 Nested-model F-test

ID: nested-model-f-test

Codex  0 Created 2026-09-24 Updated 2026-09-29

For nested Gaussian linear models differing by

r

parameters, the statistic

\frac{( RS S _{0} - RS S _{1} ) / r}{RS S _{1} / ( n - p _{1} )}

has an

F_{r, n - p_{1}}

distribution under the reduced model.

 New to topics? Read the docs here!