6. (a) Show that in the simple linear regression setting, the usual F test statistic of Ho: ß1 = 0 can be written as R°(n – 2) F = 1– R² (b) In a simple linear regression with n = 300, how large must Rª be in order for there to be significant evidence against the null hypothesis from a), at the 5% significance level.
6. (a) Show that in the simple linear regression setting, the usual F test statistic of Ho: ß1 = 0 can be written as R°(n – 2) F = 1– R² (b) In a simple linear regression with n = 300, how large must Rª be in order for there to be significant evidence against the null hypothesis from a), at the 5% significance level.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Transcribed Image Text:6. (a) Show that in the simple linear regression setting, the usual F test statistic of Ho: B1 = 0 can be
written as
R (n – 2)
F
1- R²
(b) In a simple linear regression with n= 300, how large must R² be in order for there to be significant
evidence against the null hypothesis from a), at the 5% significance level.
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