Which of the following correctly describes a p-value?
A) It gives the partial change in Y for a unit change in an independent variable, while holding other independent variables constant.
B) It equals the probability ofbeing true, given the claimThe true regression coefficient equals 0.
C) It is an index of the degree of linear association among more than two variables, equal to the square root of the sample coefficient of multiple determination.
D) It equals the ration of an estimated partial-regression coefficient to its standard error.
E) All of these.

Question

Quizplus · Accepted Answer

The p-value measures the probability of observing the data, or something more extreme, if the null hypothesis is true. It does not directly tell us the probability that the null hypothesis is true itself, but rather indicates how compatible our data is with the null hypothesis. Choices A, C, and D describe other statistical concepts: A refers to the interpretation of a regression coefficient, C describes a measure related to multiple correlation, and D describes the calculation of a t-statistic, not a p-value.

Which of the Following Correctly Describes a P-Value