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A study was done to find the relationship of y with five explanatory variables X1, X2, X3, X4 and X5 using a sample of size n-20. Here is some of the information for the FULL model: ss total- 23.8 680, SSR-21.0474, SSE=2.8206 To study whether two variables X4 and X5 have any additional predictive power after X1, x2, X3, variables are included in the model, a REDUCED model was fitted with the following information: SSR- 1.845, SSE- 22.023 To find out if omitted variables have any additional predictive power, what is the rejection region with o=0.01? O F>5.56 O F>6.36 O F>5.61 O F>2.73

A study was done to find the relationship of y with five explanatory variables X1, X2, X3, X4 and X5 using a sample of size n-20. Here is some of the information for the FULL model: ss total- 23.8 680, SSR-21.0474, SSE=2.8206 To study whether two variables X4 and X5 have any additional predictive power after X1, x2, X3, variables are included in the model, a REDUCED model was fitted with the following information: SSR- 1.845, SSE- 22.023 To find out if omitted variables have any additional predictive power, what is the rejection region with o=0.01? O F>5.56 O F>6.36 O F>5.61 O F>2.73

Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter10: Statistics
Section10.3: Measures Of Spread
Problem 1GP
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What is the rejection region with 0.01 ? 

A study was done to find the relationship of y with five explanatory variables X1, X2, X3, X4 and X5 using a sample of size n=20. Here is some of the information for the FULL model: ss total= 23.8680, SSR=21.0474, SSE=2.8206 To study whether two variables X4 and X5 have any additional predictive power after X1, X2, X3, variables are included in the model, a REDUCED model was fitted with the following information: SSR= 1.845, SSE= 22.023 To find out if omitted variables have any additional predictive power, what is the rejection region with a=0.01? F>5.56 F>6.36 F>5.61 F>2.73
Transcribed Image Text:A study was done to find the relationship of y with five explanatory variables X1, X2, X3, X4 and X5 using a sample of size n=20. Here is some of the information for the FULL model: ss total= 23.8680, SSR=21.0474, SSE=2.8206 To study whether two variables X4 and X5 have any additional predictive power after X1, X2, X3, variables are included in the model, a REDUCED model was fitted with the following information: SSR= 1.845, SSE= 22.023 To find out if omitted variables have any additional predictive power, what is the rejection region with a=0.01? F>5.56 F>6.36 F>5.61 F>2.73
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