The F test - R Squared form

Поделиться
HTML-код
  • Опубликовано: 9 сен 2024
  • This video introduces the R-Squared form of the F test, and explains the underlying intuition behind the test. Check out ben-lambert.co... for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: ben-lambert.co... Accompanying this series, there will be a book: www.amazon.co....

Комментарии • 16

  • @ronakpol1580
    @ronakpol1580 9 лет назад +22

    Please do a video on chow test!! Like really please

  • @moisesmarin50
    @moisesmarin50 6 лет назад

    thanks to this channel, i feel more confident that im not going to fail me econometric final. Bless your soul and all that is holy with this channel

  • @Ishans
    @Ishans 7 лет назад +1

    Seriously appreciate this series. Thanks for saving me on my economics test!

  • @hamaadakbar3310
    @hamaadakbar3310 7 лет назад +3

    "Hi therrrreee!" gets me everytime

  • @lexparsimoniae2107
    @lexparsimoniae2107 9 лет назад

    Fantastic contribution. Thank you for this series.

  • @spire107
    @spire107 9 лет назад

    Great explanation.

  • @qunwang1853
    @qunwang1853 9 лет назад

    it is really helpful. thanks a lot.

  • @felipebaritto
    @felipebaritto Год назад

    Thanks to Mr. Lambert for this explanation...! I have the same question of @pranjalsupratim612 ... Why the null hypothesis doesn't include Beta 1?

  • @pranjalsupratim612
    @pranjalsupratim612 7 лет назад +3

    Why doesn't the Null hypothesis contain ß1 ?

    • @felipebaritto
      @felipebaritto Год назад

      Thanks to Mr. Lambert for this explanation...! I have the same question of @pranjalsupratim612 ... Why the null hypothesis doesn't include Beta 1?

  • @Kaysar777
    @Kaysar777 5 лет назад

    In wikipedia the degrees of freedom for the denominator is N - number of parameters in the long model. But here there is an additional - 1. Why?

    • @Kaysar777
      @Kaysar777 5 лет назад

      I think number of parameters includes intercept. That's why. And its same for the numerator: number of parameters in long model - number of parameters in short.

  • @pranjalsupratim612
    @pranjalsupratim612 7 лет назад +2

    One more query ...why do you use backslash for division ..seems a bit weird to me !! But it's totally okay if it's a personal reason / choice .

    • @carly4422
      @carly4422 3 года назад

      yes, I love his videos but the backwards division gets me everytime.

  • @tylernguyen7988
    @tylernguyen7988 4 года назад

    Does this version of the F-test only apply to Homoskedastic Variables or is this F test Robust