31. Suppose you fit a multiple linear regression model y = β0 + β1x1 + β2x2...

Question

Question

31. Suppose you fit a multiple linear regression model

y = β0 + β1x1 + β2x2 + β3x3 + β4x4 + ε

to n = 30 data points and obtain
SSE = 282 and R^2 = 0.8266

a.) Find an estimate of s^2 for the multiple regression model

(a) s^2 ≈ 30.9856
(b) s^2 ≈ 28.6021
(c) s^2 ≈ 1.3111
(d) s^2 ≈ 29.7938 (d)

b.) Based on the data information given in a.), you use F-test to test

H0 : β1 = β2 = β3 = β4 = 0 against Ha : βi does not equal 0 for some i with 1 ≤ i ≤ 4

at the α = 0.05 level of significance. Find the observed value of your test statistic.
(a) f = 11.28 (a)
(b) f ≈ 10.8462
(c) f ≈ 9.7241
(d) f = 70.5

Thanks for the help in advance.

math Statistics-And-Probability

Answer 1

Answer #1

Answer 2

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