F-Test Fixed Effects SSRs – reduced model smaller than complete model
Hello! I’m trying to make a modelwide (not individual coefficient specific, like with anova) f-test for my fixed-effects regressions – I can’t seem to find a native function in matlab for them so I’m just building them, but if you’ve got one send it my way. My plan was to do something like the following:
fe_green_money = fitlme(fixed_effects_green_data, ‘LogPatents ~ MoneyInvested + Dummy0Patents + (1|Organization)’)
fe_green_money_reduced = fitlme(fixed_effects_green_data, ‘LogPatents ~ 1 + (1|Organization)’)
F_fe_green_money = ((fe_green_money_reduced.SSR – fe_green_money.SSR) / 2) / (fe_green_money.SSR / fe_green_money.DFE);
p_fe_green_money = 1 – fcdf(F_fe_green_money, 2, fe_green_money.DFE)
But I’m running into a problem – fe_green_money_reduced.SSR is smaller (almost 2/3rds the size) than fe_green_money.SSR, which as I understand it should be impossible… Is there an alternate way I should be getting the SSRs or am I doing something wrong or is there another explanation I’m missing?Hello! I’m trying to make a modelwide (not individual coefficient specific, like with anova) f-test for my fixed-effects regressions – I can’t seem to find a native function in matlab for them so I’m just building them, but if you’ve got one send it my way. My plan was to do something like the following:
fe_green_money = fitlme(fixed_effects_green_data, ‘LogPatents ~ MoneyInvested + Dummy0Patents + (1|Organization)’)
fe_green_money_reduced = fitlme(fixed_effects_green_data, ‘LogPatents ~ 1 + (1|Organization)’)
F_fe_green_money = ((fe_green_money_reduced.SSR – fe_green_money.SSR) / 2) / (fe_green_money.SSR / fe_green_money.DFE);
p_fe_green_money = 1 – fcdf(F_fe_green_money, 2, fe_green_money.DFE)
But I’m running into a problem – fe_green_money_reduced.SSR is smaller (almost 2/3rds the size) than fe_green_money.SSR, which as I understand it should be impossible… Is there an alternate way I should be getting the SSRs or am I doing something wrong or is there another explanation I’m missing? Hello! I’m trying to make a modelwide (not individual coefficient specific, like with anova) f-test for my fixed-effects regressions – I can’t seem to find a native function in matlab for them so I’m just building them, but if you’ve got one send it my way. My plan was to do something like the following:
fe_green_money = fitlme(fixed_effects_green_data, ‘LogPatents ~ MoneyInvested + Dummy0Patents + (1|Organization)’)
fe_green_money_reduced = fitlme(fixed_effects_green_data, ‘LogPatents ~ 1 + (1|Organization)’)
F_fe_green_money = ((fe_green_money_reduced.SSR – fe_green_money.SSR) / 2) / (fe_green_money.SSR / fe_green_money.DFE);
p_fe_green_money = 1 – fcdf(F_fe_green_money, 2, fe_green_money.DFE)
But I’m running into a problem – fe_green_money_reduced.SSR is smaller (almost 2/3rds the size) than fe_green_money.SSR, which as I understand it should be impossible… Is there an alternate way I should be getting the SSRs or am I doing something wrong or is there another explanation I’m missing? fixed effects, matlab, f-test, sum of squared residuals MATLAB Answers — New Questions