Suppose you fit the regression model

to n = 30 data points and wish to test the null hypothesis H0: b4 = b5 = 0.

a. State the alternative hypothesis.

b. Explain in detail how to compute the F-statistic needed to test the null hypothesis.

c. What are the numerator and denominator degrees of freedom associated with the F-statistic in part b?

d. Give the rejection region for the test if a = .05.

Transcribed Image Text:

E(y) = Bo + Bx1 + B x2 + 3x + 4x1 x2 + B5 x 1 x