多元回归F检验计算器 — 公式

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.