On 20 Jun 2018, at 12:53 , jean-philippe <jeanphilippe.fontaine at gssi.infn.it> wrote:
dear R community,
I am running a linear regression for my dataset between 2 variables (disk mass and velocities).
This is the result returned by the summary function onto the lm object for one of my dataset.
Call:
lm(formula = df$md1 ~ df$logV, data = df)
Residuals:
Min 1Q Median 3Q Max
-0.64856 -0.16492 0.04127 0.18027 0.45727
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 6.2582 0.2682 23.333 < 2e-16 ***
df$logV 1.2926 0.2253 5.738 6.5e-06 ***
---
Signif. codes: 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
Residual standard error: 0.3067 on 24 degrees of freedom
Multiple R-squared: 0.5784, Adjusted R-squared: 0.5609
F-statistic: 32.93 on 1 and 24 DF, p-value: 6.504e-06
I am interested to give the significance in terms of sigmas (as generally done in particle physics, see for instance the 7 \sigma discovery of the Higgs particle)
of my regression.
For this, if I understood well, I should look at the p-value for the F-statistic which is in this univariate linear regression the same as the one for logV.
My question is, am I right if I state that the significance in terms of sigmas (sign) is given by: p = 2*(1-pnorm(sign)) since I guess the p-value returned by R is for a two sided test (and assuming Gaussianity for my dataset)?
Otherwise is there any way to get the significance of this linear regression in terms of sigmas?
I would have a similar question also, as extension, for a multivariate linear regression for which the p-value associated to F statistics is not the same as the p-value for each variable of the regression.
Thanks in advance,
Best Regards
Jean-Philippe Fontaine
--
Jean-Philippe Fontaine
PhD Student in Astroparticle Physics,
Gran Sasso Science Institute (GSSI),
Viale Francesco Crispi 7,
67100 L'Aquila, Italy
Mobile: +393487128593, +33615653774