Nested-model F-test
= Nested-model F-test
For nested Gaussian linear models differing by $r$ parameters, the statistic
$$
\frac{(RSS_0-RSS_1)/r}{RSS_1/(n-p_1)}
$$
has an $F_{r,n-p_1}$ distribution under the reduced model.
= Nested-model F-test
For nested Gaussian linear models differing by $r$ parameters, the statistic
$$
\frac{(RSS_0-RSS_1)/r}{RSS_1/(n-p_1)}
$$
has an $F_{r,n-p_1}$ distribution under the reduced model.