explanation of the summary of linear model

0: residuals distribution
1: coefficients
2. stdandard variance of coefficients
3: using t-test to test the significant of coefficients.  p-value of Hypothesis: coef=0. The p-value is the accept region of coef=0. The less the p-value is, the more significant the coefficient is.
4. (Pearson) Correlation coefficient r. R-sqared value is square of r. The 'Adjusted R-squared' is more demanding as it takes into account the number of parameters of the regression model. The greater the r is , the more fit the model is. 
Information about r from wiki:
formular:
     for a population:

 for a sample:

graph:
    
5. p-value of hypothesis: coef_1=coef_2=...=coef_n=0. Usually, if the model fails this test (e.g, with a p-value that is considered too high, for example, higher than 0.1), it makes no sense to look at the t-tests on the individual coefficients.

ps: The explanation of anova result is similar.


  • 1
    点赞
  • 0
    收藏
    觉得还不错? 一键收藏
  • 0
    评论

“相关推荐”对你有帮助么?

  • 非常没帮助
  • 没帮助
  • 一般
  • 有帮助
  • 非常有帮助
提交
评论
添加红包

请填写红包祝福语或标题

红包个数最小为10个

红包金额最低5元

当前余额3.43前往充值 >
需支付:10.00
成就一亿技术人!
领取后你会自动成为博主和红包主的粉丝 规则
hope_wisdom
发出的红包
实付
使用余额支付
点击重新获取
扫码支付
钱包余额 0

抵扣说明:

1.余额是钱包充值的虚拟货币,按照1:1的比例进行支付金额的抵扣。
2.余额无法直接购买下载,可以购买VIP、付费专栏及课程。

余额充值