Question 11.47

11.47 Inference basics.

You run a multiple regression with 22 cases and four explanatory variables. The ANOVA table includes the sums of squares and .

  1. Find the statistic for testing the null hypothesis that the regression coefficients for the four explanatory variables are all zero. Carry out the significance test and report the results.
  2. What is the value of for this model? Explain what this number tells us.

11.47

. Using of 4 and , the data are not significant at the 5% level, and there is not enough evidence to say that at least one of the slopes is not zero. (b) . 39.81% of the variation in the response variable is explained by all the explanatory variables.