er the classical Gauss-Markov assumptions standard error of the estimated slope coefficient = 0.0365 value of the t-statistic for the null hypothesis H0 : the
Consider the fitted values from a simple linear regression model with intercept: yˆ = 5 + 6x. Assume that the total number of observations is n = 302. In addition, the R-squared of the regression is R2 = 0.6 and Pn i=1(xi − x¯) 2 = 15, where ¯x is the sample mean of x. Under the classical Gauss-Markov assumptions
standard error of the estimated slope coefficient = 0.0365
value of the t-statistic for the null hypothesis H0 : the slope coefficient is equal to 0 versus H1 : the slope coefficient is different from 0 = 164.3836
What is the value of the F-statistic for the null hypothesis H0 : the slope coefficient is equal to 0 versus H1 : the slope coefficient is different from 0? Do the p-values of the t- and F-tests differ from each other? Justify your answer.
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