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¥Test for Significance of Linear Regression
HThis is done by testing whether additional parameters significantly improve the fit
åFor simple case
HY = b0 + b1X1 + e  
HH0:  b1 = 0
åH1:  b1 ­ 0 
åFor general case
åY = b0 + b1X1 + b2X2 +  É + bq-1Xq-1 +  bqXq + É + bp-1Xp-1 + e
åH0: bq = bq+1 = ... = bp-1 = 0
åHa: bk ­ 0, for some k, q ² k ² p-1
å
åFreg is the F-statistic for determining if the Full model significantly improved on the reduced model
íNOTE: This F-statistic is assumed to have a central F-distribution. This is not the case when there is a lack of fit