ESS210B
Prof. Jin-Yi Yu
Significance of the Regression Coefficients
qThere are many ways to test the significance of the regression coefficient.
qSome use t-test to test the hypothesis that b=0.
qThe most useful way for the test the significance of the regression is use the “analysis of variance” which separates the total variance of the dependent
variable into two independent parts: variance accounted for by the linear regression and the error variance.