Question: Please help with the following question. 2. (6 points) You run a regression using 12 observations. The number of explanatory variables is 6. The variance

Please help with the following question.

2. (6 points) You run a regression using 12 observations. The number of explanatory variables is 6. The variance of the response variable is 11, and the estimator for the standard deviation of disturbances, o, is 1.9. What would be the conclusion of an F-test using a significance level of 5%? Show your work

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