Consider the regression model that was estimated with 104 observations, has 4 right hand side variables, and an R² value of 0.35. Calculate the F-statistic for the hypothesis test that the slope parameters are jointly equal to zero, i.e. the null hypothesis that each of the slope parameters is equal to zero. F=________ (round to two decimal places).

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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Consider the regression model that was estimated with 104 observations, has 4 right-hand side variables, and an R² value of 0.35. Calculate the F-statistic for the hypothesis test that the slope parameters are jointly equal to zero, i.e., the null hypothesis that each of the slope parameters is equal to zero. F = _____ (round to two decimal places).

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Transcribed Image Text:Consider the regression model that was estimated with 104 observations, has 4 right-hand side variables, and an R² value of 0.35. Calculate the F-statistic for the hypothesis test that the slope parameters are jointly equal to zero, i.e., the null hypothesis that each of the slope parameters is equal to zero. F = _____ (round to two decimal places). [Answer Box]
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