Suppose you fit the regression model E(y) = 0 + 1x1 + 2x2 + 3x22 + 4x1x2
Question:
E(y) = β0 + β1x1 + β2x2 + β3x22 + β4x1x2 + β5 x1 x22
to n = 35 data points and wish to test the null hypothesis
H0: β4 = β5 = 0.
a. State the alternative hypothesis.
b. Explain in detail how to compute the F-statistic needed to test the null hypothesis.
c. What are the numerator and denominator degrees of freedom associated with the F-statistic in part b?
d. Give the rejection region for the test if α = .05.
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a H a At least one of 4 and 5 0 b The regression model Ey 0 1 x 1 2 x ...View the full answer
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