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Re: significance of a linear regression [message #53374 is a reply to message #53370]

Fri, 06 April 2007 20:34

Craig Markwardt
Messages: 1869
Registered: November 1996

Senior Member

"jochem.verelst@gmail.com" <jochem.verelst@gmail.com> writes:
> Hi IDL gurus,
>
> I am much in favor of the IDL way, but being a newbie, it still causes
> me big headache.
>
> So this is the question:
>
> Just as in SPSS, I wanted calculate the significance of linear
> regression. The function REGRESS is very handy, as it also provides
> the F-value by means of the keyword FTEST. Luckily this is the same F-
> value as calculated in SPSS ( I just tested). However, SPSS also
> provides the congruent p-value. And this is what matters to have an
> idea of the significance. REGRESS does not provide such a keyword. So,
> has anyone an idea how to calculate the significance of a linear
> regression?

I'm not sure what a "congruent p-value" is, but if you mean the
Pearson's correlation coefficent, then you can use the standard
CORRELATE() function. But surely that must be the same as the R value
returned by REGRESS()?

Craig

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Craig B. Markwardt, Ph.D. EMAIL: craigmnet@REMOVEcow.physics.wisc.edu
Astrophysics, IDL, Finance, Derivatives | Remove "net" for better response
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[Message index]

		Re: significance of a linear regression By: Kenneth P. Bowman on Sat, 07 April 2007 12:06
		Re: significance of a linear regression By: Kenneth Bowman on Sat, 07 April 2007 08:39
		Re: significance of a linear regression By: jochem.verelst@gmail. on Sat, 07 April 2007 02:07
		Re: significance of a linear regression By: Craig Markwardt on Fri, 06 April 2007 20:34

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