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WWGD

Science Advisor

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2019 Award

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## Main Question or Discussion Point

Hi all,

Hi all, hope this is not too simple; please feel free to give me a reference if this is so. I want to know how to address having "insignificant" coefficients in my regression:

I just did a multilinear regression returning ## y=a_1x_1+...+a_kx_k ##

In the resulting analysis, two of the coefficients , say ## a_1, a_2 ##, came out to be insignificant (at a 95% level) . Still, when I remove them and do a new regression ## y=a_3x_3+a_4x_4+.....+a_k x_k ## the adjusted R^2 drops very slightly. Is it standard practice to drop "insignificant" variables?

Hi all, hope this is not too simple; please feel free to give me a reference if this is so. I want to know how to address having "insignificant" coefficients in my regression:

I just did a multilinear regression returning ## y=a_1x_1+...+a_kx_k ##

In the resulting analysis, two of the coefficients , say ## a_1, a_2 ##, came out to be insignificant (at a 95% level) . Still, when I remove them and do a new regression ## y=a_3x_3+a_4x_4+.....+a_k x_k ## the adjusted R^2 drops very slightly. Is it standard practice to drop "insignificant" variables?