Howtosignalprocessing
What is the prob F statistic?
Prob(F-Statistic): This tells the overall significance of the regression. This is to assess the significance level of all the variables together unlike the t-statistic that measures it for individual variables. The null hypothesis under this is “all the regression coefficients are equal to zero”.
Is the Prob F statistic the p-value?
In the output for a regression model with m explanatory variables, the value Prob > F-value is the p-value for the goodness-of-fit test, which tests the hypothesis that none of those variables have a relationship with the response variable. This test uses the hypotheses: H0:β1=⋯=βm=0HA:H0 not true.
