Finding F-Statistic

[studying1234]

Why are there to different formula’s for finding F-statistic?
1) F = (RSS/k)/(SEE/(n-(K+1))
2) F = (RSS/1)/(SEE/(n-2))

 

[whatsyourgovt]

I think the latter formula is only applied to single regressions. To be safe, i would always just use the former.

 

[S2000magician]

whatsyourgovt wrote:I think the latter formula is only applied to single regressions.

Yup. k = 1; one slope coefficient, one independent variable.

whatsyourgovt wrote:To be safe, i would always just use the former.

At least that way you have to memorize only one formula, not two. Saves some brain space.

 

[Gypsy]

both formulas are same. its basically
F = (RSS/ no. of independent variables)/SSE (total number of observations - total number of parameters)
when we are using one independent variable it takes the form F = (RSS/1)/(SSE/(n-2)
when we are using more than one independet variables it takes the form F = (RSS/k)/(SSE/(n-(k+1))
also their is a difference between SSE (sum of squared error) and SEE (standard error of estimate). In this formula we are using SSE not SEE.