Question: 3) Suppose we are working on the same data set. Two multiple linear regressions have been done with following printout, where means blank space.
3) Suppose we are working on the same data set. Two multiple linear regressions have been done
with following printout, where "" means blank space.
Analysis of Variance Table 1
Response: y
Df Sum Sq Mean Sq F value Pr(>F)
x1 1 ------ ------ ------ --------- ***
x2 1 80.206 80.206 17.892 0.0001474 ***
Residuals 37 165.864 4.483
Analysis of Variance Table 2
Response: y
Df Sum Sq Mean Sq F value Pr(>F)
x1 1 ------ ------ ------ --------- ***
x2 1 80.206 80.206 1563.7 < 2.2e-16 ***
x3 1 ------ ------ ------ ---------
Residuals 36 1.847 0.051
A) How many observations we have in the data set?
B) Clearly the ANOVA Table 2 is associated with the regression model:
E[y|x] = 0 + 1x1 + 2x2 + 3x3. Suppose you want to test
H0 : 3 = 0. Please carry out an F- test.
C) For the model
E[y|x] = 0 + 1x1 + 2x2 + 3x3, suppose you want to test
H0 : 1 = 3 = 0. In order to carry out an F-test for that, what
is the other regression ANOVA table we need.
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