Fcalc – the Global Test for Regression Significance
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- 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.
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