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After trying mam:r multiple linear regression analyses based on the model M1 in Problem 1 above, a data analyst obtained the following statistics. The regression

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After trying mam\":r multiple linear regression analyses based on the model M1 in Problem 1 above, a data analyst obtained the following statistics. The regression sum of squares 55w\") by excluding the two regressors x1, x2 . The regression sums of squares 53(30),SS(,30,131), by excluding the regressor x2 . The regression sums of squares SSQGU), 55m], 182), by excluding the regressor xi . The regression sums of squares SSLGD), 55\". '81, .62); that is, include all the regressors. a) Discuss with mathematical proof whether the hypothesis that no regressor has a nonzero effect on the response variable can be tested. [5 points] b} Discuss with mathematical proof whether SSW-nhz) = SSml) + SSCEmZ) . [5 points] \f

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