Statistical Hypothesis Testing with Microsoft ® Office Excel ® by Robert Hirsch

Author:Robert Hirsch
Language: eng
Format: epub
ISBN: 9783031042027
Publisher: Springer International Publishing

In the first table, the estimate of the correlation coefficient is to the right of the label “Multiple R.” That correlation coefficient is equal to 0.74. The P-value for the omnibus null hypothesis is in the second table below the label “Significance F.” That is also the P-value testing the null hypothesis that the correlation coefficient is equal to zero in the population. That P-value is equal to 0.0015. Since that P-value is less than 0.05, we reject the null hypothesis and, through the process of elimination, accept the alternative hypothesis that it is not equal to zero.

To interpret the numeric magnitude of the correlation coefficient, we often take its square. The correlation coefficient squared appears in the regression output in the row of the first table labeled “R2.” The square of the correlation coefficient tells us the proportion of the variation in the dependent variable is associated with variation in the independent variable. In Example 3.10, the value of the square of the correlation coefficient is 0.55. That implies that 55% of the variation in diastolic blood pressure is associated with dietary sodium intake.

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