Factor-level pooling test (source code)

= Factor-level pooling test
{title2=$F=\frac{(\mathrm{RSS}_R-\mathrm{RSS}_F)/q}{\mathrm{RSS}_F/(n-p_F)}$}

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 $(m/2)(\overline Y_1-\overline Y_2)^2$ to the <residual sum of squares>. If pooling two pairs separately within two other-factor levels, there are four restrictions.