regression_relation: Conduct the F Test for Existence of a Regression Relation

In ryan-heslin/RegLesson: Linear Regression from Scratch

Conduct the F Test for Existence of a Regression Relation

Description

Conduct the F Test for Existence of a Regression Relation

Usage

regression_relation(MSR, MSE, n, p, alpha = 0.05)

Arguments

MSR	Estimated mean square of regression for the model
MSE	Estimated mean squared error for the model
n	Number of rows of the data matrix
p	Number of parameters in the model
alpha	Alpha level to use for the test.

Details

This function tests the null hypothesis that no regression relation exists, given the relevant mean squares and degrees of freedom.

Value

Value of the computed F statistic

ryan-heslin/RegLesson documentation built on Aug. 5, 2022, 9:03 p.m.