Topic: Model Fit and Nested Comparisons

Residual Sum of Squares

Regression Sum of Squares

R-Squared as a Fit Summary

R-Squared Without an Intercept

Partial R-Squared for Added Predictors

Nested Regression Models

Deriving the Partial F Statistic

Deriving the Sum-of-Squares Decomposition

Deriving the Adjusted R-Squared Penalty

Connecting the Overall F-Test to R-Squared