1. What is the df of SSR( X1 | X2, X3)? What is the statistical meaning of

SSR( X1 | X2, X3)?

2. What's the definition of R_p² ? What's the difference between R_p² and R_a,p² ? Which

one is preferred in model selection procedure in your opinion?

3. What's the variance-covariance matrix of fitted values in a general linear regression

model and how can we estimate it?

4. How shall we test hypothesis H0 : 1 = 3 = 0 versus H1 : 1 6= 0 or 3 6= 0 in a first

order multiple regression model with three predictors?