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 1 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 Ho : B1 : 0 versus various alternatives, the statistic T _ 31 0 S / \\/ Sn 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 r n 2 T =