Below you are given a partial computer output for a multiple regression analysis based on a sample of 10observations.
Coefficient Standard Error t-value
Constant 79.9655 2.2189 ***
X1 4.3381 0.2048 ***
X2 -0.5862 0.6039 ***
Analysis of Variance
ANOVATable Degreesof Freedom Sum ofSquares MeanSquares
F-Ratio
Explained *** 2,407.4828 1,203.7414 ***
Unexplained *** *** 5.2882
Refer to Exhibit 6. Carry out the F test of overall significance to determine if there is a relationship among the variables at the 10% level of significance. The null hypothesis should
A. be accepted.
B. be rejected.
C. be revised.
D. be ignored.
Answer:-
Given That:-
You are given a partial computer output for a multiple regression analysis based on a sample of 10 Observations.
Carry out the F test of overall significance to determine if there is a relationship among the variables at the 10% level of significance. The null hypothesis should
A. be accepted.
B. be rejected.
C. be revised.
D. be ignored.
Given,
F - test = MSR/MSE
= 1203.7414 / 5.2882
= 227.6278
The p - vlaue for F - test score = 227.63 with dfnum = 2 and dfden = 7 is very less almost tends to 0
Therefore the null hypothesis should be rejected.
The correct answer is option (B).
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