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Predictor P-Values in Predictive Modeling

Not So Useful Predictor p-values in linear models are a guide to the statistical significance of a predictor coefficient value – they measure the probability that a randomly shuffled model could have produced a coefficient as great as the fitted value.  They are of limited utility in predictive modeling applications for various reasons: Software typicallyContinue reading “Predictor P-Values in Predictive Modeling”