Hi! I am a bit confused by the matlab documentation: Linear regression model: y ~ 1 + x1 + x2 + x3
Number of observations: 93, Error degrees of freedom: 89
Root Mean Squared Error: 4.09
R-squared: 0.752, Adjusted R-Squared 0.744
F-statistic vs. constant model: 90, *p-value = 7.38e-27*
There are two different p values one can see, ones the individual ones and ones a p-value for all of them together? What is the difference between a f test and f statistic?also why dont we calculate the p-value for a t test?what the difference between f and t test?
According to the documentation the first p value is: p-value for the F statistic of the hypotheses test that the corresponding coefficient is equal to zero or not. For example, the p-value of the F-statistic for x2 is greater than 0.05, so this term is not significant at the 5% significance level given the other terms in the model.]
And the second p-value: p-value for the F-test on the model. For example, the model is significant with a p-value of 7.3816e-27.
Thanks so much!!!!