Assume that we have a model L1 nested into model L2, i.e. L2 is the bigger model (more complex). How do I compute the anova/F-test in R?
Do I write the small model first or the large model in anova()?
anova(L1, L2) or anova(L2, L1)?
anova(L2,L1)
The full model goes first. The ANOVA function will test whether or not the full model provides any additional predictive value as compared to the smaller model. If the test is not significant at whatever significance level you decide upon, that means the two models are not significantly different from one another and the added parameters of the full model add complexity, but no additional predictive value.
Hope this helps!
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