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)