Suppose you fit the regression model E1y2 = b0 + b1x1 + b2x1 2 + b3x2 +

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Suppose you fit the regression model E1y2 = b0 + b1x1 + b2x1 2 + b3x2 + b4x2 2 + b5x1 x2 to n = 22 data points and wish to test the null hypothesis H0: 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. Applying the Concepts—Basic

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Statistics For Business And Economics

ISBN: 9781292413396

14th Global Edition

Authors: James McClave, P. Benson, Terry Sincich

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