Restricted F Test Formula. F rss 1 rss 2 p 2 p 1 rss 2 n p 2 displaystyle f frac left frac text rss 1 text rss 2 p 2 p 1 right left frac text rss 2 n p 2 right where rss i is the residual sum of squares of model i. S s e f y i y i 2.
Ssrur 183 186327 ssr of unrestricted model ssrr 198 311477 ssr of restricted model ssr stands for sum of squares of residuals. Let s get a better feel for the general linear f test approach by applying it to two different datasets. Compute the test statistic.
Therefore we need to conduct the f test.
The alternate hypothesis states that the variances are unequal. F msm mse ssm dfm sse dfe 289 9 134 25 32 111 5 360 5 991 find a 1 0 05 100 confidence interval for the test statistic. F rss 1 rss 2 p 2 p 1 rss 2 n p 2 displaystyle f frac left frac text rss 1 text rss 2 p 2 p 1 right left frac text rss 2 n p 2 right where rss i is the residual sum of squares of model i. 3 perform test using the following statistic where m n k c n k is the number of independent restrictions imposed on by the hypothesis.
