interpretting F & t-vals from regression



Hi,

I think this probably a silly question but I've been confused about this for
a while.

I fit a linear model in R and obtain an ANOVA table with the anova command.
*All the factors explain a significant proportion of the variance according
to the table. *
So I want to see what the coefficients are for one of my factors and whether
or not they are significant. I therefore use the summary command. This
shows me values for the coefficients, which look sensible and I can
understand them, and their associated t-values and p-values. Now, say
factor X was significant in the ANOVA table but when I look at the
coefficients for the levels of X it turns out that none of them are
significantly different from 0. Factor X seems to explain a significant
proportion of the variance in the data but coefficients, which are the
interpretable bit, show no significance. Does that make sense? Is this
situation fairly common?

How do I interpret that? I can't very well write "an F-test showed there was
a significant effect of X" if none of the coefficients for the levels of X
are significantly different from zero. Does the F-test just tell me that X
is worth including and are coefficients the only things I should be
interpretting and reporting in my writing?

Thanks!
Rob

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remove ferret to reply
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