Suppose you fit the regression model to n = 30 data points

Chapter 12, Problem 98E

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QUESTION:

Suppose you fit the regression model

\(y=\beta_{0}+\beta_{1} x_{1}+\beta_{2} x_{2}+\beta_{3} x_{1} x_{2}+\beta_{4} x_{1}^{2}+\beta_{5} x_{2}^{2}+\varepsilon\)

to n = 30 data points and wish to test

\(H_0:\ \beta_3=\beta_4=\beta_5=0\)

a. State the alternative hypothesis \(H_a\).

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 reduced and complete models are \(SSE_R=1,250.2\) and \(SSE_C=1,125.2\). Conduct the hypothesis test and interpret the results of your test. Test using \(\alpha\ =\ .05\).

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QUESTION:

Suppose you fit the regression model

\(y=\beta_{0}+\beta_{1} x_{1}+\beta_{2} x_{2}+\beta_{3} x_{1} x_{2}+\beta_{4} x_{1}^{2}+\beta_{5} x_{2}^{2}+\varepsilon\)

to n = 30 data points and wish to test

\(H_0:\ \beta_3=\beta_4=\beta_5=0\)

a. State the alternative hypothesis \(H_a\).

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 reduced and complete models are \(SSE_R=1,250.2\) and \(SSE_C=1,125.2\). Conduct the hypothesis test and interpret the results of your test. Test using \(\alpha\ =\ .05\).

ANSWER:

Step 1 of 4

(a)  The ?rst order model equation  with

      n  = 30 data points, and wish to test . The alternative

      hypothesis is

   At least one of the parameters,  and  differs from 0.

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