Consider a multiple regression model with k regressors.

Chapter 12, Problem 120MEE

(choose chapter or problem)

Consider a multiple regression model with $k$ regressors. Show that the test statistic for significance of regression can be written as

$F_{0}=\frac{R^{2} / k}{\left(1-R^{2}\right) /(n-k-1)}$

Suppose that $n=20, k=4$, and $R^{2}=0.90$. If $\alpha=0.05$, what conclusion would you draw about the relationship between and the four regressors?

Equation Transcription:

$k$

${F}_{0}=\frac{{R}^{2}/k}{{(\ 1-R}^{2})/(n-k-1)}$

$n=20,\ k=4$

${R}^{2}=0.90$

$\alpha{}=0.05$

Text Transcription:

F_{0}=\frac{R^{2} / k}{\left(1-R^{2}\right) /(n-k-1)}

n=20, k=4

R2=0.90

\alpha=0.05

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