A multiple regression model involves 6 independent variables and a sample of 20 data points. If we want to test the validity of the entire model at the 5% significance level, the critical value is: A) 2.92 B) 2.90 C) 2.85 D) 3.06
We apply F statistic in this case
Numerator degrees of freedom (k) = # of independent variables = 6
Denominator degrees of freedom = n - k - 1 = 20 - 6 - 1 = 13
At 5% sinificance level, alpha = 0.05
F statistic critical value = 2.915 = 2.92
So, option A) is correct
A multiple regression model involves 6 independent variables and a sample of 20 data points. If...
Question 15 3 pts A multiple regression model involves 3 predictor variables and a sample of 20 data points. If we want to test the usefulness of the model at the 1% significance level, the critical value of the rejection region is (ROUND TO TWO DECIMALS): 5.33
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*ANSWERS IN BOX ARE INCORRECT*
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