Posted by: lootekukur December 11, 2007
statistic help
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okay, it's been years i haven't done anything on regression...but if my memory serves me right, here's what i would probably do:

with the increase in independent variable, F stat should always decrease.

reason:
remember, F stat = (regression model Mean of Square)/(Error Mean of Square). for a given no. of samples, with an increase in the number of independent variables, the error mean of square increases and the regression model mean of square decreases thus leading to a decrease in F stat overall.






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