J Test, Regression, Model Selection, Statistics, Deep Dives.
fe_model_a_results.ssr rss_d = fe_model_d_results.ssr f_statistic = ((rss_a-rss_d)/(k_d-k_a))/(rss_d/(N-k_d)) print('F-statistic='+str(f_statistic)) alpha=0.05 f_critical_value=st.f.ppf((1.0-alpha), (k_d-k_a), (N-k_d)) print('F test critical value at alpha of 0.05='+str(f_critical_value)) We see