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Re: st: T-test and F-test


From   Richard Williams <[email protected]>
To   [email protected], [email protected]
Subject   Re: st: T-test and F-test
Date   Mon, 12 Jul 2010 12:36:43 -0500

At 06:36 AM 7/5/2010, natasha agarwal wrote:
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?

Sorry for getting in on this conversation so late. An extreme example of how this can occur begins on p. 5 of http://www.nd.edu/~rwilliam/xsoc63993/l11.pdf .


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Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  [email protected]
WWW:    http://www.nd.edu/~rwilliam

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