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From |
Roger Newson <r.newson@imperial.ac.uk> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: T-test and F-test |

Date |
Mon, 5 Jul 2010 14:51:00 +0100 |

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 13:57, natasha agarwal wrote:

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 NatashaI 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: T-test and F-test***From:*natasha agarwal <agarwana2@googlemail.com>

**Re: st: T-test and F-test***From:*Roger Newson <r.newson@imperial.ac.uk>

**Re: st: T-test and F-test***From:*natasha agarwal <agarwana2@googlemail.com>

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