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LinearRegressionAnovaFStatistic Property

Gets the overall F statistic for the model.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
public double FStatistic { get; }

Property Value

This is equal to the ratio of the mean squared for the regression to the mean squared residual.
This is the statistic for a hypothesis test where the null hypothesis is that all the parameters are equal to 0 and the alternative hypothesis is that at least one parameter is nonzero.
See Also