Use the formula for t of Exercise 14 28 to show that if the assumptions underlying normal regression analysis are met and Icirc sup2 0, then R2 has a beta distribution with the mean 1 n 1 In exercise 1 ( ) n 2 1 12...

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Use the formula for t of Exercise 14.28 to show that if the assumptions underlying normal regression

Question:

Use the formula for t of Exercise 14.28 to show that if the assumptions underlying normal regression analysis are met and Î² = 0, then R2 has a beta with the mean 1 / n €“ 1.
In exercise

Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...