Example: biology
Lecture 5 Hypothesis Testing in Multiple Linear Regression

Lecture 5 Hypothesis Testing in Multiple Linear Regression

Back to document page

The regression sums of squares due to X2 when X1 is already in the model is SSR(X2|X1) = SSR(X)−SSR(X1) with r degrees of freedom. This is also known as the extra sum of squares due to X2. SSR(X2|X1) is independent of MSE. We can test H 0: β2 = 0 with the statistic F 0 = SSR(X2|X1)/r MSE ∼ F r,n−p−1.

  Regression

Download Lecture 5 Hypothesis Testing in Multiple Linear Regression


Information

Domain:

Source:

Link to this page:

Please notify us if you found a problem with this document:

Other abuse

Advertisement

Related search queries