MED-0323: Introducción a la Bioestadística

Clase 14: Regresión lineal II

Noviembre 15, 2019

Iván Sisa, MD, MPH, MS
isisa@usfq.edu.ec
Extras
 Global test from linear regression
• Under the null hypothesis, we believe that there is
no difference between the groups
– What would our regression model look like under the null?
– HIi =b0+ei
– This is called the null model because it assumes no
predictors
• Another way to complete the global test is to see if
our model with three predictors is significantly better
than the null model
 F-test
• To complete this test, we use an F-test comparing the
variance explained by the model compared to the
residual variance

F = MSEmod el
MSEerror
– This concept is the same as ANOVA where we compared
the between group variance (the variance explained by the
model) and the within group variance (the residual
variance)
 ANOVA table

F-statistic
. regress hypo bms spms ppms

Source SS df MS Number of obs = 105

F( 3, 101) = 5.04
Model .006992274 3 .002330758 Prob > F = 0.0027
Residual .046680269 101 .000462181 R-squared = 0.1303
Adj R-squared = 0.1044
Total .053672543 104 .000516082 Root MSE = .0215

hypo Coef. Std. Err. t P>|t| p-value for

[95% Conf. I nterval]

bms -.0112226 .0058218 -1.93 0.057 -.0227715 entire model

.0003263
spms -.018373 .0059155 -3.11 0.002 -.0301079 -.0066381
ppms -.0222199 .0062845 -3.54 0.001 -.0346867 -.009753
_cons .4115976 .0042997 95.73 0.000 .4030681 .420127
 Extensions
• In this class, we will only describe how to use this
test to compare a model with predictors to the null
model with no predictors
– This is what is always included in STATA output
• The same procedure can be used to compare other
types of models as well. We usually use the F-test to
compare a full model to a model with a smaller
group of parameters
• If the F-statistic is significant, is the model with more
parameters or fewer parameters a better fit?