If a variable in a regression is statistically significant at the 0.1% level does that automatically mean it's also significant at the 5% level? I got the output for my variables with *** and now want to find out whether that automatically infers that they are also significant at a 5% level.
Asked
Active
Viewed 219 times
0
-
1I believe this question is better suited to https://stats.stackexchange.com/. The answer provided by @Ben-Bolker below is absolutely correct, but on the stats forum you will find a lot of discussion on this topic that might be helpful in future e.g. https://stats.stackexchange.com/a/3202 – jared_mamrot Mar 18 '21 at 22:19
1 Answers
0
Yes. (If p<0.001
that implies, mathematically, that it must be <0.05
as well ...)

Ben Bolker
- 211,554
- 25
- 370
- 453