Question: The multiple linear regression model y = 0 + 1x1 + 2x2 + 3x3 + 4x4 is fitted to a data set of n =

The multiple linear regression model
y = β0 + β1x1 + β2x2 + β3x3 + β4x4
is fitted to a data set of n = 22 observations. The total sum of squares is 45.76; the error sum of squares is 23.98.
(a) What is the coefficient of determination R2?
(b) Write out the ANOVA table.
(c) What is the estimate of σ2?
(d) What is the p-value for the null hypothesis
H0: β1 = β2 = β3 = β4 = 0
(e) If β^2 = 183.2 and s.e.(β^2) = 154.3, construct a two-sided 95% confidence interval for β2.

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