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B52bomber B52bomber is offline
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Default How to interpret summary output from multiple regression analy

Jerry,

When conducting a multiple regression, sometimes there are "p" values less
than my threshold (p<0.05). I presume this means that these variables could
be eliminated from the regression equation?

Are there any methods to pick which variables to eliminate, so that I can
determine those variables which should be kept in the regression equation?

I am working a problem with 10 potential variables.

Thanks.

"Jerry W. Lewis" wrote:

They are the test statistic and p-value for the test that the corresponding
coefficient is zero. Note that there can be multiple testing issues when you
are "data dredging" instead of prespecifying the coefficient to be tested.

Jerry

"B52bomber" wrote:

When conductin multiple regression analysis y = f(x1, x2, x3, x4); what does
the t-stat and the p-value mean? I'm trying to determine which variables are
the "real" predictors of the Y value.