Anova - F Test and T Tests conflict conflict, Robert

maratikus

In a multiple regression, if the F statistic is high, but one or more of the T statistics is not, what does this mean? I'm not entirely clear how to interpret conflicting results.

- Robert

- Robert

huangxiaoxie

multicolinearity's major diagnostic:
T stats for individual coefs are insignificant, however F and R-squared are large and significant

then you need to correct the regression by removing one or more corelated indep vars



Edited 1 time(s). Last edit at Saturday, May 7, 2011 at 01:46AM by passme.

stalkey

think the whole "model" is significant (b/c F-test is), but the individual parts (t-stats) are insignificant. This is bad, they are both supposed to be significant.

bbtomato

because you need the t-stats to deduce multicolinearity

If they didnt give you the t-stats and the f-stat was significant that could just mean that the individual t-stats were significant and therefore the 'overall' f-stat is significan OR the t-stats are insignificant but the f-stat is significant, because of the high correlation between some of the independent variables

Hope that was clear



Edited 1 time(s). Last edit at Saturday, May 7, 2011 at 12:36PM by pedpenny.