Pb is the probability of rejection. This is probability of incorrectly rejecting
the null hypothesis. The null
hypothesis of the F test states that
there is no relationship between the dependent variable and the set of independent variables. It is common to write the null hypothesis as
follows:
Ho: bo, b1 , ... , bk
= 0 .
One minus the P-Value is the confidence
level. For example, if the P-Value
is displayed as 0.05000 then the confidence level is 0.95 (95% level).