Analysis of Variance for Linear Models

Fit Analyses

The Analysis of Variance table for linear models, shown in Figure 39.11, includes the following:

Source: indicates the source of the variation. Sources include Model for the fitted regression and Error for the residual error. C Total is the sum of the Model and Error components, and it is the total variation after correcting for the mean. When the model does not have an intercept term, the uncorrected total variation (U Total) is displayed.
DF: is the degrees of freedom associated with each source of variation.
Sum of Squares: is the sum of squares for each source of variation.
Mean Square: is the sum of squares divided by its associated degrees of freedom.
F Stat: is the F statistic for testing the null hypothesis that all parameters are 0 except for the intercept. This is formed by dividing the mean square for model by the mean square for error.
Pr > F: is the probability of obtaining a greater F statistic than that observed if the null hypothesis is true. This quantity is also called a p-value. A small p-value is evidence for rejecting the null hypothesis.