SourcePro : Business Analysis Module User’s Guide : Definitions : Multiple Linear Regression : Significance of the Model (Overall F Statistic)
Significance of the Model (Overall F Statistic)
The overall F statistic is a statistic for testing the null hypothesis β1 = β2 = ... = βp – 1 = 0. It is defined by the equation:
where
This statistic follows an F distribution with (p-1) and (n-p) degrees of freedom.