Suppose you fit the regression model y = 0 + 1x1 + 2x2 + 3x1x2 + 4x21
Question:
y = β0 + β1x1 + β2x2 + β3x1x2 + β4x21 + β5 x22 + ε
to n = 30 data points and you wish to test
H0: β3 = β4 = β5 = 0
a. State the alternative hypothesis Ha.
b. Give the reduced model appropriate for conducting the test.
c. What are the numerator and denominator degrees of freedom associated with the F -statistic?
d. Suppose the SSE’s for the complete and reduced models are SSER = 1,250.2 and SSEC = 1,125.2, respectively. Conduct the hypothesis test and interpret the results. Use α = .05.
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a H a At least one i 0 i 3 4 5 b The reduced model would be Ey 0 1 x 1 ...View the full answer
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