11.8 More on constructing the ANOVA table. A multiple regression analysis of 57 cases was performed with four explanatory variables. Suppose that SSM = 16.5 and SSE = 100.8.

  1. (a) Find the value of the F statistic for testing the null hypothesis that the coefficients of all the explanatory variables are zero.

  2. (b) What are the degrees of freedom for this statistic?

  3. (c) Find bounds on the P-value using Table E. Show your work.

  4. (d) What proportion of the variation in the response variable is explained by the explanatory variables?