explanation of the summary of linear model

本文详细解释了回归分析中的核心指标,包括残差分布、系数及其标准方差、使用t检验评估系数显著性(p值)、皮尔逊相关系数r及调整后的R平方值,并探讨了整体模型显著性的p值检验。

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0: residuals distribution
1: coefficients
2. stdandard variance of coefficients
3: using t-test to test the significant of coefficients.  p-value of Hypothesis: coef=0. The p-value is the accept region of coef=0. The less the p-value is, the more significant the coefficient is.
4. (Pearson) Correlation coefficient r. R-sqared value is square of r. The 'Adjusted R-squared' is more demanding as it takes into account the number of parameters of the regression model. The greater the r is , the more fit the model is. 
Information about r from wiki:
formular:
     for a population:

 for a sample:

graph:
    
5. p-value of hypothesis: coef_1=coef_2=...=coef_n=0. Usually, if the model fails this test (e.g, with a p-value that is considered too high, for example, higher than 0.1), it makes no sense to look at the t-tests on the individual coefficients.

ps: The explanation of anova result is similar.


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