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- Does anyone know how p value of Actual by Predicte...

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Jul 7, 2014 12:38 PM
(2546 views)

Hi

After running a linear regression using the Fit Model platform, JMP displays P value (as P), RSq and RMSE on the bottom of the a Actual by Predicted Plot. I would like to understand how P value is calculated and what it means.

I ask this because in a simple Y =aX+b case, the p value is identical to the p value of the X **but** if there are more Xs (e.g. Y = aX1+ bX2 + c) then, p value is something else. I would like to know the meaning and calculation of p value of Actual by Predicted Plot in multiple regression situations. Any comments would be very welcomed.

Thank you.

W Kim

4 REPLIES

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Jul 7, 2014 8:29 PM
(2170 views)

W Kim,

The p-value underneath the Observed vs Predicted plot is the p-value from the overall analysis of variance report. This report is the overall test to determine the significance of the entire model. For example, if the model is Y=B0 + B1*X1 + B2*X2, the null hypothesis for the overall ANOVA would be Ho: B1=B2=0. So this is testing if the proposed model does better at explaining the variance in the response than the overall mean.

The calculation of the p-value is more difficult to describe in this brief response, but it is the probability of seeing the associated observed F-statistic under the null hypothesis. You calculate the p-value by finding the area under the F-distribution with the proper degrees of freedom to the right of your observed F-statistic. Thus, if the p-value is low, there is a small chance of observing the data we have. That implies that the null hypothesis is unlikely to be true.

You may wish to look into some regression books for more specific details.

I hope this helps.

Dan

Dan Obermiller

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Aug 21, 2014 6:30 AM
(2170 views)

Thank you very much for your descriptive response. As suggested I shall look into reference materials. Thank you again.

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Aug 21, 2014 6:50 AM
(2170 views)

Also you might want to look at the JMP training course "Anova and Regression" which discusses exactly these types of issues.

Dave

-Dave

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Apr 8, 2018 8:48 AM
(915 views)

Hi,

could anyone please provide me with the information how the overall p-value given at the Actual by Predicted Plot is calculated by JMP in case of a mixed model.

Best,

Tina