SourcePro Analysis
:
Business Analysis Module User’s Guide
:
Definitions
:
Multiple Linear Regression
:
Significance of the Model (Overall F Statistic)
: p-Value
p-Value
The
p-value
is the probability of seeing the value of the F statistic for a given linear regression if the
null
hypothesis:
β
0
=
β
1
= ... =
β
p – 1
= 0
is true.
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