In a multiple regression analysis involving 25 data points and 5 independent variables, the sum of squares terms are calculated as: total variation in y = SST = 500, SSR = 300, and SSE = 200. In testing the validity of the regression model, the F-value of the test statistic will be:
A)5.70.
B)2.50.
C)1.50.
D)0.176.

Question

Quizplus · Accepted Answer

The formula for calculating the F-value in a multiple regression analysis is:

F = [(SSR/p)/(SSE/(n-p-1))]

where p is the number of independent variables and n is the sample size.

In this case, SSR = 300, p = 5, SSE = 200, and n = 25.

F = [(300/5)/(200/(25-5-1))] = 5.70

Therefore, the F-value of the test statistic will be 5.70.

In a Multiple Regression Analysis Involving 25 Data Points and 5