ANOVA (analysis of variance) statistics for standard regression without a constant:
Table 2. ANOVA Statistics, Standard Regression without a Constant
Source | Sum of Squares | Degrees of Freedom | Mean Square | F Ratio |
---|---|---|---|---|
Regression | ![]() | m | MSR = SSR/m | ![]() |
Error | ![]() | n – m | MSE = SSE/(n – m – 1) | ![]() |
Total | ![]() | n | n/a | n/a |
The F statistic follows an F distribution with (m, n – m) degrees of freedom. This information is used to calculate the p-value of the F statistic.