Suppose you fit the regression model E(y) = 0 + 1x1 + 2x2 + 3x22 +4x1x2 +5x1x22
Question:
E(y) = β0 + β1x1 + β2x2 + β3x22 +β4x1x2 +β5x1x22
to n = 35 data points and wish to test the null hypothesis H0: β4 = β5 = 0.
a. State the alternative hypothesis.
b. Explain in detail how to compute the F-statistic needed to test the null hypothesis.
c. What arc the numerator and denominator degrees of freedom associated with the F-statistic in part b?
d. Give the rejection region for the test if α = .05.
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Related Book For
Statistics For Business And Economics
ISBN: 9780321826237
12th Edition
Authors: James T. McClave, P. George Benson, Terry T Sincich
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