Question

A multiple regression analysis of 57 cases was performed with four explanatory variables. Suppose that SSM=16.5 and SSE=100.8.

(a) Find the value of the F statistic for testing the null hypothesis that the coefficients of all the explanatory variables are zero.

(b) What are the degrees of freedom for this statistic?

(c) Find bounds on the P-value using Table E. Show your work.

(d) What proportion of the variation in the response variable is explained by the explanatory variables?

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(a)

Let us consider a multiple regression analysis comprised of 5757 cases and four variables serving as explanations was carried out. Let's say that the SSM is 16.516.5 while the SSE is 100.8100.8. What is F-statistics?

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