In a multiple regression analysis, k = 5 and n = 26, the MSE value is 9.99, and SS total is 402.22. At the 0.05 significance level, can we conclude that any of the regression coefficients are not equal to 0? (Round your answers to 2 decimal places.)
H0: β1 = β2 = β3 = β4 = β5 = 0
H1: Not all β's equal zero.
1) DF1=
2) DF2=
3) Ho is rejected if F > =
4) Regression - SS, DF, MS, F
Error- SS, DF, MS
Total- SS(402.22), DF(25)
Ans:
1)DF1=k=5
2)DF2=n-k-1=26-5-1=20
3)Critical F value=FINV(0.05,5,20)=2.71
Ho is rejected if F > =2.71
4)
MS=SS/DF
SS(regression)=SS(total)-SS(error)
F=MS(regression)/MS(error)
| SS | DF | MS | F | |
| Regress | 202.42 | 5 | 40.48 | 4.05 |
| error | 199.8 | 20 | 9.99 | |
| Total | 402.22 | 25 |
F=4.05
Reject the null hypothesis.
There is sufficient evidence to conclude that not all coefficients are equal to zero.
In a multiple regression analysis, k = 5 and n = 26, the MSE value is...
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