MGEC11H3 Lecture Notes - Lecture 7: F-Test

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13 Oct 2020
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Inferences in multiple regression l model y pot131 bit it prn assume. 62 is a constant for different valueof x therefore we canalsowrite the constant variance assumption as ele e41 62. Therefore it is important toknow if p b or not it is p p. Hi some bit0 or hi at least onepit0. Modelis not significant k modelis significant i 1. This setof hypotheses in anovatable is to test the overall significantofthemodel useftest. Hi onthe explanationhowmuchwe canexplainusing k variables each variable will have one degreeoffreedom explainthe total. Y yii hi 0 . Example asample of n 7711 is selected dataareshownin 2019 0704 7 example. R 0. 199811172 ie using 3variables they explain20 of variation in ahe a f 641. 49 di 7707. Since p vdue. no rejectho and modelis significant ie using bachelor. Age together theysignificantly determine ahe first step is to see if modelis significant. Consider a model with kindepend variables i c y 130tb brit e.

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