Consider a multiple regression model with k regressors. Show that the test statistic for significance of regression

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Consider a multiple regression model with k regressors. Show that the test statistic for significance of regression can be written as

Suppose that n = 20, k = 4, and R²= 090. If Î± = 0.05, what conclusion would you draw about the relationship between and the four regressors?

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Applied Statistics And Probability For Engineers

ISBN: 9781118539712

6th Edition

Authors: Douglas C. Montgomery, George C. Runger

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Question Posted: Jul 07, 2018 01:22 PM

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Consider a multiple regression model with k regressors. Show that the test statistic for significance of regression

Question:

R? Ik F = (1– R°) /(n-k – 1)

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Because and this is the usual Ftest fo...View the full answer

Applied Statistics And Probability For Engineers

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