Consider Example 12.4. Compare the two competing models First order: yi = 0o + 1x1 + 2x2i
Question:
First order: yi = 0o + β1x1 + β2x2i + ϵi,
Second order: yi = 0o + β1x1 + β2x2i
+ β11x21i + β22x22i + β12x1ix2i + ϵi.
Use R2adj in your comparison in addition to testing H0: β11 = β22 = β12 = 0. In addition, use C.V. discussed in Exercise 12.40.
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Related Book For
Probability & Statistics For Engineers & Scientists
ISBN: 9780131877115
8th Edition
Authors: Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying Ye
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