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Interpret a LinearModelFit ANOVATable?

Posted 6 years ago

Having evaluated the code below,

data = {{0, 2}, {1, 0}, {2, 1}, {3, 8}, {4, 8}, {5, 6}, {6, 7}}

lm = LinearModelFit[data, {x, x^2}, x]

lm["ANOVATable"]
lm["ParameterTable"]

Show[ListPlot[data], Plot[lm[x], {x, 0, 10}], Frame -> True]

what is the meaning of the ANOVATable p-values list (what statistics and hypotesis is it related)? Which table (ANOVATable or ParameterTable) p-values should I use for regression model coefficients significiance inference? Where can I get detailed information (in Mathematica help it is very poor )?

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POSTED BY: Denis S
4 Replies
Posted 6 years ago

Your response variable consists of integers. Are these counts? rounded measurements? made-up data? If the responses are counts, you might want to consider Poisson regression (using GeneralizedLinearModelFit). A little background on the data might be helpful because performing statistical methods requires more than just the numbers

POSTED BY: Jim Baldwin
Posted 6 years ago
POSTED BY: Denis S
POSTED BY: Claude Mante
Posted 6 years ago

Thanks for the reply. Could you, please, tell me, what is the equation for calculation two F-staistics presenting in regression ANOVATable above? (I know how F-statistics is calculated for ordinary variance analysis and how it can be interpreted, but I know nothing about it in regression case).

POSTED BY: Denis S
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