J Test, Regression, Model Selection, Statistics, Deep Dives.
model D (k_d=9) N = number of rows in the training data set (N=161) Let’s calculate the value of the F-statistic and compare its value with the critical F (1, 152) value at α=.05: k_a = len(fe_model_a_results.params) k_d = len(fe_model_d_results.params) N = len(df_panel_with_dummies) rss_a =