Timeline for What is the relationship between R-squared and p-value in a regression?
Current License: CC BY-SA 3.0
11 events
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| Feb 21, 2013 at 23:20 | history | edited | Glen_b | CC BY-SA 3.0 |
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| Feb 21, 2013 at 22:24 | comment | added | whuber♦ | +1 for the edit: these are valuable comments and it's especially useful to see the formula for $F$ appear. | |
| Feb 21, 2013 at 21:33 | history | edited | Glen_b | CC BY-SA 3.0 |
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| Feb 21, 2013 at 16:15 | history | edited | Glen_b | CC BY-SA 3.0 |
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| Feb 21, 2013 at 16:15 | comment | added | Glen_b | I didn't feel criticized by you - you seemed to be clarifying and nothing more - but the need for it highlights an inadequacy in the answer I had been concerned about before you commented. The vagueness of 'different characteristics' are because it's a pretty general thing - vary much of anything (I even give examples of something as simple as removing a point or adding a variable to illustrate how little one needs to change) can make that monotonic relationship evaporate. I'll think about what more I might say. | |
| Feb 21, 2013 at 15:13 | comment | added | whuber♦ | I would hate to see it deleted, Glen. If you intend to make changes, consider more explicitly pointing out which aspects of this issue you are writing about (e.g., what precisely you mean by a "given model" and what you have in mind about models with "different characteristics"). This was the spirit (collaborative, not critical) in which I offered my comment. | |
| Feb 21, 2013 at 14:05 | comment | added | Glen_b | I am answering a different question; and I believe your interpretation of the meaning is correct. I was more worried that such an issue as the one I raised would lead to confusion if not explained. All your points hold, to my understanding. (Now I'm concerned, in fact, that perhaps my answer doesn't serve to clarify, as I had hoped, but merely confuses the issue. Do you think there's a suitable modification that would help it? Should I delete it?) | |
| Feb 21, 2013 at 8:47 | comment | added | whuber♦ | I don't disagree with you, but it looks like you're answering a different question than I did. It took some reading, but I concluded that the question asks about what relationship, if any, holds between $p$ and $R^2$ when (caeteris paribus) independent variables are nonlinearly transformed. It is only when those variables are left unchanged--or, at most, linearly transformed among themselves--that we can say anything at all about such a relationship. That is part of the sense in which I think your qualifier "for a given model" has to be understood. | |
| Feb 21, 2013 at 0:01 | history | edited | Glen_b | CC BY-SA 3.0 |
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| Feb 20, 2013 at 23:55 | history | edited | Glen_b | CC BY-SA 3.0 |
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| Feb 20, 2013 at 23:46 | history | answered | Glen_b | CC BY-SA 3.0 |