Author Question: The t statistic and the partial F statistic are closely related. Explain this relationship. Which ... (Read 105 times)

schs14 · **on:** Jun 24, 2018

The t statistic and the partial F statistic are closely related. Explain this relationship. Which would you prefer to use?

What will be an ideal response?

Question 2

The probability of rejecting a null hypothesis when the null hypothesis is true is known as the:

A) confidence level.
B) p-value.
C) power of the test.
D) significance level.

kristenb95 · **Reply #1 on:** Jun 24, 2018

Answer to Question 1

In multiple regression analysis, the t statistic is used to test if an individual population slope coefficient is significantly different from zero where the coefficient is the change in the dependent variable given a unit change in the independent variable, while all other explanatory variables are held constant. Essentially, it tells us whether that particular explanatory variable makes a significant contribution to the model. The partial F statistic is used to test if an individual explanatory variable or a set of individual explanatory variables is significant to the model, holding all other variables fixed. So, for the individual problem, the F statistic and the t statistic must produce identical results and they do, because t2 = F in these cases. As you might guess, t is more widely used because it is much easier to calculate and access from statistical packages.

Answer to Question 2

D