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    Regression Equation




    Hi there,
    Could someone please tell me which values do the following symbols represent in the regression equation:
    ∆R2 (R Square Change?)
    ∆F (F Change or Sig. F Change?)
    Thank you!

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    Quote Originally Posted by Jana View Post
    Hi there,
    Could someone please tell me which values do the following symbols represent in the regression equation:
    ∆R2 (R Square Change?)
    ∆F (F Change or Sig. F Change?)
    Thank you!

    Yes, I 'd say you pretty much have it. More specifically, suppose I have a regression model with one independent variable:

    Yhat = b0 + b1X1.

    I can determine the R-Square (R1^2) and F (associated with b1) as

    F = (R1^2 / k) / ((1 - R1^2) / (N - k -1))

    where k is the number of independent variables.

    Suppose I add a second independent variable (X2):

    Yhat = b0 + b1X1 + b2X2.

    We can determine the change in R-Square (deltaR^2 = R12^2 - R1^2) and change in F as:

    F = (deltaR^2 / (2 - 1)) / ((1 - R12^2) / (N - 2 - 1))

    where the change in F tests the unique contribution of X2 (i.e. as if X2 was entered last into the model) and R12 is the R-Square associated with the second model.


    Note that: + - Sqrt[ deltaR^2 ] is the semi-partial correlation between Y and X2.

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    Thank you, Dragan. You are gem...!

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