11. For the model Yi = Bo + B1x1li + B2x2i + Ui You obtain the fitted residuals and run the regression û; = a0 + a1xli + a2X2i + a3X3i + a4x4i + e; Unfortunately the only information you have retained is the number of observations (341) and the R2 of the auxiliary regression (0.15). What can you conclude about the joint significance of the parameters on x3 and x4 in a model of y which also includes x1 and x2 (at a 1% significance level)? A. Nothing - there is not enough data to do an F-test B. The parameters are jointly significant C. One of the parameters is significant D. The original regression suffers from Heteroskedasticity E. The parameters are both positive

Trigonometry (MindTap Course List)
8th Edition
ISBN:9781305652224
Author:Charles P. McKeague, Mark D. Turner
Publisher:Charles P. McKeague, Mark D. Turner
Chapter4: Graphing And Inverse Functions
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Problem 6GP: If your graphing calculator is capable of computing a least-squares sinusoidal regression model, use...
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11. For the model
Yi = Bo + B1x1li + B2x2i + Ui
You obtain the fitted residuals and run the regression
û;
= a0 + a1xli + a2X2i + a3X3i + a4x4i + e;
Unfortunately the only information you have retained is the number of observations (341)
and the R2 of the auxiliary regression (0.15). What can you conclude about the joint
significance of the parameters on x3 and x4 in a model of y which also includes x1 and
x2 (at a 1% significance level)?
A. Nothing - there is not enough data to do an F-test
B. The parameters are jointly significant
C. One of the parameters is significant
D. The original regression suffers from Heteroskedasticity
E. The parameters are both positive
Transcribed Image Text:11. For the model Yi = Bo + B1x1li + B2x2i + Ui You obtain the fitted residuals and run the regression û; = a0 + a1xli + a2X2i + a3X3i + a4x4i + e; Unfortunately the only information you have retained is the number of observations (341) and the R2 of the auxiliary regression (0.15). What can you conclude about the joint significance of the parameters on x3 and x4 in a model of y which also includes x1 and x2 (at a 1% significance level)? A. Nothing - there is not enough data to do an F-test B. The parameters are jointly significant C. One of the parameters is significant D. The original regression suffers from Heteroskedasticity E. The parameters are both positive
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