CFA® Exam Formulas App

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F-Statistic (Simple Linear Regression)
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\(F = \frac{\frac{SSR}{1}}{\frac{SSE}{n-2}} = \frac{MSR}{MSE}\)

  • \(F\) - F-statistic
  • \(SSR\) - sum of squares regression
  • \(SSE\) - sum of squares error
  • \(n\) - total number of observations
  • \(MSR\) - mean square regression
  • \(MSE\) - mean square error