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La Regressione Multipla - DSE

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Test F<br />

• Il test F verifica congiuntamente tutte le componenti<br />

dell’ipotesi.<br />

• In grandi campioni, il test F è distribuito come<br />

Oppure, qF è distribuito come un<br />

q<br />

25<br />

2<br />

χ q .<br />

Valore critico al 5%<br />

2<br />

χ q /q<br />

2<br />

χq<br />

1 3.84 3.84<br />

2 3.00 5.99<br />

3 2.60 7.81<br />

4 2.37 9.49<br />

5 2.21 11.07<br />

2<br />

χ q /q.

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