Question

Suppose you fit the regression model
y = β0 + β1x1 + β2x2 + β3x1x2 + β4x21 + β5 x22 + ε
to n = 30 data points and you wish to test
H0: β3 = β4 = β5 = 0
a. State the alternative hypothesis Ha.
b. Give the reduced model appropriate for conducting the test.
c. What are the numerator and denominator degrees of freedom associated with the F -statistic?
d. Suppose the SSE’s for the complete and reduced models are SSER = 1,250.2 and SSEC = 1,125.2, respectively. Conduct the hypothesis test and interpret the results. Use α = .05.


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  • CreatedMay 20, 2015
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