Timeline for If the f-test is insignificant but coefficients are significant, can I use it?
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 30, 2017 at 12:48 | vote | accept | Eric | ||
| Jun 30, 2017 at 12:31 | answer | added | ahmedrajput | timeline score: 4 | |
| Jun 29, 2017 at 15:15 | comment | added | Eric | Then if the f-test is insignificant but coefficients are significant, I understand I cannot use these coefficients. But if I still need to report this regression, is it normal to show regression with insignificant f-test result but with significant coefficients although I do not interpret them at all? | |
| Jun 29, 2017 at 15:02 | comment | added | Michael M | While this sequential testing procedure is used sometimes, there are situations where it seems quite rubbish. E.g. when confirming the result of a two-sample comparison by running a linear model with potential confounders. It all depends on the goal of your analysis. | |
| Jun 29, 2017 at 15:01 | comment | added | Mark White | If you need a short answer: No. | |
| Jun 29, 2017 at 15:00 | comment | added | Eric | So your short answer to the question is "No, you cannot use the coefficients although they are significant if the regression f-test is insignificant". | |
| Jun 29, 2017 at 14:52 | comment | added | whuber♦ | The possible causes of such a situation are extensively discussed at stats.stackexchange.com/questions/24720. But if the F-test tells you the fit is insignificant, then you have no justification to look any further: doing so could validly be characterized as "p-hacking" or "data snooping." | |
| Jun 29, 2017 at 14:41 | history | asked | Eric | CC BY-SA 3.0 |