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q |
We then use F-statistics to test the ratio of the
variance explained by
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the regression and the variance not explained by the regression:
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F = (b2Sx2/1)
/ (Se2/(N-2))
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q |
Select a X% confidence level
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H0: b = 0
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(i.e., variation
in y is not explained by the linear regression but
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rather by chance
or fluctuations
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H1: b ¹ 0
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q |
Reject the null hypothesis at the a significance level if F>Fa(1, N-2)
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