Chapter 11 Problem 84E Problem We have fit a model with k independent variables, and wish to test the null hypothesis H0 :31 = [32 = = [3k = 0. a Show that the appropriate Fdistributed test statistic can be expressed as n k + l R2 F = # )_ k l R b If k = 1 how does the value of Ffrom part (a) compare to the expression for the T statistic derived in Exercise 11.55? Reference Consider the simple linear regression model based on normal theory. If we are interested in testing H0 : B1 : 0 versus various alternatives, the statistic T _ [gr 0 S / 5\" possesses a t distribution with n - 2 df if the null hypothesis is true. Show that the equation for T can also be written as T _ n 2 '/1_r2