Illustrate what are the degrees of freedom for f statistic

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Reference no: EM1386992

Q. Inference basics.

You run a multiple regression with 66 cases and 5 explanatory variables.

(a) Illustrate what are the degrees of freedom for the F statistic for testing the null hypothesis which all five of the regression coefficients for the explanatory variables are zero?

(b) Software output gives MSE = 36. Illustrate what is the estimate of the standard deviation Sigma of the model?

(c) The output gives the estimate of the regression coefficient for the first explanatory
variable as 12.5 with a standard error of 2.4. Find out a 95% confidence interval for the true value of this coefficient.

Reference no: EM1386992

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