A regression model involving 4 independent variables and a sample of 15 observations resulted in the following sum of squares. SSR = 165
SSE = 60

If we want to test for the significance of the model at a .05 level of significance, the critical F value (from the table) is
A) 3.06.
B) 3.48.
C) 3.34.
D) 3.11.

Question

A regression model involving 4 independent variables and a sample of 15 observations resulted in the following sum of squares. SSR = 165
SSE = 60
​
If we want to test for the significance of the model at a .05 level of significance, the critical F value (from the table) is
A) 3.06.
B) 3.48.
C) 3.34.
D) 3.11.

Quizplus · Accepted Answer

The F-statistic is calculated as (SSR/df1) / (SSE/df2), where df1 = number of independent variables = 4 and df2 = n - number of parameters = 15 - 5 = 10. The calculated F-statistic is compared to the critical F value from the F-distribution table for df1 = 4 and df2 = 10 at a 0.05 significance level, which is 3.48.

A Regression Model Involving 4 Independent Variables and a Sample