how do you calculate it? Where does it come from? I know what it is but I don’t understand why it pops up when discussing ANOVA tables, t-stats, and f-stats…

I think we do not need to know how is it calculated (for exam). There are many other nice things to know and remember, so why bother. If you do - check Internet. I think it’s some pretty complicated function or equation which can not be solved algebraically, only numerically

ok so just be ready to compare it to the significance level?

it will always be given to you

gazhoo Wrote: ------------------------------------------------------- > ok so just be ready to compare it to the > significance level? Exactly! Actually it’s very handy, when I check results of LR at work for significance - I check p -values first

if the level of sig you are testing for is > p val reject !!! p val is the smallest level of sig for which the null could be rejected.

thanks guys

p-value is calculated from regression analysis with complex mathematical software like Stata, etc