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Math Help - R square and F

  1. #1
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    R square and F

    May someone tell me which one is the correct formula between the 2?


    F= Mean Model Sum Square / Mean Residual Sum Square = MSM/MSR= (SSM/k-1) / (SSR/N-k)

    or

    F= (SSM/k)/(SSR/N-k-1)

    from which

    F= (R^2 /k-1) / ((1-R^2)/N-k )

    or

    F= (R^2/k) / ((1-R^2)/N-k-1)

    where k is the numer of parameters to be estimated to compute the conditional mean
    N is the sample size

    Thank you so much!
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  2. #2
    MHF Contributor Mathstud28's Avatar
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    Quote Originally Posted by 0123 View Post
    May someone tell me which one is the correct formula between the 2?


    F= Mean Model Sum Square / Mean Residual Sum Square = MSM/MSR= (SSM/k-1) / (SSR/N-k)

    or

    F= (SSM/k)/(SSR/N-k-1)

    from which

    F= (R^2 /k-1) / ((1-R^2)/N-k )

    or

    F= (R^2/k) / ((1-R^2)/N-k-1)

    where k is the numer of parameters to be estimated to compute the conditional mean
    N is the sample size

    Thank you so much!
    FAQ: Why are R-squared and F so large for models without a constant?
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  3. #3
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    okay so what are the degrees of freedom of the residual and the df of the model?
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  4. #4
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    I mean I really cannot come up with which are the respective denominators if "k" or "k-1" and if "N-k" or "N-k-1" because my professor once said in a way and at another lecture it said the other way and in his slides he keeps confusing the two.. which one is right? I have an exam in a couple of days and I have no clue how to find the answer to this.

    Thank you for your help.
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