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f statistic, p value definition
I'm trying to get simplified definitions of what f statistic and p value
results mean in a regression analysis. Can anyone help out? |
#2
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f statistic, p value definition
If the y-values are just a random sample that does not depend on the
x-values, then the F statistic will be the ratio of two independent estimates of the variance of y. If the F statistic is too large, then you reject that hypothesis and conclude that instead the y-value depends on the x-value, as described by the regression model. The p-value helps you quantify "too large"; p=0.05 means that if the y-values really are just a random sample that does not depend on the x-values, there was a 5% chance of getting an F as large as the one you actually observed. You are touching on concepts with implications that are not simple. I recommend taking a class or reading a good text on statistics. Jerry "Regression analysis terms" wrote: I'm trying to get simplified definitions of what f statistic and p value results mean in a regression analysis. Can anyone help out? |
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