F Test .pptx - F Test F Test \u2022 The F-test evaluates the null hypothesis that all regression coefficients are equal to zero versus the alternative that

# F Test .pptx - F Test F Test • The F-test evaluates the...

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F Test The F-test evaluates the null hypothesis that all regression coefficients are equal to zero versus the alternative that at least one is not. An equivalent null hypothesis is that R-squared equals zero. A significant F-test indicates that the observed R-squared is reliable and is not a spurious result of oddities in the data set. Thus the F-test determines whether the proposed relationship between the response variable and the set of predictors is statistically reliable and can be useful when the research objective is either prediction or explanation. F Test RMSE The RMSE is the square root of the variance of the residuals. It indicates the absolute fit of the model to the data–how close the observed data points are to the model’s predicted values. Whereas R-squared is a relative measure of fit, RMSE is an absolute measure of fit. As the square root of a variance, RMSE can be interpreted as the #### You've reached the end of your free preview.

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• Fall '19
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