Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Why F-test with regression output


From   Steven Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Why F-test with regression output
Date   Wed, 4 May 2011 17:19:55 -0400

Nick, I've seen examples where every regression coefficient was non-significant (p>0.05), but the F-test rejected the hypothesis that all were zero. This can happen even when the predictors are uncorrelated. So I don't consider the test superfluous.

Steve

On May 4, 2011, at 4:10 PM, Nick Winter wrote:

Hi all,

This is not Stata-specific, but I thought nevertheless that someone on the list might have a clue:  can anyone tell me why, historically, the F-test is printed with regression output (in every regression package I've ever seen).

The hypothesis that all the coefficients are simultaneously zero seems unlikely to be of substantive interest very often (or ever), so I assume their must be some reason that the F statistic might be helpful in doing some manual calculation of something?

Thanks

Nick Winter
-- 
--------------------------------------------------------------
Nicholas Winter                                 434.924.6994 t
Assistant Professor                             434.924.3359 f
Department of Politics                  nwinter@virginia.edu e
University of Virginia          faculty.virginia.edu/nwinter w
S385 Gibson Hall, South Lawn
*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index