Answer to Question #204284 in Economics of Enterprise for Eskinider Degefu

Question

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

 

𝑹^𝟐⁄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. (3 points) 

Answer 1

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

Where ;

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

And ;

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

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