|Date: ||Sun, 13 May 2001 21:04:58 -0400|
|Reply-To: ||"Edgar F. Johns" <efjmoj@MEDIAONE.NET>|
|Sender: ||"SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>|
|From: ||"Edgar F. Johns" <efjmoj@MEDIAONE.NET>|
|Subject: ||Re: F-test|
There is a test for determining whether the elimination of predictor
variables in a model results in an improvement to the model (i.e., more
parsimonious). It's called the Wald test and is fairly easy to perform by
hand (to the best of my knowledge, it isn't available in SPSS or any other
package). The test determines whether the Restricted Model (i.e., the model
with predictor variables removed) as compared to the Unrestricted Model has
a significant increase in the Error Sums of Squares.
The statistic is described in Ramanathan, R. (1998). Introductory
econometrics with applications. Fort Worth, TX: Dryden Press. (p. 169ff).
Hope this helps.
P.S. If you're unable to locate the statistic, I can send you an inelegant
excel file with it.
Edgar F. Johns <EdgarJohns@obik.com>
2906 River Meadow Circle
Canton, MI 48188
Tel. 734.495.1292, Fax 734.495.1981
From: SPSSX(r) Discussion [mailto:SPSSX-L@LISTSERV.UGA.EDU]On Behalf Of Kate
Sent: Sunday, May 13, 2001 4:54 PM
Hello: I have a question regarding the F test in SPSS. I doing a
analysis and am looking at three different models which build upon each
entered race in block one, socioeconomic status in block two and
parental involvement in block three. I am trying to figure out if the
change in the betas (the beta is reduced in each model) is a significant
change-I was told that the F test
tests whether an effect is significant as compared to the null
hypothesis- it just indicates that somewhere there is a signicant
but I would like to know if the change in the beta is significant (as
compared to the other models).
Does anyone know if there a test in SPSS for this? This may be a joint F
Thank you for any help.