The value ofR

2

R2

provides a measure of model fit - the proportion of variability explained by the linear model. In Lecture 7, we showed thatR

2

R2

can be calculated as:

The F-test indicates whether a linear regression model provides a better fit to the data than the null model (i.e. a model with no predictors). In Lecture 4, we showed that the F-test statistic can be calculated as: SST - RSS n -(p+1) F = RSS P The value of R provides a measure of model fit - the proportion of variability explained by the linear model. In Lecture 7, we showed that R can be calculated as: R2 SST - RSS SST The F-test statistic is simply a transformation of R". Show that the F-test statistic can be written as: R2 n - (p+ 1) F = 1 - R2 p Please show all supporting work