On May 8, 2012, at 08:34 , array chip wrote: > Thank you Peter, so if I observe a significant coefficient, that significance > still holds because the standard error of the coefficient has taken the > residual error (which is large because large R square) into account, am I > correct?
In essence, yes. One might quibble over the use of "large because", but it's not important for the main point. -pd > John > From: peter dalgaard <pda...@gmail.com> > To: array chip <arrayprof...@yahoo.com> > Cc: "r-help@r-project.org" <r-help@r-project.org> > Sent: Monday, May 7, 2012 11:07 PM > Subject: Re: [R] low R square value from ANCOVA model > > > On May 8, 2012, at 05:10 , array chip wrote: > > > Hi, what does a low R-square value from an ANCOVA model mean? For example, > > if the R square from the model is about 0.2, does this mean the results > > should NOT be trusted? I checked the residuals of the model, it looked > > fine... > > It just means that your model has low predictive power (at the individual > level). I.e. the noise (error) part of the model is large relative to the > signal (systematic part). Statistical inferences are not compromised by that, > except of course that large error variation is reflected in large standard > errors of estimated regression coefficients. > > > > > Thanks for any suggestion. > > > > John > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-help@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > -- > Peter Dalgaard, Professor, > Center for Statistics, Copenhagen Business School > Solbjerg Plads 3, 2000 Frederiksberg, Denmark > Phone: (+45)38153501 > Email: pd....@cbs.dk Priv: pda...@gmail.com > > > > > > > > > > -- Peter Dalgaard, Professor Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
