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Re: st: T-test and F-test


From   natasha agarwal <agarwana2@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: T-test and F-test
Date   Mon, 5 Jul 2010 13:57:20 +0100

On Mon, Jul 5, 2010 at 12:42 PM, Roger Newson <r.newson@imperial.ac.uk> wrote:
> Yes. The data may be compatible with the possibility that the first
> difference is zero, and compatible with the possibility that the second
> difference is zero, but not compatible with the possibility that BOTH
> differences are zero. So, at least one of the differences seems to be
> non-zero, but the data are insufficient to be sure which one is non-zero, or
> to be sure that BOTH are nonzero.

So supposing I estimate a model reg y x z

now the t-stats on x and z are insignificant but when I perform a F
test, they both are jointly significant. So are you trying to say that
 because the data is unsure which one is non-zero (which I find it
confusing since the t-stats both reveal that they are insignificant)
or to be sure that Both are nonzero and hence the F might be
significant while t can be insignificant?

Thanks
Natasha


> I hope this helps.
>
> Best wishes
>
> Roger
>
>
> Roger B Newson BSc MSc DPhil
> Lecturer in Medical Statistics
> Respiratory Epidemiology and Public Health Group
> National Heart and Lung Institute
> Imperial College London
> Royal Brompton Campus
> Room 33, Emmanuel Kaye Building
> 1B Manresa Road
> London SW3 6LR
> UNITED KINGDOM
> Tel: +44 (0)20 7352 8121 ext 3381
> Fax: +44 (0)20 7351 8322
> Email: r.newson@imperial.ac.uk
> Web page: http://www.imperial.ac.uk/nhli/r.newson/
> Departmental Web page:
> http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/
>
> Opinions expressed are those of the author, not of the institution.
>
> On 05/07/2010 12:36, natasha agarwal wrote:
>>
>> Dear everyone,
>>
>> Can anyone explain me why the t-test statistics for variables in the
>> model are statistically insignificant but when tested for joint
>> significance (F-test) they are jointly significant?
>>
>> Thanks
>> Natasha
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