Hello, 

"My question is that, when you just make such regression model with 7 variables, what is the hypothesis being tested?"

Answer:  Ho of test F analyse the  equality of means in each group.

In Ha you teste if there is at leat one mean that differes between groups. 

"Is this F-statistic comparing our model with a constant-only model?"

Answer: The F test compare the quality of your global model with 7 variables . 

Dear Helena,

By "global model", do you mean the model containing all the variables?

And you mean, in my specific example, this test compares the quality of the 7-variable model with the quality of the "global model"?

Thank you so much.

hello dear mahdi

• yes, in fact the F statistic in regression analysis tests the goodness of the model

Dear Mahdi, 

"By "global model", do you mean the model containing all the variables?": Yes

"And you mean, in my specific example, this test compares the quality of the 7-variable model with the quality of the "global model"?": No, because the model with 7 variables is the global model. If you analyse the effect of each variabel you should aplly T tests. But if you want an example,  I could translate one from my book to you, and i will give you the way you should analyse  all tests , the  quality of model, the effects of outliers and influential measures, etc...

Please let me now if you need this.

Helena

Dear Helena,

Thank you very much.

The thing is that, based on what you said about the global model, in my example the global model in not the 7-variable model as there are other variables (like 15, in total), that I excluded from the model.

Now, what is being tested?

Thank you again.

Dear Mahdi,

You are very intelligent, than think about this: if you analyse the final model, the one with 7 variables, than it is only this one that = your global model.

Helena

Dear Pestana

I am interesting about your book, could you please provide us with

thank you so much

Dear Rana

Do you mean to give you the example of multiple regression?

The problem is that this book is in portuguese (you can find the resume in my bibliography...Data analysis...6edition).

Helena

Dear Helena

I am sorry i don't know Portuguese, but if you don't mind an example will be appreciated. Thank you 

Rana

Hi Mahdi

F statistic in regression analysis tests the goodness of the model.It is most often used when comparing statistical models that have been fitted to a data set, in order to identify the model that best fits the population from which the data were sampled. Exact "F-tests" mainly arise when the models have been fitted to the data using least squares.

Dear Rana, 

As soon as possibke I will send you (

Dear Helena

thank you so much for your help, I will be appreciated

Rana

 Dear Rana, 

I have a problem: there are lots of different aplications of regression models.

If you do not mind each time you have a problem and if I could help you I will do that.

I have more than 100 pages about regression examples (ex, violation of pressuposts,structure permanence, etc)

Helena