What if the model isn't nested, i.e. I want to test y=x+w vs y=x+z+v. Is
there a valid test/method to compare these (other than comparing R squared
values)? They are both multiple regression models.
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I am using anova.lm to compare 3 linear models. Model 1 has 1 variable,
model 2 has 2 variables and model 3 has 3 variables. All models are fitted
to the same data set.
anova.lm(model1,model2) gives me:
Res.DfRSS Df Sum of Sq FPr(>F)
1135 245.38
Sorry...typo
***<-- I don't get why the MSE of model 3 is being included if we're
comparing Model 2 to Model 1
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