For a regression model with intercept numerator df=k & denominator df=n-k+1 where n=# of obs & k is the # of parameters being estimated. Without intercept num df=k-1 & den df=n-k
For the table
http://www.stattools.net/FTest_Tab.php
How do I read it?
What is numerator degrees of freedom and denominator degrees of freedom?
Thank you.
For a regression model with intercept numerator df=k & denominator df=n-k+1 where n=# of obs & k is the # of parameters being estimated. Without intercept num df=k-1 & den df=n-k
Last edited by jrai; 02-15-2012 at 01:26 PM.
For ANOVA
This F-statistic follows the F-distribution with K − 1, N −K degrees of freedom under the null hypothesis.
Where K is the number of groups
http://en.wikipedia.org/wiki/F-test
"Very few theories have been abandoned because they were found to be invalid on the basis of empirical evidence...." Spanos, 1995
You look at your test statistic and if it was created by taking the ratio of two independent Chisquare random variables divided by their degrees of freedom then the numerator degrees of freedom is equivalent to the degrees of freedom of the chi-square in the numerator of the ratio. The denominator degrees of freedom end up being the degrees of freedom of the chi-square in the denominator.
If the F-stat arose some other way (I can't think of any off the top of my head) then you'll have to figure it out some other way.
Or you could just do what jrai mentions because that's probably what you're looking at?
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