F change: what it means and how to read it
In the report: F Change — The F test of R Square Change: whether the predictors added at this step explain more than chance. At the first step it equals the F of the model. Empty when the step entered no predictor (df1 = 0).
How to read it
Read its Sig. F Change; F itself goes into the report with df1 and df2 next to it: F(1, 7) = 15.39.
In plain words
A teacher guessed exam marks from hours of study, then added hours of sleep, and the guess became a little better. A fair question: is that gain real, or could it be luck? She looked at the F change and it came out 9.4 for her class. The bigger it is, the harder the gain is to put down to chance. A number near 1 would mean sleep adds no more than luck would. She also reads the chance column next to it, and it said the gain did not look like luck, so sleep stays in the guess.
How it is computed
F = (ΔR² / df1) / ((1 − R²ᵢ) / df2)Example
The cell with F Change is selected in each report; point at a label to see its note.
- — the sample data (50 rows) the examples use
- — two steps: x1,x2, then x added
=STATS_LINEAR(Data!A1:T51, "y", "x1,x2|x", 0) - — old syntax: regression steps, one-sample test against 15
=STATS_ANALYZE(Data!A1:T51, "linear(y|x1|x2) oneSample(x1|15)")
Where you see it
STATS_LINEAR— Multiple linear regression (OLS) with hierarchical steps separated by | and interactions a*b.STATS_ANALYZE— Runs several analyses on one range and returns one report.
Related values
- z statistic — The test statistic on the normal scale.
- Mann–Whitney U — How often a value of one group comes before a value of the other when all values are sorted (ties count half) — the smaller of the two counts, as SPSS.
- Wilcoxon W — The rank sum of the group whose U is the smaller one — Wilcoxon's rank-sum form of the same test, as SPSS.
- Kruskal–Wallis H — How far the mean ranks of the groups are apart, with the tie correction.
- Statistic — The test statistic.
Get it in your sheet
One formula in a cell gives the whole report, F change included. ALS Stats is a free add-on for Google Sheets™.
Install ALS Stats from Google Workspace Marketplace (opens in a new tab)