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
MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Chapter1: Starting With Matlab
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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](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Ff1f6ba2a-2f5b-4794-9ff5-990aa391dc10%2Fc37402ea-d090-4cc8-9e4b-486cc8866ed1%2Flteczdf_processed.png&w=3840&q=75)
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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