Stats Doesnt Suck

Test of Validity

Hypotheses

H_0: \beta_1 = \beta_2 = \ldots = \beta_k = 0

H_1: \text{At least one } \beta_i \neq 0

F-Statistic

Mean Squares Regression \text{MSR} = \frac{\text{SSR}}{k}

Mean Squares Error \text{MSE} = \frac{\text{SSE}}{n - k - 1}

F = \frac{\text{MSR}}{\text{MSE}}

Rejection Region

Reject H_0 if F > F_{\alpha, k, n-k-1}