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Re: st: T-test and F-test


From   "Airey, David C" <david.airey@Vanderbilt.Edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: T-test and F-test
Date   Mon, 5 Jul 2010 09:25:55 -0500

.

I was trying to remind myself about collinearity and suppression in regression recently:

Graphical Views of Suppression and Multicollinearity in Multiple Linear Regre...
Lynn Friedman; Melanie Wall The American Statistician; May 2005; 59, 2; pg. 127

Maybe, besides what Roger says, your regression has some issues with collinearity? Not that this is always bad, as the the above article says.

You might look at the Stata command -vif-, but also the user written command -collin-, to understand more about your predictors as a set, and why each individually predicts Y, whereas as a set you have a significant model but lose significance on each individual coefficient.

-Dave


> 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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