Answer to Question #200152 in Economics of Enterprise for MUZEMIL JOBRE

Question

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.

Answer 1

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

Where;

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

And

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

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