Timeline for If and how to use one-tailed testing in multiple regression
Current License: CC BY-SA 3.0
3 events
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| Jan 27, 2018 at 19:48 | comment | added | DWin | I thought the comment by Matt to that cited blog page was more accurate than the blog text itself. Deviations from a null on either side will increase an F statistic value (or equivalently decrease the p-value) but the "squaring" destroys the information about the direction of the mean deviations. | |
| Jan 27, 2018 at 19:06 | comment | added | whuber♦ | It depends on which p-values you are referring to. The test for the overall regression, or for any collection of two or more variables, indeed is conducted with an F test. However, the tests of individual coefficients are usually performed with t-tests, which do admit one-tailed alternative hypotheses. This is the point of the comment posted by @COOLSerdash. | |
| Jan 27, 2018 at 19:01 | history | answered | Sergej Andrejev | CC BY-SA 3.0 |