f-statistic

  1. G

    F- Statistic Formula Variations

    Hi, @David Harper CFA FRM had indicated in a thread that -" The general form of the F-statistic is F[numerator df, denominator df] = (ESS/df)/(RSS/df) " F -Statistic is also expressed as = {Sum Of Squares BETWEEN / df-BETWEEN } / { Sum Of Squares WITHIN / df-WITHIN } => This expression of...
  2. FlorenceCC

    Stock & Watson Chap 7

    Hi I have a couple of questions on the syllabus for chapter 7 as detailed below: (1) when we talk about computing the test statistic for a single regression coefficient, we specify that it follows a student's t distribution with n-k-1 df (p43). Which we will compare against the corresponding...
  3. brian.field

    F statistic

    I feel terrible asking what I assume is an elementary question, but alas, this is why I am here. David - I do not believe that you address the F statistic's representation as ESS/k / RSS/n-k-1 explicitly anywhere in the S and W videos. Is there some reason this was not covered? Is it...
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