In: Statistics and Probability
Exhibit 15-6
Below you are given a partial computer output based on a sample of
16 observations.
Coefficient |
Standard Error |
||||
Constant |
12.924 |
4.425 |
|||
X1 |
-3.682 |
2.630 |
|||
X2 |
45.216 |
12.560 |
|||
Analysis of Variance | |||||
Source of Variation |
Degrees |
Sum of |
Mean |
F |
|
Regression |
4,853 |
2,426.5 |
|||
Error |
485.3 |
||||
Refer to Exhibit 15-6. The F value obtained from the table used to
test if there is a relationship among the variables at the 5% level
equals
Group of answer choices
3.41
3.63
3.81
19.41
To test if there is a relationship among the variables,
The test statistic can be written as
F statistic = Mean square(Regression) / Mean square(Error) ,
which under H0 follows a F distribution with df = (df(Regression), df(Error) )
So,
The value of F statistic is
df(Regression) = 2 (since there are two predictors X1 and X2 )
df(Error) = number of observations - df(Regression) = 16 - 2 = 14
At 5% level of signiifcance,
critical F value =