The $F$-test | Understanding Econometrics

Understanding Econometrics

Probability Statistics Linear Regression Advanced Econometrics Mathematical Methods Economics Random Slide About the Author

Linear Regression

Linear Regression Basics
Gauss-Markov For Simple Linear Regression
$R^2$ and Model Fit
The $t$-test
The $F$-test

$F$-test for Overall Significance Of The Regression
$F$-test for Adding More Variables
General $F$-test for Linear Restrictions
$F$-test Worked Example
Sequential Regression
Joint vs Individual Significance

© 2026 Don Berry. All rights reserved. No part of this website may be reproduced without permission.