FTest:NotSignificant:AllBetas=0Significant:AtleastoneBeta0Beta=coefficient

Donotincludeinterceptinhypothesis
If^2=0,themodelisnotsignificant.If^2>0,themodelissignificant.
FortheFtestoftheentiremodel,thenullhypothesis(Ho)isequivalentto(where2isthepopulationregressionfit):a. 2=0
Rsq=variationofyexplainedbyx1,x2,x3MSR=SSR/DF...FRatio=MSR/MSE
pvalue<Pvaluegiven,Independentvariableissignificant
UseTdistributionwhenisnotknown.Ifwereknown,usenormaldistribution
Twotail:=andonetail:=and<or>
PairedTTest:MatchpairedTtestandCI
Expostforecast:userecentdata,forecastperformanceofmodelrelativeperformanceoftwomodels
Conditionalforecastoccurswhenwedonotknowwithcertaintythefuturevalueofoneormoreindependentvariables
3scenarios,high,low,andunchanged:contingencyforecast..Error=predictedactualMAE=predictedactual,averagebutabsolutevalue
MinimumRMSEmodel=smallforecasterrors
Insimpleregressionmodels,FTestandttesthavestatisticallyequivalenthypothesesandyieldtheidenticalpvaluesforeachtest
Fratio=(Tratio)2.TheFdistributionisdefinedfornonnegativevaluesofF.itsunimodal
CIforpredictingaparticularoutcomeofthedependentvariablegiventhevaluesforeachindependentvariable=thepredictionintervalforY
InRegressionmodels,forecastintervalsareatypeofpredictioninterval
pvalue<RejectHoandconcludemodelissignificant.
PredictionIntervaliswiderbecauseinvolvesindependentvariablesarenotnearthesamplemeans
Analysisofvarianceusesthesethatconfoundthetestresults.Replication,balancedesign,randomizeddesign
Characteristicofnonparametricstats=relyonordinalmeasures
Differencebetweensigntestandttestisthatsigntestdoesnotassumeanormaldistributionofthesamplingstatistic
Ttestjustifiedbecausesamplesizeislargeenoughforcentrallimittheorem.
SignTestisalwaysjustified.
Ifallclassicalregressionmodelsassumptionsarevalid,leastsquaresestimatorsareunbiased,haveminimumSDamongallunbiasedestimatorsandareefficient
Regressionmodelismorelikelytotestsignificantifnislarge,fewindependentvariables,R^2islarge, usedfortestislarge
Ifsamplesizesareequal,AnalysisofvariancemoderatedeparturesfromnormalitydonotinvalidateAOVtestresults,andmoderatedifferencesamongtreatmentstandard
deviationsdon'tinvalidateAOVtestresults.
RegressionmodelsaresimilartoAnalysisofVariancebothreportmeansquaresratiosinananalysisofvariancetable
ParametricTest=usesmean.Assumptionsinclassicalregressionmodel:the parameters are constant E() is zero, is uncorrelated with each of the
independent variables in the model, each is uncorrelated with every other