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Hypothesis Testing Using the F distribution

Data Input
J
T
K
SSE-restricted
SSE-Unrestricted
Alpha (Prob) 0.05
Computed Values
df-numerator 0
df-denomerator 0

F #DIV/0!

Right Critical Values Err:502


Decision #DIV/0!
H0 : ˆ 2 ,
p-value #DIV/0! H1 : 
ˆ 2 ,
ˆ3
ˆ3
 0.....Linear
 0.....Nonlinear
Hypothesis Testing Using the F distribution
Data Input
J
T
K
SSE-restricted
SSE-Unrestricted
Alpha (Prob)
Computed Values
df-numerator
df-denomerator

Right Critical Values


Decision
ˆ 2 , ˆ 3
ˆ 2 , ˆ3
 0.....Linear
 0.....Nonlinear
p-value
Hypothesis Testing Using the F distribution

Number of Hypotheses
Number of observations
Number of variables
Sum of Squared Residuals
Sum of Squared Residuals
Significance level (10%, 5%, 1%)

J
=T-K

 SSE R - SSE U   J
F  statistic 
SSE U   T - K 
=FINV(Alpha,df numerator,df denomerator)
=IF(F stat>Critical,"Reject Ho","Fail to Reject Ho")
=FDIST(F stat,df numerator,df denmerartor)

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