Question #204284

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

 

š‘¹šŸā„š’Œāˆ’šŸ


š‘­=(šŸāˆ’š‘¹šŸ)ā„š’āˆ’š’Œ

 

Where, R be a level of determination and k is the number of parameters in the n sampled regression model. (3 points) 

Expert's answer

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

Where ;

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

And ;

MSE=SSEnāˆ’2MSE =\frac {SSE} {n-2}


F=1āˆ’R2nāˆ’kF=\frac {1 - R^2}{n-k}


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