a. Show that the F statistic in Section 3.2.4 for testing that all effects equal 0 has expression in terms of the R2 value as F = R2∕(p − 1)

(1 − R2)∕(n − p)

b. Show that the F statistic (3.1) for comparing nested models has expression in terms of the R2 values for the models as F = (R2 1 − R2 0)∕(p1 − p0)

(1 − R2 1)∕(n − p1) .