Please help! I need to know which p-value to use to reject or accept the null hypothesis in my project.
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Please help! I need to know which p-value to use to reject or accept the null hypothesis in my project.
There are two probability values EViews generates: the one for the independent variables regressed (written as Prob. next to the t-statistics column) and the one to determine the overall significance of the model (Prob(F-statistics) written below the table). To reject or accept the null hypothesis of my project, which one of those p-values do I compare with the level of significance? Note that I have only one independent variable.
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Re: Please help! I need to know which p-value to use to reject or accept the null hypothesis in my project.
If you only have one independent variable, are the values different?
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Re: Please help! I need to know which p-value to use to reject or accept the null hypothesis in my project.
Yes, they are. I got 0.2712 for the Prob. of the t-statistic for the independent variable but the Prob(F-statistic) was 0.00001. I don't know which one to use.
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- Non-normality and collinearity are NOT problems!
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Re: Please help! I need to know which p-value to use to reject or accept the null hypothesis in my project.
You've done something unusual, though not necessarily wrong. You'll need to post more details.
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- Non-normality and collinearity are NOT problems!
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Re: Please help! I need to know which p-value to use to reject or accept the null hypothesis in my project.
Perhaps a screenshot. Maybe the work file including the equation you estimated
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Re: Please help! I need to know which p-value to use to reject or accept the null hypothesis in my project.
Not to sound really stupid but how do I upload pictures here?
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- Non-normality and collinearity are NOT problems!
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Re: Please help! I need to know which p-value to use to reject or accept the null hypothesis in my project.
Click on the Attachments tab below the reply field.
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Re: Please help! I need to know which p-value to use to reject or accept the null hypothesis in my project.
Alright. Thank you.
This is all I have of the results as I didn't run it myself. I used Panel Least Square for the regression analysis.
This is all I have of the results as I didn't run it myself. I used Panel Least Square for the regression analysis.
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- Non-normality and collinearity are NOT problems!
- Posts: 3775
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Please help! I need to know which p-value to use to reject or accept the null hypothesis in my project.
It is hard to see what's going in here. I suspect that fixed effects were included, in which case you want the p-value next to the t-statistic.
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Re: Please help! I need to know which p-value to use to reject or accept the null hypothesis in my project.
I'm sorry but I don't understand what you mean by any of that. Isn't the p-value already next to the t-statistic?
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- Non-normality and collinearity are NOT problems!
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Re: Please help! I need to know which p-value to use to reject or accept the null hypothesis in my project.
Probably should use the p-value next to the t statistic as opposed to the one near the F
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Re: Please help! I need to know which p-value to use to reject or accept the null hypothesis in my project.
I thought so too but my supervisor says otherwise. I thought the Prob(F-statistic) was only to test the overall significance of the model or the goodness of fit (as I've read in some journals) but my supervisor doesn't think so. If I had more than one independent variable, what p-value should I use? And what did you mean by fixed effects?
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- Non-normality and collinearity are NOT problems!
- Posts: 3775
- Joined: Wed Sep 17, 2008 2:25 pm
Re: Please help! I need to know which p-value to use to reject or accept the null hypothesis in my project.
The t test tests whether a given coefficient equals zero. The F test tests whether all the coefficients except the constant equals zero. So if there is only one coefficient the p-values should be identical. The output you have must have something unusual behind it, but there's no way to know what it is without knowing exactly how it was created.
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Re: Please help! I need to know which p-value to use to reject or accept the null hypothesis in my project.
Thank you so much for explaining this!
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