Questions tagged [f-statistic]

An F statistic is a value you get when you run an ANOVA test or a regression analysis to find out if the means between two populations are significantly different.

The F value is the ratio of the mean regression sum of squares divided by the mean error sum of squares. Its value will range from zero to an arbitrarily large number. The value of Prob(F) is the probability that the null hypothesis for the full model is true (i.e., that all of the regression coefficients are zero). In order to reject the null hypothesis that the group means are equal, we need a high F-value.

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Why ever use F-statistic?

We can use F-statistic for determining whether at least one of the predictors has an effect on the response. But why just not take minimal p-value across all predictors? It doesn't require introducing a new concept.
Yurii
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In f- statistic :Why do we multiply the Sum of squares with the sample size?

In the f statistic formula In the numerator, why do we multiply the sum of squares with the sample size?! Scenic we are interested only in the variation of sample means from the grand mean.