Question #57
Reading: Reading 1 Multiple Regression
PDF File: Reading 1 Multiple Regression.pdf
Page: 27
Status: Unattempted
Correct Answer: A
Part of Context Group: Q57-60
First in Group
Shared Context
Question
Williams proceeds to test the hypothesis that none of the independent variables has significant explanatory power. Using the joint F-test for the significance of all slope coefficients, at a 5% level of significance:
Answer Choices:
A. none of the independent variables has explanatory power
B. all of the independent variables have explanatory power
C. at least one of the independent variables has explanatory power
Explanation
From the ANOVA table, the calculated F-statistic is (mean square regression / mean square
error) = (83.80 / 28.88) = 2.9017. From the F distribution table (4 df numerator, 21 df
denominator) the critical F value is 2.84. Because 2.9017 is greater than 2.84, Williams
rejects the null hypothesis and concludes that at least one of the independent variables
has explanatory power.