Testing Regression Coefficients

This chapter continues the discussion of regression analysis engaged in Chaps. 3 and 4. We have seen that the regression coefficients are reported with extra information, which we have not discussed yet. How can we use this information? In particular, we explain here how to use the confidence limits and the p-values to decide about statistical significance. The example of this chapter, which deals with the analysis of the impact of the prices on market share, illustrates the interpretation of the p-values.