In a multiple regression analysis involving 6 independent variables, the sum of squares are calculated as: Total SS = 900, SSR = 600 and SSE = 300. Then, the value of the F-test statistic for this model is:
A) 150
B) 100
C) 50
D) 25
E) none of these

Question

Quizplus · Accepted Answer

The F-test statistic in a multiple regression analysis is calculated using the formula $F = \frac{MSR}{MSE}$, where $MSR = \frac{SSR}{df_{regression}}$ and $MSE = \frac{SSE}{df_{error}}$. Given SSR = 600 and SSE = 300, with 6 independent variables, the degrees of freedom for regression (df_regression) is 6 and for error (df_error) is n - 6 - 1, where n is the sample size. Without the sample size, we cannot calculate the exact value of the F-statistic, and none of the provided options can be directly calculated with the given information.

In a Multiple Regression Analysis Involving 6 Independent Variables, the Sum