# introductory econometrics

## Understanding the F Statistic

The F-statistic for a test of multiple linear restrictions is a staple of introductory econometrics courses. In the simplest case, it can be written as $F \equiv \frac{(SSR_r - SSR_{u})/q}{SSR_{u} / (n - k - 1)}$ where $$SSR_r$$ is the restricted sum of squared residuals, $$SSR_{u}$$ is the unrestricted sum of squared residuals, $$q$$ is the number of restrictions, and $$(n - k - 1)$$ is the degrees of freedom of the unrestricted model.