Question

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

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.

0 0
Add a comment Improve this question Transcribed image text
Know the answer?
Add Answer to:
31. Suppose you fit a multiple linear regression model y = β0 + β1x1 + β2x2...
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for? Ask your own homework help question. Our experts will answer your question WITHIN MINUTES for Free.
Similar Homework Help Questions
ADVERTISEMENT
Free Homework Help App
Download From Google Play
Scan Your Homework
to Get Instant Free Answers
Need Online Homework Help?
Ask a Question
Get Answers For Free
Most questions answered within 3 hours.
ADVERTISEMENT
ADVERTISEMENT
ADVERTISEMENT