The one thing missing from an ANOVA analysis in R is that it doesn't automatically display the critical value. Everything else is given. I can tell that my F-value is way higher than it should be, but I want to know the margin at where the cut-off is. There's this online calculator that yields the critical value for F statistics based on the degrees of freedom, but I want R to do this. http://www.danielsoper.com/statcalc/calculator.aspx?id=4
How do I do it?
Example:
>anova(anovaModel.model1)
Df Sum Sq Mean Sq F value Pr(>F)
data$SIZE 4 0.1193 0.027926 22.056 4.55e-16 ***
Residuals 1372 1.994 0.001352
>F(variance.mod1) #??
>F(4,1372 ) #Something like this?
There are several different F-tables. Each one has a different level of significance. So, find the correct level of significance first, and then look up the numerator degrees of freedom and the denominator degrees of freedom to find the critical value.
Try this:
mylm <- lm(wt~mpg, data = mtcars)
myanova <- anova(mylm)
cbind(myanova, 'CriticalValue' = qf(1-.05, myanova[1,1], myanova[2,1]))
Df Sum Sq Mean Sq F value Pr(>F) CriticalValue
mpg 1 22.343135 22.3431348 91.37533 1.293959e-10 4.170877
Residuals 30 7.335613 0.2445204 NA NA 4.170877
The qf
function is your friend in this case.
alpha = .05
qf(1-alpha, myanova[1,1], myanova[2,1])
[1] 4.170877
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