Thursday, March 10, 2011

F-value

F-value
= (Mean regression sum of squares)/(Mean squared error)
= ((Regression sum of squares)/k)/((Error sum of squares)/(n-k-1))



(Example)
Number of observations = 76
Number of intercept = 1
Number of independent variables = 5
Regression sum of squares = 412,522
Error sum of squares = 17,188

F-value = (412,522/5)/(17,188/(76-5-1)) = 336

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