Timeline for linear regression and F-test
Current License: CC BY-SA 4.0
11 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 28, 2018 at 3:20 | vote | accept | CJD | ||
| Aug 28, 2018 at 3:08 | answer | added | Glen_b | timeline score: 1 | |
| Aug 28, 2018 at 2:37 | comment | added | CJD | @Glen_b Thank you. I went back to my original data points and had to conclude that it is, in fact, insignificant as per the p-value. I understand the concept of noise and the need to filter it out. Your answer has assisted me, significantly. If you choose to post it as an answer, I will accept it. | |
| Aug 28, 2018 at 2:11 | comment | added | Glen_b | ctd... so - with that naive test at least - there's little reason to conclude that there's really anything but noise causing the appearance of a relationship. The p-value you got is simply based on a more sophisticated (and often more powerful) version of that sort of thinking. | |
| Aug 28, 2018 at 2:11 | comment | added | Glen_b | You certainly see that there's an increasing slope in the three sample values. But what you need to consider is whether such a thing could have arisen by chance for unrelated variables in the presence of noisy data (without some random noise you'd know the exact relationship from two values). Three random data points (ones whose deviation from no relation is just due to the noise) could either be in increasing or decreasing order quite easily (for continuous data there are 6 possible orders, one of which is purely increasing and one purely decreasing), ... ctd | |
| Aug 27, 2018 at 19:43 | comment | added | dbwilson | You have a sample size of 3, so you have very little power to detect a significant relationship. You claims that you have a significant coefficient but an insignificant F-test. However, with only one IV in the model, the p-value for the F-test for the model and the p-value for the t-test for the regression coefficient will be identical (0.08 in both cases). With only three observations, there is not much you can say about this relationship other than that for these three cases, the relationship is linear and positive. | |
| Aug 27, 2018 at 17:16 | history | edited | Alexis | CC BY-SA 4.0 |
deleted 16 characters in body; edited title
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| Aug 27, 2018 at 16:40 | comment | added | CJD | I would welcome suggestions on how to make a better Title in relation to the question. | |
| Aug 27, 2018 at 16:30 | review | Close votes | |||
| Aug 28, 2018 at 9:54 | |||||
| Aug 27, 2018 at 16:00 | review | First posts | |||
| Aug 27, 2018 at 16:13 | |||||
| Aug 27, 2018 at 15:56 | history | asked | CJD | CC BY-SA 4.0 |