Question

Given the following portion of regression results, which of the following is the value of the F test statistic?

	df	SS	MS	F	Significance F
Regression	2	3,500	1,750	???	0.1000
Residual	20	13,500	675
Total	22	17,000

a. 1.96 b. 2.59 c. 3.49 d. 10

A regression analysis was conducted using 3 explanatory (X) variables. The null hypothesis for the overall F test is:

a. H0:b1=0
b. H0:b2=0
c. H0:b3=0
d. H0:b1 =b2 =b3 =0

Given the following portion of regression results, which of the following is the value of the test statistic?

	df	SS	MS	F	Significance F
Regression	2	7,562	3,781		0.0028
Residual	20	9,395	470
Total	22	16,957

a. 1.96 b. 3.49 c. 8.04 d. 10

Referring to the output in Question 8, what is the value of the coefficient of determination?

a. 0.805 b. 0.554 c. 0.446 d. 0.50

Answer 1

(A) F value =

setting the values from the table, we get

F value = 1750/675 = 2.59

option B is correct.

(B) Null hypothesis for the regression is assumed that all the explanatory variables are equal to 0

so, only option D is correct null hypothesis for 3 explanatory variables.

(C)

F value =

setting the values from the table, we get

F value = 3781/470 = 8.04

option C is correct.

(D) Coefficient of determination =

setting the values from the table, we get

Coefficient of determination = (7562/16957) =0.446

so, option C is correct