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45-734 Probability and Statistics II (4th Mini AY 1997-98 Flex-Mode and Flex-Time)

F-Test Clarification Epple Notes V

1. Testing Subsets of the b ’s

Here, SSEUR is from the full regression, SSER is the regression where the b ’s are constrained to equal 0, and q is the number of restrictions (number of b ’s constrained to equal 0).

2. Testing Subsets of the Sample to see if they fit the same linear model

Here m is the number of subsets, SSEUR is the sum of the m separate regressions, SSER is the full regression using all n observations, and (m-1)(k+1) is the number of restrictions (the k+1 b ’s for each subset are constrained to equal one another). Note that this answers question (2) on page V-23 of the Epple Notes.