# linearmodels.panel.results.PanelEffectsResults.f_pooled¶

property PanelEffectsResults.f_pooled: WaldTestStatistic

Test that included effects are jointly zero.

Returns:
WaldTestStatistic

Statistic value, distribution and p-value

Notes

Joint test that all included effects are zero. Only correct under an assumption of homoskedasticity.

The test statistic is defined as

$F = \frac{(RSS_{pool}-RSS_{effect})/(df_{pool}-df_{effect})}{RSS_{effect}/df_{effect}}$

where $$RSS_{pool}$$ is the residual sum of squares from a no- effect (pooled) model. $$RSS_{effect}$$ is the residual sum of squares from a model with effects. $$df_{pool}$$ is the residual degree of freedom in the pooled regression and $$df_{effect}$$ is the residual degree of freedom from the model with effects. The test has an $$F_{k,df_{effect}}$$ distribution where $$k=df_{pool}-df_{effect}$$.

Return type:

WaldTestStatistic