Free Multiple Regression F-Test Calculator
Calculate the F-statistic for testing overall significance of a multiple regression model.
F-Statistic
33.750
Numerator df4
Denominator df45
F-Statistic vs R²
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.
Example Calculation
A model with R² = 0.75, n = 50, p = 4 predictors.
- 01F = (0.75/4) / ((0.25)/(50-4-1))
- 02F = 0.1875 / (0.25/45)
- 03F = 0.1875 / 0.005556 = 33.75
- 04df1 = 4, df2 = 45. Highly significant.
Frequently Asked Questions
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