For the purpose of variable selection, does the ANOVA table provide any useful information not already in the summary?  Upon examination of the p-values, we might be tempted to drop several variables...


For the purpose of variable selection, does the ANOVA table provide any useful information not already in the summary?


 Upon examination of the p-values, we might be tempted to drop several variables from the regression model, but we will not do that since variables should be removed from a model one at a time. The reason is that, due to correlation between the predictors, when one is removed the significance of the others changes. To remove variables sequentially, we will use the function stepAIC() in the MASS package.


 library(MASS)


 fitLm2 = stepAIC(fitLm1)


 summary(fitLm2)



May 26, 2022
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