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RE: st: T-test and F-test


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: T-test and F-test
Date   Mon, 5 Jul 2010 14:10:56 +0100

Roger's wording was careful, while your rewording imports confusing
notions of whether the data are sure or unsure, which don't help here. 

One of many things to bear in mind is that a significance test isn't
only, or even primarily, a procedure yielding yes-or-no answer. It's a
calculation. 

Also, only the science underlying what you are doing can tell you which
is the more appropriate question, looking at coefficients singly or
jointly. 

Nick 
n.j.cox@durham.ac.uk 

natasha agarwal

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?

 On 05/07/2010 12:36, natasha agarwal wrote:

>> 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?

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