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Fit Analyses
Type III tests examine the significance of eachpartial effect, that is, the significance of aneffect with all the other effects in the model.They are computed by constructing a type IIIhypothesis matrix L and then computing statisticsassociated with the hypothesis L = 0.Refer to the chapter titled "The Four Types of Estimable Functions," in theSAS/STAT User's Guidefor the construction of the matrix L.
For linear models, the type III or partial sum of squares
- (Lb)' (L (X'X)-1 L')-1 (Lb)
- Source
- is the name for each effect.
- DF
- is the degrees of freedom associated with each effect.
- Sum of Squares
- is the partial sum of squares for each effect in the model.
- Mean Square
- is the sum of squares divided by its associated degrees of freedom.
- F Stat
- is the F statistic for testing the null hypothesis that the linear combinations of parameters described previously for the hypothesis matrix L are 0. This is formed by dividing the mean square for the hypothesis matrix L by the mean square for error from the complete model.
- Pr > F
- is the probability of obtaining a greater F statistic than that observed if the null hypothesis is true.
Figure 39.15: Type III Tests Table for Linear Models
For generalized linear models, either the Waldstatistic or the likelihood-ratio statistic canbe used to test the hypothesis L = 0.For the linear model, the two tests are equivalent.The Wald statistic is given by
- Source
- is the name for each effect.
- DF
- is the degrees of freedom associated with each effect.
- ChiSq
- is the Wald statistic for the Wald tests or the likelihood-ratio statistic for the LR tests of the null hypothesis that the parameters for the effect are 0. This has an asymptotic distribution.
- Pr > ChiSq
- is the probability of obtaining a greater statistic than that observed, if the null hypothesis is true.
Figure 39.16: Type III Tests Tables for Generalized Linear Models
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