Suppose you fit the regression model to n = 35 data points

Chapter 12, Problem 142SE

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QUESTION:

Suppose you fit the regression model

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

to n = 35 data points and wish to test the null hypothesis \(H_0:\  \beta_4\ =\  \beta_5\ =\ 0\).

a. State the alternative hypothesis.

b. Explain in detail how to compute the F-statistic needed to test the null hypothesis.

c. What are the numerator and denominator degrees of freedom associated with the F-statistic in part b?

d. Give the rejection region for the test if \(\alpha\ =\ .05\).

Questions & Answers

QUESTION:

Suppose you fit the regression model

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

to n = 35 data points and wish to test the null hypothesis \(H_0:\  \beta_4\ =\  \beta_5\ =\ 0\).

a. State the alternative hypothesis.

b. Explain in detail how to compute the F-statistic needed to test the null hypothesis.

c. What are the numerator and denominator degrees of freedom associated with the F-statistic in part b?

d. Give the rejection region for the test if \(\alpha\ =\ .05\).

ANSWER:

Step 1 of 5

The fitted regression model is

The sample n = 35 points.

The null hypothesis is

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