In a multiple regression with four explanatory variables,data are collected on 25 observations.What is the largest value the ANOVA F statistic can take on before we would reject the null hypothesis that all of the regression coefficients are zero,at the 5% significance level?
A)2.78
B)2.87
C)3.10
D)3.51

Question

Quizplus · Accepted Answer

The largest value the ANOVA F statistic can take before we reject the null hypothesis at the 5% significance level is determined by the F-distribution table for a given degrees of freedom for the numerator (number of explanatory variables) and denominator (number of observations minus the number of explanatory variables minus one). With 4 explanatory variables and 25 observations, the degrees of freedom are 4 (numerator) and 20 (denominator). The critical value for F(4, 20) at the 5% significance level is approximately 2.87.

In a Multiple Regression with Four Explanatory Variables,data Are Collected