Question: Suppose you fit the regression model E y 0

Suppose you fit the regression model
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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  • CreatedMay 20, 2015
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