F test that all slopes are zero, from R-squared

F = ((n - p - 1)/p) R^2 / (1 - R^2) on (p, n - p - 1) df.

Usage

R2FTest(r2, n, p)

Arguments

r2

R-squared.

n

Sample size.

p

Number of predictors.

Value

list(statistic, df1, df2, p_value).

References

Wilcox, R. R. (2017). Modern Statistics for the Social and Behavioral Sciences, 2nd ed. Eq (6.13).

Examples

R2FTest(0.5, 23, 2)$statistic
#> [1] 10