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A sample of 6 observations collected in a linear regression study on three variables, x_1(independent variable),...

A sample of 6 observations collected in a linear regression study on three variables, x_1(independent variable), x_2(independent variable) and y(dependent variable). The sample resulted in the following data.
SSR=72, SST=88
Calculate the F test statistics to determine whether a statistically linear relationship exists between x and y.

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Answer #1

We are given here that there are 6 observations and 3 variables, therefore n = 6 and m = 3.

The F test statistic here is computed as:

MSB MSE SST-SSR m - 1 SSR nem = 0.3333

Therefore 0.3333 is the required test statistic value here.

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