11: Linear Regression and Hypothesis Testing
- Page ID
- 26115
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- 11.1: Testing the Hypothesis that β = 0
- The correlation coefficient tells us about the strength and direction of the linear relationship between x and y. However, the reliability of the linear model also depends on how many observed data points are in the sample. We need to look at both the value of the correlation coefficient r and the sample size n, and perform a hypothesis test of the "significance of the correlation coefficient" to decide whether the linear relationship in the sample data is strong enough to use to linear model.