How could I find significant coefficients?

Say I did hundreds of regressions based on grouped data from one table, and then got 100 rows of Coefficients C = (alpha0; alpha1; alpha2). I need to know the percentage of significant ones for those three coefficients. And R-squared for each row! Thank you very much!

9 comentarios

Walter Roberson
Walter Roberson el 2 de Jun. de 2018
How do you know which ones are significant?
Iris Li
Iris Li el 2 de Jun. de 2018
Use T test?
Walter Roberson
Walter Roberson el 2 de Jun. de 2018
All ttest tells you is the probability that the data is normal distribution with mean 0 standard deviation 1.
Iris Li
Iris Li el 3 de Jun. de 2018
calculate t-statistic and p-value, and then set a confident interval?
Iris Li
Iris Li el 3 de Jun. de 2018
And the regression is nonlinear, a quadratic function. Could you help with that? ^^
Iris Li
Iris Li el 3 de Jun. de 2018
Editada: Iris Li el 3 de Jun. de 2018
Umm I saw this one but I calculated the coefficients by minimizing volume-weighted mean squared error. So I kinda need to calculate the t statistics manually. Is there such a command?
Walter Roberson
Walter Roberson el 3 de Jun. de 2018
I am not familiar enough with statistics to know that.
Iris Li
Iris Li el 4 de Jun. de 2018
Thank you anyway!!

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