Dear Alam
You're correct.
The p-value (mentioned for t-test) in Regression Coefficient checks the Null hypothesis that Reg coeff=0 so p<0.05 rejects this hypothesis and we conclude that reg coeff is robust.
In ANOVA output, null hypothesis is that r2=0. Again p<0.05 rejects this hypothesis and we conclude that coeff of determination is not zero rather a robust value.
Now coming to ur questions:
1. Plz remember in CFA we deal with 'r' only but we call it by several names e.g. Alpha, Beta, Correlation.
Average of (Square of avg beta) is called as AVE.
Square of relation between 2 constructs constitutes r2 called by ASV & MSV.
That's why ascertaining Discriminant Validity is checking whether relation fo a construct with its statement is higher than its relation with other constructs or not?
AVE > MSV
AVE > ASV
2 & 3. Validity is not a thing or statistical value rather a combination of several conditions e.g. For convergent validity we see:
i. Alpha> 0.7
ii. AVE > 0.5
iii. Alpha > AVE
If all three are ok, we conclude Construct Validity hold true.
But in the output we still get p-values which checks the same null hypothesis as is given in Reg Coeff output i.e. whether Reg coeff=0
It indicates here that whether a construct is able to explain the statement or not? (Remember MLE Regression works opposite to OLS)
So do remember whenever there is any p-value we're checking any hypothesis.
Plz feel free to ask for any/every doubt.
Best wishes