F statistics havealternateexpressionsintermsof R2 values. (a) Showthatfortesting H0: 1 = = p = 0, Explain whylargervaluesof
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F statistics havealternateexpressionsintermsof R2 values.
(a) Showthatfortesting H0: β1 = ⋯ = βp = 0,
Explain whylargervaluesof R2 yield largervalues of F.
(b) Showthatfor comparing nestedlinearmodels,
Transcribed Image Text:
F = (TSS-SSE)/p SSE/[n-(p+1)] R2/p is equivalently - (1 R2)/[n (p+1)]*
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Related Book For
Foundations Of Statistics For Data Scientists With R And Python
ISBN: 9780367748456
1st Edition
Authors: Alan Agresti
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