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Results tagged with p-value
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user 346122
In frequentist hypothesis testing, the $p$-value is the probability of a result as extreme (or more) than the observed result, under the assumption that the null hypothesis is true.
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Clarification on Danger of Inference on Predictors for Time Series Regression
I am reading the excellent book "Forecasting: Principles and Practice" and in chapter 7, section 5 there is the small section.
Beware of inference after selecting predictors
We do not discuss statist …
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