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st: Why F-test with regression output
From
Nick Winter <[email protected]>
To
Stata List <[email protected]>
Subject
st: Why F-test with regression output
Date
Wed, 04 May 2011 16:10:25 -0400
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?
Thanks
Nick Winter
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Assistant Professor 434.924.3359 f
Department of Politics [email protected] e
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