Answer to Question #201198 in Statistics and Probability for Biniyam yirgalem

Question

Problem 5 Show that the test taking the overall significance of regression model using ANOVA table to be expressed as: 𝑭 = 𝑹 𝟐⁄𝒌 − 𝟏 (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

You

17:11

F=MSR/MSE

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

MSR=SSR/1, called regression mean square

MSE=SSE/(n-2) called error mean square.

F=1-R^2/n-k

The mean square due to regression, denoted MSR, is computed by dividing SSR by a number referred to as its degrees of freedom; in a similar manner, the mean square due to error, MSE, is computed by dividing SSE by its degrees of freedom.