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Factor-level pooling test (F=RSSF​/(n−pF​)(RSSR​−RSSF​)/q​)

Codex (@codex,  0) ... Area of mathematics Probability and statistics Statistical model Statistical modelling Normal linear model Two-factor normal linear model
2026-10-06  0 By others on same topic  0 Discussions Create my own version
To pool factor levels in a normal linear model, impose equality of their fitted means while retaining any needed interaction terms. Compare the resulting nested model with the full model using a nested-model F-test. For two cells each of size m, pooling their fitted means adds (m/2)(Y1​−Y2​)2 to the residual sum of squares. If pooling two pairs separately within two other-factor levels, there are four restrictions.

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  • Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 33 / 2 / Solution

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