choshin84 / learning_memo

personal learning memo

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Regression coefficient p-value #45

Open choshin84 opened 4 years ago

choshin84 commented 4 years ago

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it is calculated based on each coefficient value / coefficient standard error, then t-test. coefficient standard error is based on model result variance / input variable variance.

Useful link

http://lbm.ab.a.u-tokyo.ac.jp/~omori/kokusai/kokusai08_1218.html