ANOVA (analysis of variance) statistics for standard regression with a constant:
Table 1. ANOVA Statistics, Standard Regression with a Constant
Source | Sum of Squares | Degrees of Freedom | Mean Square | F Ratio |
---|---|---|---|---|
Regression | m | MSR = SSR/m | ||
Error | n – m – 1 | MSE = SSE/(n – m – 1) | ||
Total | n – 1 | n/a | n/a |
The F statistic follows an F distribution with (m, n – m – 1) degrees of freedom. This information is used to calculate the p-value of the F statistic.