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What Is P-value And How It Is Used For Variable Selection? |
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Answer» The p-value is lowest level of significance at which you can reject null hypothesis. In the case of independent VARIABLES, it implies whether coefficient of a VARIABLE is SIGNIFICANTLY DIFFERENT from zero. The p-value is lowest level of significance at which you can reject null hypothesis. In the case of independent variables, it implies whether coefficient of a variable is significantly different from zero. |
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