Page 19 - FINAL CFA II SLIDES JUNE 2019 DAY 2
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LOS 7.j: Describe the use of analysis of variance
2
(ANOVA) in regression analysis, interpret ANOVA MODULE 7.5: ANOVA TABLES, R , AND SEE
results, and calculate and interpret the F-statistic.
The output of the ANOVA procedure is an
ANOVA table, which is a summary of the
variation in the dependent variable. A
generic ANOVA table for a simple linear
regression (one independent variable) is
presented in table 7.9 below: