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From Michael Stover <michael.r.sto...@gmail.com>
Subject [Math] - Additional statistics after multiple linear regression
Date Mon, 02 Jul 2012 13:40:36 GMT
Hi all,
    I used the OLSMultipleLinearRegression<http://commons.apache.org/math/apidocs/org/apache/commons/math3/stat/regression/OLSMultipleLinearRegression.html>
class
to do a linear regression for a linear model, but what I need to know is
the statistical significance for the model as a whole and for each
coefficient.  I think this page (
http://www.weibull.com/DOEWeb/hypothesis_tests_in_multiple_linear_regression.htm)
shows the math involved, but I am not familiar enough with the math to
calculate these values myself or even know if I can from what the OLS class
provides.

My question is, can the significance of the model as a whole and each
coefficient be calculated from what the OLS class provides, and if is, are
there functions/methods in the API already that do it?

Michael

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