f-critical values

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jolly
Posts: 18
Joined: Mon Jun 20, 2011 10:52 am

f-critical values

Postby jolly » Sat Sep 03, 2011 1:39 am

I want to estimate critical f-value, I find this function:

=@qfdist(0.95,1,eq.@regobs-eq.@ncoefs)

What is the innterpretation of "1" here? Is always it equal 1?
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startz
Non-normality and collinearity are NOT problems!
Posts: 3796
Joined: Wed Sep 17, 2008 2:25 pm

Re: f-critical values

Postby startz » Sat Sep 03, 2011 6:54 am

It's the number of degrees of freedom in thre numerator of the F. Often that's the number of restrictions being tested.
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