NO.PZ201512020300000401
问题如下：
1. Regarding the intern’s Question 1, is the regression model as a whole significant at the 0.05 level?
选项：
A.No, because the calculated F-statistic is less than the critical value for F.
B.Yes, because the calculated F-statistic is greater than the critical value for F.
C.Yes, because the calculated χ 2 statistic is greater than the critical value for [#PZMATH172#].
解释：
B is correct.
The F-test is used to determine if the regression model as a whole is significant.
F = Mean square regression (MSR) ÷ Mean squared error (MSE)
MSE = SSE/[n – (k + 1)] = 19,048 ÷ 427 = 44.60
MSR = SSR/k = 1071 ÷ 3 = 357
F = 357 ÷ 44.60 = 8.004
The critical value for degrees of freedom of 3 and 427 with α=0.05 (one-tail) is F = 2.63 from Exhibit 5. The calculated F is greater than the critical value, and Chiesa should reject the null hypothesis that all regression coefficients are equal to zero.
overall regression model is significant？
