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F-Test probabilty

iiownz

New member
Jan 8, 2020
1
Hello guys!

I've been trying to solve this exercise for a long time. I know that is not that dificult.

However i cant remember how to do it.


Thanks in advance.

1574729370087.png

Question
Calculate the F-test statistic for this equation and use it to perform a test for the null hypothesis that the slope coefficient is equal to zero



Ho = 0
H1 not equal to 0

1977 observations.

I found this relation between the R-squared and the F-test. Where does it come from? I have never heard about it. Also, how many degrees of freedom should i use for that test?

F= (R^2/(p-1))/((1-R^2)/(n-p)) -- Is this right? because it seems that some authors have been using F (p, n-p-1) as degrees of freedom. Im not sure which one is right.

Thanks!