You did OK! You can find definitions in any basic statistical books.
Best, Karim
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I use a multiple regression analysis to get the statistics of parameter sensitivity. The t-stat is the coefficient of a parameter divided by its standard error. It is a measure of the precision with which the regression coefficient is measured. If a coefficient is “large” compared to its standard error, then it is probably different from 0 and the parameter is sensitive. What is “large”? You could compare the t-stat of a parameter with the values in the Student's t-distribution table to determine the p-value, which is the number that you really need to be looking at. The Student's t-distribution (you find at the end of most statistics book) describes how the mean of a sample with a certain number of observations is expected to behave. The p-value for each term tests the null hypothesis that the coefficient is equal to zero (no effect). A low p-value (< 0.05) indicates that you can reject the null hypothesis. In other words, a predictor that has a low p-value is likely to be a meaningful addition to your model because changes in the predictor's value are related to changes in the response variable. Conversely, a larger p-value suggests that changes in the predictor are not associated with changes in the response. So that parameter is not very sensitive. A p-value of < 0.05 is the generally accepted point at which to reject the null hypothesis (i.e., the coefficient of that parameter is different from 0). With a p-value of 0.05, there is only a 5% chance that results you are seeing would have come up in a random distribution, so you can say with a 95% probability of being correct that the variable is having some effect.
Hope this is more clear.
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Dr. K.C. Abbaspour
Eawag, Swiss Federal Institute for Aquatic Science and Technology
Ueberlandstr. 133, P.O. Box 611, 8600 Duebendorf, Switzerland
email: abba...@eawag.ch
phone: +41 58 856 5359
fax: +41 58 856 5375
http://www.eawag.ch/index_EN
From: swat...@googlegroups.com [mailto:swat...@googlegroups.com]
On Behalf Of gangaram maharjan
Sent: Wednesday, April 29, 2015 10:49 AM
To: swat...@googlegroups.com; swat...@googlegroups.com
Subject: physical understanding in t-stat and p-value In swat cup
Dear all,
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