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What is the significance F in regression?
平方和
比值 平均值
Questioner:Julian Hill 2023-06-17 09:38:32
The most authoritative answer in 2024
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Owen Martin——Works at the International Federation of Red Cross and Red Crescent Societies, Lives in Geneva, Switzerland.
The
F value is the ratio of the mean
regression sum of squares divided by the mean error sum of squares. Its value will range from zero to an arbitrarily large number. The value of Prob(
F) is the probability that the null hypothesis for the full model is true (i.e., that all of the
regression coefficients are zero).
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