Wed 3 July 2019
How to read a Regression summary in R
Written by Hongjinn Park in Articles
R provides a lot of great information after you run a regression.
I made my own "legend" on what the output means. Check it out here.
The output saves you time by running numerous tests that you'd typically want to run. For example, given that your model fits I usually want to check out the $p$-value to see if there is no regression on a given input variable $\beta_i$ and this corresponds with $ H_0: \beta_i = 0 $. If the $p$-value is very low, then that input $\beta_i$ likely matters to the response $Y_i$.
Articles
Personal notes I've written over the years.
- When does the Binomial become approximately Normal
- Gambler's ruin problem
- The t-distribution becomes Normal as n increases
- Marcus Aurelius on death
- Proof of the Central Limit Theorem
- Proof of the Strong Law of Large Numbers
- Deriving Multiple Linear Regression
- Safety stock formula derivation
- Derivation of the Normal Distribution
- Comparing means of Normal populations
- Concentrate like a Roman
- How to read a Regression summary in R
- Notes on Expected Value
- How to read an ANOVA summary in R
- The time I lost faith in Expected Value
- Notes on Weighted Linear Regression
- How information can update Conditional Probability
- Coupon collecting singeltons with equal probability
- Coupon collecting with n pulls and different probabilities
- Coupon collecting with different probabilities
- Coupon collecting with equal probability
- Adding Independent Normals Is Normal
- The value of fame during and after life
- Notes on the Beta Distribution
- Notes on the Gamma distribution
- Notes on Conditioning
- Notes on Independence
- A part of society
- Conditional Expectation and Prediction
- Notes on Covariance
- Deriving Simple Linear Regression
- Nature of the body
- Set Theory Basics
- Polynomial Regression
- The Negative Hyper Geometric RV
- Notes on the MVN
- Deriving the Cauchy density function
- Exponential and Geometric relationship
- Joint Distribution of Functions of RVs
- Order Statistics
- The Sample Mean and Sample Variance
- Probability that one RV is greater than another
- St Petersburg Paradox
- Drunk guy by a cliff
- The things that happen to us