Question

In: Statistics and Probability

Please perform hypothesis test (F-test) Below is the output corresponding to a data set containing one...

Please perform hypothesis test (F-test)

  1. Below is the output corresponding to a data set containing one response variable, Y, and 4 predictor variables, var1, var2, var3, and var4. The var1, var2, and var3 predictor variables are quantitative and var4 is qualitative with levels A, B, and C.

Only use var1 and var2

Obs

Y

var1

var2

var3

var4

1

33.2

3.5

9

6.1

A

2

40.3

5.3

20

6.4

A

3

38.7

5.1

18

7.4

A

4

36.8

5.6

27

4.3

C

5

45.2

4.8

34

8.0

C

6

35.1

3.9

15

5.0

C

  1. ) Perform the appropriate hypothesis test that compares a first-order model to the second-order model where both models only use the var1 and var2 predictor variables and the response variable Y. Make sure to perform all steps of the hypothesis test. Use a = 0.05 and critical value F = 3.16

Ho (first-order model): E(Y) = b0 + b1var1 + b2var2

Ha: (second-order model):E(Y) = b0 + b1var1 + b2var2 + b3var1*var2 + b4var12 + b5var22

How do you do an F-test on this? Thank you.

Solutions

Expert Solution

The F test is shown below:

The required F value is 3.973...

As the calculated F is more than F critical (3.16), so in this regard the null hypothesis is accepted...

End of the Solution...


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