F-Statistic Calculator
Compute F from two variances or residual sums of squares for nested regression models fitted to the same observations.
Formula
Variance: F=s₁²/s₂². Regression: F=[(SSE_R−SSE_F)/J]/[SSE_F/(N−K)].
F statistic ≈ (((30)-(20))÷(2))÷((20)÷((23)-(3)))
How to use
- Choose variance ratio or nested regression.
- Enter values for that mode; keep unused fields at their defaults.
- Read F; no p-value or significance decision is calculated.
Examples
- SSE_R=30, SSE_F=20, J=2, N=23, K=3 give F=5.
Frequently asked questions
What does K count?
All fitted coefficients in the full model, including its intercept if present. Require N>K and 1≤J≤K.
Which sums of squares are needed?
Residual SSE from reduced and full models on the same sample; SSE_R≥SSE_F>0.
How do I enter variance data?
Enter variances, not standard deviations. Their order is preserved; the denominator must be positive.
Sources
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