Timeline for How does the t-test take the significance of a coefficient after accounting for the other variables?
Current License: CC BY-SA 4.0
10 events
| when toggle format | what | by | license | comment | |
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| Dec 7, 2019 at 14:03 | vote | accept | Metrician | ||
| Dec 4, 2019 at 18:16 | answer | added | Dave | timeline score: 1 | |
| S Dec 4, 2019 at 14:01 | history | suggested | PsychometStats | CC BY-SA 4.0 |
PsychometStats - grammar corrections
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| Dec 4, 2019 at 13:46 | review | Suggested edits | |||
| S Dec 4, 2019 at 14:01 | |||||
| Dec 4, 2019 at 12:50 | comment | added | Dave | Let’s assume the usual nice properties we assume for linear regression parameter inference. The t-test of parameter $\beta_p$ is equivalent to F-testing the full model against the model with $\beta_p$ omitted. I will expand this into an answer later unless someone beats me to it, though I’d encourage you to do a simulation and try it for yourself before then. It is in this sense that it accounts for the variability caused by the group variable after the model has accounted for other sources of variability (the other variables in the regression). | |
| Dec 4, 2019 at 12:43 | comment | added | Metrician | I didn't say that it's different. Saying "manually" just means that when I go through the calculations step by step (as opposed to using a software) I don't see how the t-test accounts for what the other variables have explained. That's all. | |
| Dec 4, 2019 at 12:40 | comment | added | Dave | How is that different from getting the t-stat for the regression coefficient? | |
| Dec 4, 2019 at 12:38 | comment | added | Metrician | Meaning when you test the significance of the coefficient estimates by computing Variance-Covariance matrix, extracting standard errors and calculating the t-statistic | |
| Dec 4, 2019 at 12:30 | comment | added | Dave | What do you mean by running a t-test manually, $t=\frac{\bar{x}-\bar{y}}{s^2_{pooled}}$? | |
| Dec 4, 2019 at 12:26 | history | asked | Metrician | CC BY-SA 4.0 |