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Ftest SLR
Ftest SLR
(Ŷi − Ȳ )2
X
SSR =
i
(α̂ + β̂Xi − Ȳ )2
X
=
i
(Ȳ − β̂ X̄ + β̂Xi − Ȳ )2
X
=
i
2
(Xi − X̄)2
X
= β̂
i
2 2
= β̂ (n − 1)σX
MSR β̂ 2 (n − 1)σX
2
=
MSE σ̂ 2
Since
σ
SD(β̂) = √
n − 1σX
if we standardize β̂ we get
√ s
β̂ n − 1σX MSR
= .
σ̂ MSE