And I want to do the anova test to choose the best one: > > H0: B1 = 0 > H1: B1 != 0 > > Test = Anova(Model2,Model1) > > How do I know what model wins? (I'm using a confidence level of 0.1)... > > My guess is that: > If p-value of summary(Test) is greater than 0.1 then I don't reject H0 > so Model2 is better and otherwise I reject H0 so Model1 is better? > > My teacher once said: "If p-value is greater than 0,5 we choose the > short model and otherwise we choose the long model", but she never said > how the p-value and the significance level were related in this test... > Actually she never talked about significance level... > > In short: Should I consider the significance level or always use 0.05 > for this kind of test? > > Thanks a lot! > > Hector Guilarte > Enviado desde mi dispositivo movil BlackBerry(r) de Digitel. > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting- > guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
