The F test

This is way of testing the overall significance of the regression, i.e. whether the regression
line is better at ‘explaining’ Y than just using the mean of Y. The hypothesis can be written
in different ways:
H0: R2 = 0 versus H1: R2 > 0 or

H0:  = 0 versus H1:   0.

(This second form suggests it is related to the earlier t test of this hypothesis.)
The test statistic is

R2 1
F
 
1  R 2 n  2 
~ F(1,n-2)

or equivalently
ESS 1
F
RSS n  2

0.678 / 1
F  21.078
1  0.678 / 10
The critical value of the F distribution at the 5% significance level, with 1 = 1 and 2 = 10 is
F15,10% = 4.96. Hence we reject the null of no overall significance.

The relationship between t and F distributions is that t2v = F1, v. So the t statistic calculated
earlier (t = -4.57) gives 21.078 when squared. Thus there are two different ways to test the
same hypothesis.