

How does pvalue mean for Rsquare 

Message/Author 

Soo Owen posted on Monday, October 01, 2018  11:43 am



So, I ran a multivariate regression analysis with 7 continuous variables and dummy predictors. I've got some significant coefficients but I don't know how to interpret the pvalues of Rsquares. Below is part of my output. While two dummy variables significantly predict the Y1ACADEV, all predictors explain only 7% of Y1ACADEV. But the pvalue for the Rsquare is not significant (0.118). What does it mean? Y1ACADEV ON FIELD 0.025 0.110 0.223 0.824 PEERSOCIAL 0.314 0.144 2.184 0.029 BOTH 0.108 0.046 2.380 0.017 RSQUARE Observed TwoTailed Variable Estimate S.E. Est./S.E. PValue Y1ACADEV 0.065 0.042 1.564 0.118 


Rsquare typically has a nonsymmetric sampling distribution so you want to use bootstrapping to get nonsymmetric CIs and evaluate significance that way instead of pvalues which assume symmetric. 

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