Source | Degrees of freedom | Sum of Squares | Mean Square | F statistic | P-value |
---|---|---|---|---|---|
Model (Regression) | 1 | SLR: SSTO * R^2 |
MLR: (Overall F-stat * (RSE)^2 * regression df) - SSR of other variable | ← /DF of this variable | ← / (RSE)^2 | Same as in Summary Table | | Another Model (Regression) if MLR | 1 | ← * → | t-stat^2 * RSE^2 | t-stat^2 (only works for last sequential F test) | Same as in Summary Table | | Residual (Error) | n - 1 - # of variables | ← * → | (RSE)^2 (found in summary table) calc. first | —- | —- | | Total | Sum of the Above (n - 1) | SLR: ← * Variance of X variable
MLR: Sum of all the above | —- | —- | —- |
R^2 = SS of regression / SS of total
R^2 adjusted = $1 - \frac{n - 1}{n - p} * (1 - R^2)$