(i) (ii) (iii) Compute SSR and SST based on the given results. Conduct the significant test for the model at level a = 0.05. In your answer, provide the value of the test statistic, the critical value of the test, the p-value of the test and your conclusion. Obtain (a) the portion of the variation in y which is explained by x4, x6 and x8 ignoring the effect of x4x8 and x6x8, and (b) the portion of the variation in u which is explained by x4x8 and x6x8 eliminating the effect of x4, x6 and x8. Compute the Wald statistic, W, for testing the (iv) Let Y = (71, 72) hypotheses: Ho:y=0, H:#0. Verify that W/2 follows a F2,135 distribution under the null hypothesis. The SMSA data consisting of 141 observations on 10 variables is fitted by the model below: y = Bo+B1x4 + B2x6 + B3x8 + V1x4x8 + V2x6x8 + . The following results are obtained: (Intercept) Estimate Std. Error t value Pr(>|t|) 1.302e+03 4.320e+02 3.015 0.00307 -1.442e+02 2.056e+01 -7.013 1.02e-10 6.340e-01 6.099e+00 0.104 0.91737 x4 x6 x8 -9.455e-02 5.802e-02 -1.630 0.10550 x4:x8 2.882e-02 2.589e-03 x6:8 1.673e-03 7.215e-04 11.132 < 2e-16 2.319 0.02191 Analysis of Variance Table 75.0499 1.244e-14 Df x4 1 Sum Sq 3486722 Mean Sq F value Pr(>F) 3486722 17.9286 4.214e-05 x6 1 14595537 14595537 x8 x4:x8 x6x8 1045693 194478 1 1198603043 1198603043 6163.1900 < 2.2e-16 1 25765100 25765100 132.4836 < 2.2e-16 5.3769 0.02191 1 1045693 Residuals 135 26254490 Estimated variance matrix (Intercept) x4 x6 x8 x4:x8 x6x8 (Intercept) x4 x6 x8 6:8 x4:x8 1.866030e+05 -5.931735e+03 -2.322825e+03 -16.25142055 0.57188953 0.18875694 -5.931735e+03 4.228816e+02 3.160915e+01 0.61621781 -0.03608028 -0.00445013 -2.322825e+03 3.160915e+01 3.720077e+01 0.18297010 -0.00373435 -0.00266544 -1.625142e+01 1.829701e-01 0.00336601 -0.00012093 -0.00003820 5.718895e-01 -3.608028e-02 -3.734350e-03 -0.00012093 0.00000670 0.00000093 1.887569e-01 -4.450130e-03 -2.665440e-03 -0.00003820 0.00000093 0.00000052 6.162178e-01