Question: F statistics havealternateexpressionsintermsof R2 values. (a) Showthatfortesting H0: 1 = = p = 0, Explain whylargervaluesof R2 yield largervalues of F. (b) Showthatfor comparing

F statistics havealternateexpressionsintermsof R2 values.

(a) Showthatfortesting H0: β1 = ⋯ = βp = 0,F = (TSS-SSE)/p SSE/[n-(p+1)] R2/p is equivalently - (1 R2)/[n (p+1)]*

Explain whylargervaluesof R2 yield largervalues of F.

(b) Showthatfor comparing nestedlinearmodels,image text in transcribed

F = (TSS-SSE)/p SSE/[n-(p+1)] R2/p is equivalently - (1 R2)/[n (p+1)]*

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