GeneralLinear.FTest Method 

Evaluates the F-Test Statistic for the (multi-linear) regression considered.

Return Value

The F-Test Statistic for the (multi-linear) regression considered.

Remarks

Further Details

The F-Test Statistic is used within the F-Test which is used to determine whether there is a significant relationship between the dependent variables (i.e. the data set) and the set of independent variables. In particular, the F-Test tests the null hypothesis which states that for the model parameters (a[i]'s) of the regression model we have:

a[1] = a[2] = ... = a[n] = 0,

where n is the number of model parameters, and the alternative hypothesis states that at least one of the model parameters a[j] ≠ 0, for some j. When the T-Test Statistic is large then it supports the view that the null hypothesis can be rejected.

Preconditions

Please note that before this method is called you must have already performed the following tasks:

1. Set the Fitting Function using SetFunctionBasis
2. Fit the function using SetGeneralFit

See Also

GeneralLinear Class | WebCab.Libraries.Statistics.CurveFitting Namespace