The F statistic - an introduction

[pieceisdareasoniliv]

My god, this playlist is saving my life.

[yipwingyanyan]

you have been incredibly lucid and I am recommending this channel to everyone who is struggling in econometrics! Thank you Ben!

[mathieupotvin]

Big thanks Ben, reviewing your videos before my intro to econometrics class really helps me clear things up. Thanks again.

[zhengyutan]

This is a really clear explanation of what an F test is. Great job and thank you so much for posting this on Youtube!

[Lucyferandtheson]

This explanation is very very clear. I now have an idea of what the F test in linear regression is. Thank you so much sir

[shiminli]

Wish I saw your videos earlier... You are a life saver. A huge thanks from China.

[martinshteynman]

its 2021 and this video made me cry tears of joy, why are American profs so snobby that they cant explain things as easily as you?

[aurora]

honestly man's a better professor than the one i pay for at uni

[mObwDYy-aq]

If the value of F-statistics is larger, there is a higher probability of rejecting the null hypothesis. That means there is a higher possibility of a significant correlation between Y (result e.g. Sales) and X (variable on which dependency is being studied e.g Advertisement on TV)

[박수민-rxq]

I think this is a wonderful explanation for the conceptual idea of F or F-test!!! Thank you a lot

[alexsvoboda]

nice explanation. i'm liking your channel immediately.

[mohdip]

Different notations from what I'm used to ('RSS' and 'M' for no. of restraints) but still helped understand it all again perfectly, cheers.

[thm]

Your video helped me a lot in understanding more about the f-test. You explained everything fairly fast, but nevertheless I was able to follow and understand. Thank you very much!

[AbdusSamad-suqc]

Hi there ben my undergraduate lecturer has formed the F-stat by dividing the numerator by the number of restrictions and the denominator by the number of samples minus the number of parameters, hope you can explain why she has done this?

[michaelmatthews]

Great video that supplemented my stats course.

[deucalion]

" it's unlikely that we're gonna fail to reject this hypothesis " man i hate this subject so much

[ishiitapal]

Thankyou so much this explanation is clear and concise.

[brianyim]

shouldn't r-squared of unrestricted model be larger instead, you have more regressors, thus should explain more variation of y than restricted model?

[anoriginalnick]

How do we know that the test statistic follows an f distribution?

[jjeon]

Other than it possibly taking a longer time, is there a reason why it's not preferable to do multiple t-tests rather than an f-test -> maybe because with multiple t-tests you can at least figure out which exact coefficient is a significant value?