ANOVA, No Constant

ANOVA (analysis of variance) statistics for standard regression without a constant:

Table 2. ANOVA Statistics, Standard Regression without a Constant

SourceSum of SquaresDegrees of FreedomMean SquareF Ratio
RegressionFormula for regression sum of squares without constantmMSR = SSR/mFormula for F ratio; F equals MSR divided by MSE
ErrorFormula for SSE, regression errorn – mMSE = SSE/(n – m – 1)Formula for F ratio; F equals MSR divided by MSE
TotalFormula for total sum of squares, regression without constantnn/an/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.