F-statistic

193. F-statistic

𝐹 = \frac{MSR}{MSE}

Where:

Mean Square Regression (MSR):

MSR = \frac{SSR}{{df}_{regression}}

${df}_{regression} = 𝑝$

Where:

$𝑝$ : Number of independent
Mean Square Error (MSE):

MSE = \frac{SSE}{{df}_{error}}

${df}_{error} = 𝑛 - 𝑝 - 1$

Where:

$𝑝$ : Number of independent
$𝑛$ : Number of observations
$1$ : Constant (for intercept)