Linked Questions
50 questions linked to/from What are chunk tests?
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F - test to compare two nested models [duplicate]
I want to fully understand how F test is used to compare two nested models. Every information I found about it, is only standard use i.e. to compare model with model containing no variables.
How I ...
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Right term for "Leave-Multiple-Feature-Out" feature importance? [duplicate]
I am working on a ML problem incorporating four data streams, each producing multiple features.
We would like to know if each of the data streams provides a significant addition to the model ...
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How to deal with multicollinearity when performing variable selection?
I have a dataset with 9 continuous independent variables. I'm trying to select amongst these variables to fit a model to a single percentage (dependent) variable, ...
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Why is ANOVA not p-hacking?
Say we have some data with many parameters. As an example let's say I'm an not-so-ethical journalist working for a food website and I'm looking to write some clickbait article "backed by science&...
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Null hypothesis for ANOVA for regression
Context: I know the "classic" ANOVA framework: we have $n$ groups and $k$ measurements of a variable $X$ for each group. Let $µ_1$, $µ_2$, ..., $µ_n$ be the mean of $X$ in each group.
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Is there a multiple testing problem when performing t-tests for multiple coeffcients in linear regression?
This question comes from a discussion on the recent post by @rvl It's all in the family; but do we include the in-laws too?
Here's a common scenario that I've seen many times. A researcher runs a ...
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If I have one non-significant factor level in a glm, is that entire variable now considered non significant?
I have a question similar to this one, but I just wanted to follow on and ask if the entire variable is now insignificant? I have a factor with 3 levels. When doing the model simplification, it showed ...
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Is there anything like a two-way ANOVA but for continuous independent variables and a nominal dependent? Also, alternatives to logistic regression?
I want to determine the interaction between two of my continuous (scale) independent variables on the one dependent variable, which is dichotomous (cases are coded as 0 and 1). I was going to use a ...
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How to get P-Values of Categorical Features?
I have dataframe which contains numerical and categorical features. I am trying to get p-values of these variables using OLS.
I'm creating dummies to get p-values of categorical features. But in this ...
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How to determine the significance of an interaction?
My question is simple:
How do you determine the overall significance of an interaction (i.e. the marginal effect of $X$ on $Y$ for different values of $Z$)?
But the background is a bit long-winded,...
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How to interpret Pr(>|t|) of factor variables? [duplicate]
How to interpret Pr(>|t|) of factor variables?
The reason asking is the following:
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Linear regression: F-test for lack of fit (using ANOVA to test regression model) - intuition?
This is the data set:
https://raw.githubusercontent.com/FlorinAndrei/misc/master/stackexchange_attach/normtemp.csv
I'm looking at a simple linear regression. The data is quite trivial.
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Why does overall-F-test is considering right tailed only?
I've seen this overall F-test several times, and when they compare F-statistics or $\alpha=5$% with its p-value always use right tailed, whereas the hypothesis is formualed as
$$H_0:\beta_0=\beta_1=\...
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How to run backward elimination in $R$ with both categorical data and numeric data? [closed]
Usually in backward elimination, we start with the full model of all covariates, check the $p$-value of $t$-statistic for each covariate (which is compared between the full model and the model minus ...
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Understanding R ouput for linear model with an interaction term
I am trying to understand the effect that distance has on Hg levels in birds of 4 different species. I am most interested in the main effect of distance but I am including species as an interaction ...
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