interpretting F & t-vals from regression
- From: Rob Campbell <news@xxxxxxxxxxxxxxxxxxxxxxxxxx>
- Date: Thu, 23 Mar 2006 14:04:14 GMT
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
--
remove ferret to reply
.
- Follow-Ups:
- Re: interpretting F & t-vals from regression
- From: Brett Magill
- Re: interpretting F & t-vals from regression
- Prev by Date: Re: Discrete choice models question
- Next by Date: Re: interpretting F & t-vals from regression
- Previous by thread: Resolution in time series?
- Next by thread: Re: interpretting F & t-vals from regression
- Index(es):
Relevant Pages
|