Fcalc – the Global Test for Regression Significance

  • A statistically significant Fcalc (i.e. one that passes the Fcritical threshold, based on your degrees of freedom) can indicate that your model as a whole is meaningful.
  • This test is really applicable for multiple regressions, where there is more than one slope coefficient (b1, b2, b3 … bi), as a t-test will not work for multiple regression models.
  • The F-test is a one tailed test.
  • The null hypothesis will be that the Fcalc is less than or equal to the Fcritical and you will be looking to reject the null with an Fcalc > Fcritical.
  • A rejection of the null indicates that at least one of the slope coefficients is significant and there is some validity to the model.
  • Fcalc has a math relationship with RSS (and MSSR), SSE (and MSSE), and TSS.