Hi all,
I used the OLSMultipleLinearRegression
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