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multiple_regression [2019/05/21 22:11]
hkimscil [Why overall model is significant while IVs are not?]
multiple_regression [2019/05/23 09:50] (current)
hkimscil [Why overall model is significant while IVs are not?]
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 ====== Why overall model is significant while IVs are not? ====== ====== Why overall model is significant while IVs are not? ======
 see https://​www.researchgate.net/​post/​Why_is_the_Multiple_regression_model_not_significant_while_simple_regression_for_the_same_variables_is_significant see https://​www.researchgate.net/​post/​Why_is_the_Multiple_regression_model_not_significant_while_simple_regression_for_the_same_variables_is_significant
 +
 +<​code>​
 +RSS = 3:10 #Right shoe size
 +LSS = rnorm(RSS, RSS, 0.1) #Left shoe size - similar to RSS
 +cor(LSS, RSS) #​correlation ~ 0.99
 + 
 +weights = 120 + rnorm(RSS, 10*RSS, 10)
 + 
 +##Fit a joint model
 +m = lm(weights ~ LSS + RSS)
 +
 +##F-value is very small, but neither LSS or RSS are significant
 +summary(m)
 +</​code>​
 +
  
 <​code>>​ RSS = 3:10 #Right shoe size <​code>>​ RSS = 3:10 #Right shoe size
multiple_regression.txt · Last modified: 2019/05/23 09:50 by hkimscil