'There are more t-tests, Horatio, than are dreamt of in your philosophy'
(apologies to Shakespeare)

If a statistic is normally distributed, then that statistic divided by its
estimated standard error follows the t distribution with degrees of freedom
associated with the standard error estimate. In particular, if you have
independent normally distributed errors, there is a t-test for each OLS
regression coefficient. Those t-tests will rarely be independent of each
other, since the coefficent estimates are usually correlated. Those t-tests
are reported by the ATP regression tool, or can be constructed from LINEST by
dividing a coefficient by its corresponding standard error (given in the 2nd
line of LINEST output).

Jerry

"usedtostata" wrote:

Hey Jerry, Thanks for your reply.

About the dummies- basically if I want to recode categorical variables into
a series of binary variables, how can I do that?

Those aren't T-tests though. I thought T-tests were for testing the
difference between two means (e.g. mean height for men vs means height for
women).

Cheers.

"Jerry W. Lewis" wrote:

The ANOVA table evaluates the significance of the model as a whole, vs. the
t-tests below it in the output that evalute the significance of individual
fitted coefficients.

Can you be more specific about your dummy variable question?

Jerry

"usedtostata" wrote:

Hi,

I'm trying to figure out OLS regression with excel. Can anyone tell me why
the data analysis toolpak gives me ANOVA results?

Also, does anyone know an easy method for creating dummy varibles?

Thanks