11.3 What’s wrong? In each of the following situations, explain what is wrong and why.

  1. (a) A small P-value for the ANOVA F test implies that all explanatory variables are significantly different from zero.

  2. (b) R2 is the proportion of variation explained by the collection of explanatory variables. It can obtained by squaring the correlations between y and each xi and summing them up.

  3. (c) In a multiple regression with a sample size of 45 and six explanatory variables, the test statistic for the null hypothesis H0: b2 = 0 is a t statistic that follows the t(38) distribution when the null hypothesis is true.