Multiple linear model p value f test t test
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Tania on 21 Jul 2014
Commented: Tania on 22 Jul 2014
Hi! I am a bit confused by the matlab documentation: Linear regression model: y ~ 1 + x1 + x2 + x3
Number of observations: 93, Error degrees of freedom: 89
Root Mean Squared Error: 4.09
R-squared: 0.752, Adjusted R-Squared 0.744
F-statistic vs. constant model: 90, *p-value = 7.38e-27*
There are two different p values one can see, ones the individual ones and ones a p-value for all of them together? What is the difference between a f test and f statistic?also why dont we calculate the p-value for a t test?what the difference between f and t test?
According to the documentation the first p value is: p-value for the F statistic of the hypotheses test that the corresponding coefficient is equal to zero or not. For example, the p-value of the F-statistic for x2 is greater than 0.05, so this term is not significant at the 5% significance level given the other terms in the model.]
And the second p-value: p-value for the F-test on the model. For example, the model is significant with a p-value of 7.3816e-27.
Thanks so much!!!!
Shashank Prasanna on 21 Jul 2014
These phrases have standard meaning in Statistics which is consistent with most literature you may find on Linear Regression. In short the t-statistic is useful for making inferences about the regression coefficients. This is the one right next to your coefficients, x1 x2 in the output. F-statistic is the test statistic for testing the statistical significance of the model.
Here is some explanation that might help, however I'd urge you to go through other textbook/material on this topic:
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