How do you interpret the t-statistic of a coefficient in a regression analysis?
1 Answer
Apr 9, 2016
It gives you a measure of how much you can trust a regression.
Explanation:
The t-statistics asks and answers the question: what is the likelihood that the regression coefficient found is really different from zero and therefore the regression is real. The p-values are what you're looking for. The higher the p-values, the more trustworthy the regression.
