Test for Significance Testing for Overall Significance: F test Test statistic MSR F SSR/p ∑(-万)/p MSE SSE/(n-p-1) E(-Y,)/(n-p-1 Decision rule: reject null hypothesis if F>F is based on an f distribution with p degrees of freedom in the numerator and n-p-1 degrees of freedom in the denominator or alue< a SlideSlide 10 Test for Significance • Testing for Overall Significance: F test – Test statistic – Decision rule: reject null hypothesis if • F > Fα is based on an F distribution with p degrees of freedom in the numerator and n – p –1 degrees of freedom in the denominator, or • p-value < α ) ( 1) ˆ ( ) ˆ ( ( 1) 2 2 − − − − = − − = =   Y Y n p Y Y p SSE n p SSR p MSE MSR F i i i