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    • More stat head exercises
  • 4/6/12
  • Jasreds
"using r2 and a-r2 was a quick and easy way to see what was significant and what was overfit"

R2 is not a test of significance, but a test of strength of relationship. In a regression, you use t-tests to estimate p-values for independent variables and a f-ratio for the entire model for significance.

Edited 4/6/12   by  Jasreds
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  • 4/6/12
  • TheAllSeeingEYE

Nice catch. Poor choice of words on my part. I should have said "strongly correlated" instead.

I know how to use the p-values. I appreciate that contribution. As far as your contribution to the project you just lowered your p-value.

See that? It's a compliment.

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