We have seen that two different tests for Ho B₁ = 0 versus H₁: B₁0, a t-test and a F-test. : Please show that the F-test statistic is equal to the t-test statistic squared. Hint: F-test statistic = t-test statistic MSreg MSres B₁ s.e.(B₁) " where MSreg = ²1(Y₁ - Y)², MSres = Σi-1(Y₁ - Ŷ₁)²/(n − 2). - =1
We have seen that two different tests for Ho B₁ = 0 versus H₁: B₁0, a t-test and a F-test. : Please show that the F-test statistic is equal to the t-test statistic squared. Hint: F-test statistic = t-test statistic MSreg MSres B₁ s.e.(B₁) " where MSreg = ²1(Y₁ - Y)², MSres = Σi-1(Y₁ - Ŷ₁)²/(n − 2). - =1
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:We have seen that two different tests for Ho B₁ = 0 versus H₁: B₁0, a t-test and a F-test.
:
Please show that the F-test statistic is equal to the t-test statistic squared.
Hint:
F-test statistic =
t-test statistic
MSreg
MSres
B₁
s.e.(B₁)
"
where M.Sreg = ₁(Ŷ₁ – Ý)², MSres = Σ₁₁ (Y₁ – Ŷ₁)²/(n − 2).
-
=1
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