Question 11.45

11.45 What’s wrong?

In each of the following situations, explain what is wrong and why.

  1. The multiple correlation gives the proportion of the variation in the response variable that is explained by the explanatory variables.
  2. In a multiple regression with a sample size of 35 and four explanatory variables, the test statistic for the null hypothesis is a statistic that follows the (30) distribution when the null hypothesis is true.
  3. A small -value for the ANOVA test implies that all explanatory variables are statistically different from zero.

11.45

(a) This is true for the squared multiple correlation. (b) We should not have a slope estimate in the hypotheses; it should be a parameter, . (c) A significant test implies that at least one explanatory variable is statistically different from zero, not necessarily all.