p of the F change: what it means and how to read it
In the report: Sig. F Change — The p of F Change: P(F(df1, df2) > F Change). Empty when F Change is.
How to read it
Below 0.05 — the predictors added at this step help significantly beyond the earlier ones; at 0.05 or above — the step adds nothing reliable, and the simpler model is enough.
In plain words
A teacher added sleep hours in a second step, and her guess of the students' scores matched 31 parts out of 100 of their differences instead of 25. She wondered whether that small gain counts. She looked at Sig. F Change and found 0.006: luck alone would give a gain this big only about 6 times in 1000. Now she can say the gain is hard to put down to chance alone: sleep hours go with something on top of study hours. If luck alone could give such a gain 40 times in 100, she would say the step adds nothing reliable, and the simpler guess with study hours only is enough.
Example
The cell with Sig. 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
- Confidence interval — The confidence interval of the estimate: its level and its two bounds.
- Confidence level — The confidence level of the interval: ciLevel, 0.95 by default.
- Significance of the partial correlation — The p of the partial correlation, as SPSS names it, for the chosen alternative. Empty in the same cases as Correlation.
- Alternative hypothesis — The hypothesis tested: two-sided — the means differ in either direction; greater — the first is larger; less — the first is smaller.
- Exact significance — The exact p of U (Dineen and Blakesley), shown only for small groups without ties, as SPSS; for a two-sided test twice the one-tailed p.
Get it in your sheet
One formula in a cell gives the whole report, p of the 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)