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Re: st: Why F-test with regression output

From   Steven Samuels <>
Subject   Re: st: Why F-test with regression output
Date   Wed, 4 May 2011 17:19:55 -0400

Nick, I've seen examples where every regression coefficient was non-significant (p>0.05), but the F-test rejected the hypothesis that all were zero. This can happen even when the predictors are uncorrelated. So I don't consider the test superfluous.


On May 4, 2011, at 4:10 PM, Nick Winter wrote:

Hi all,

This is not Stata-specific, but I thought nevertheless that someone on the list might have a clue:  can anyone tell me why, historically, the F-test is printed with regression output (in every regression package I've ever seen).

The hypothesis that all the coefficients are simultaneously zero seems unlikely to be of substantive interest very often (or ever), so I assume their must be some reason that the F statistic might be helpful in doing some manual calculation of something?


Nick Winter
Nicholas Winter                                 434.924.6994 t
Assistant Professor                             434.924.3359 f
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