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The Overall t-test Investigating a Conflict between the Individual t-test and the Overall F-test in Regression Analysis
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The Overall t-test Investigating a Conflict between the Individual t-test and the Overall F-test in Regression Analysis

논문 기본 정보

자료유형
학술저널
저자정보
박상준 (전북대학교) 이유재 (서울대학교)
저널정보
서울대학교 경영연구소 Seoul Journal of Business Seoul Journal of Business 제29권 제1호 KCI등재
발행연도
2023.6
수록면
1 - 24 (24page)

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The Overall t-test Investigating a Conflict between the Individual t-test and the Overall F-test in Regression Analysis
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Researchers may confront conflicting conclusions on the effects of predictors by the individual t-test and the overall F-test in regression analysis. For example, the overall effect may be significant by the overall F-test whereas none of the individual effects are significant by the individual t-test. This paper shows that the conflict may result from different views on the recovered effects of predictors. It proposes an overall t-test assessing the overall effect, and recommends one to use the overall t-test to investigate the conflict between the individual t-test and the overall F-test. The overall F-test assesses the overall effect under the assumption that the true effects of predictors are exactly captured by the recovered effects of predictors. In contrast, the overall t-test assesses the overall effect under the assumption that the true effects are captured by the means and variance-covariances of the recovered effects. This paper ends with practical guidelines for interpreting the effects of predictors when there exists a conflict between the individual t-test and the overall F-test.

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