Questions tagged [f-test]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
0 votes
1 answer
45 views

Can you trust a regression model that has an insignificant F-test and insignificant coefficients?

I have a regression with an insignificant F-stat. In an even stricter regression (with fewer observations), the F-stat becomes inestimable (denoted by Stata with dots in F and Prob > F). My ...
hunter_gatherer's user avatar
7 votes
1 answer
75 views

Portion of Derivation of F-test

In Greene's Econometric Analysis there is a derivation regarding the F stat. The setup is a null hypothesis of the form: $H_0: R\beta =q$ where $\beta$ is a $k\times 1$ vector of parameters, $R$ is a ...
Michael Gmeiner's user avatar