Answer to Question #249255 in Economics of Enterprise for Pedro

Question

Show that the test taking the overall significance of regression model using ANOVA table to be expressed as:  Where, R be a level of determination and k is the number of parameters in the n sampled regression model

Answer 1

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

Here, MSR is the mean squared anomaly and MSE is the mean squared error.

$MSR=\frac {SSR} {1}$ , called regression mean square

$MSE=\frac {SSE} {(n-2)}$ called error mean square.

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