Question #200152

Show that the test taking the overall significance of regression model using ANOVA table to be expressed as: 

 

𝑹𝟐⁄𝒌−𝟏

 

𝑭=(𝟏−𝑹𝟐)⁄𝒏−𝒌 

 

Where, R be a level of determination and k is the number of parameters in the n sampled regression model.


1
Expert's answer
2021-05-31T15:56:35-0400

F=MSRMSEF=\frac{MSR}{MSE}

Where;

MSR=SSR1MSR= \frac{SSR}{1}

And

MSE=SSEn2MSE = \frac{SSE}{n-2}

F=1R2nkF=\frac{1-R^2}{n-k}


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