Multiple Regression F-Test Calculator — Formule
## F-Test for Overall Regression Significance
The F-test evaluates whether at least one predictor in the regression model is significantly related to the response variable.
### Formula
**F = (R²/p) / ((1-R²)/(n-p-1))**
with df1 = p and df2 = n-p-1. If F exceeds the critical value (e.g., ~2.58 for p=4, df2=45, alpha=0.05), the model has significant predictive power.
The F-test evaluates whether at least one predictor in the regression model is significantly related to the response variable.
### Formula
**F = (R²/p) / ((1-R²)/(n-p-1))**
with df1 = p and df2 = n-p-1. If F exceeds the critical value (e.g., ~2.58 for p=4, df2=45, alpha=0.05), the model has significant predictive power.
Exemple Résolu
A model with R² = 0.75, n = 50, p = 4 predictors.
- F = (0.75/4) / ((0.25)/(50-4-1))
- F = 0.1875 / (0.25/45)
- F = 0.1875 / 0.005556 = 33.75
- df1 = 4, df2 = 45. Highly significant.