Consider a multiple regression model with k regressors. Show that the test statistic for significance of regression
Question:
Consider a multiple regression model with k regressors. Show that the test statistic for significance of regression can be written as
Suppose that n = 20, k = 4, and R2 = 090. If α = 0.05, what conclusion would you draw about the relationship between and the four regressors?
Transcribed Image Text:
R? Ik F = (1– R°) /(n-k – 1)
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Related Book For
Applied Statistics And Probability For Engineers
ISBN: 9781118539712
6th Edition
Authors: Douglas C. Montgomery, George C. Runger
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