# linearmodels.panel.results.PanelResults.f_statistic¶

property PanelResults.f_statistic: WaldTestStatistic

Joint test of significance for non-constant regressors

Returns:
WaldTestStatistic

Statistic value, distribution and p-value

Notes

Classical F-stat that is only correct under an assumption of homoskedasticity. The test statistic is defined as

$F = \frac{(RSS_R - RSS_U)/ k}{RSS_U / df_U}$

where $$RSS_R$$ is the restricted sum of squares from the model where the coefficients on all exog variables is zero, excluding a constant if one was included. $$RSS_U$$ is the unrestricted residual sum of squares. k is the number of non-constant regressors in the model and $$df_U$$ is the residual degree of freedom in the unrestricted model. The test has an $$F_{k,df_U}$$ distribution.

Return type:

WaldTestStatistic