We have fit a model with k independent variables, and wish to test the null hypothesis
Chapter 11, Problem 11.84(choose chapter or problem)
We have fit a model with k independent variables, and wish to test the null hypothesis H0 : 1 = 2 == k = 0. a Show that the appropriate F-distributed test statistic can be expressed as F = n (k + 1) k R2 1 R2 . b If k = 1 how does the value of F from part (a) compare to the expression for the T statistic derived in Exercise 11.55?
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