Your definition correctly uses the frequentist form. intercept using this statistical approach), or a more extreme value, if the population value for that parameter is 0. Or, the probability of obtaining that estimate of the parameter (e.g. In some tests it can mean the difference is 0) The Frequentist interpretation, which your answer correctly used: The p-value is the probability of observing a value (in your case, the association between y-intercept and response) as extreme or more ('extreme' implies a two-tailed test), if the null hypothesis is true (in your case that is, the association between y-intercept and response is truly absent in the population, i.e. There are two approaches to interpretating of p-values: I am being very specific.Ī right interpretation should contain the following information: I am interested in the p-value of a coefficient that is not the coefficient of an independent variable. Excel regression p-values on coefficients are 2 sided.Įdit: Regarding differentiation from this question here: The most up voted answer there discusses the p-value of a hypothesis, which seems ill defined or at least not specific. "at least as extreme as 0.00087 in the same direction, that is,Įdit: The Excel funcion is Tools > Data Analysis > Regression in Office 2003 with service pack 2. Not so importantly, but just to be complete, I am also inquiring if it would be more accurate and complete to put the relevant phrase as If not, then what would be the correct interpretation? Of (x,y) pairs, specifically 90, would result in a least squares bestįit line with a y-intercept at least as extreme as 0.00087, with a Under the assumption that the true value of the y-intercept is zeroĪnd the first coefficient is 0.514, random sampling of the same number Would it be correct to say that the interpretation of the p-value of the 0.00087 term is: My interpretation is deliberately verbose because it will aid my understanding if faults are found within it.įrom Microsoft Excel the linear regression formula from 90 samples of (x,y) pairs isĪnd the p-value of the first coefficient is 4e-16 (scientific notation) and for the second it is 0.0027. Some of the answers I've seen for similar questions were not worded as thoroughly as I would have liked. I am trying to interpret one of the p-values in a one variable linear regression.
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