ANOVA, Standard Regression with Constant

ANOVA (analysis of variance) statistics for standard regression with a constant:

Table 1. ANOVA Statistics, Standard Regression with a Constant

SourceSum of SquaresDegrees of FreedomMean SquareF Ratio
RegressionFormula for regression sum of squares with constantmMSR = SSR/mFormula for F ratio; F equals MSR divided by MSE
ErrorFormula for SSE, regression errorn – m – 1MSE = SSE/(nm – 1)Formula for F ratio; F equals MSR divided by MSE
TotalFormula for total sum of squares, regression with constantn – 1n/an/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.