Model - This row includes SumSq, DF, MeanSq, F-statistic value ( F), and p-value ( pValue). Total - This row shows the total sum of squares ( SumSq), degrees of freedom ( DF), and the mean squared error ( MeanSq). For example, the p-value for Age is 0.5283, implying that Age is not significant at the 5% significance level given the other terms in the model. PValue - p-value of the F-statistic value. In this example, each F-statistic follows an F ( 1, 9 6 )-distribution. ![]() The numerator degrees of freedom is the DF value for the corresponding term, and the denominator degrees of freedom is n – p. When the null hypothesis is true, the F-statistic follows the F-distribution. For example, the mean square of the error term, mean squared error (MSE), is 4.4831e+03/96 = 46.6991.į - F-statistic value to test the null hypothesis that the corresponding coefficient is zero, computed by F = MeanSq/MSE, where MSE is the mean squared error. MeanSq - Mean square, defined by MeanSq = SumSq/DF. If any variable in the model is a categorical variable, the DF for that variable is the number of indicator variables created for its categories (number of categories – 1). For example, the DF for the error term in this model is 100 – 4 = 96. In this example, DF is 1 for each term in the model and n – p for the error term, where n is the number of observations and p is the number of coefficients (including the intercept) in the model. ![]() SumSq - Sum of squares explained by the term.ĭF - Degrees of freedom.
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