Let be the least squares estimate of the population coefficient . If the regression assumptions hold true, the test statistic given by has an F distribution with k and n-k-1 degrees of freedom, where n is the number of observations and k is the number of predictor variables.

Question

Let  be the least squares estimate of the population coefficient  . If the regression assumptions hold true, the test statistic given by  has an F distribution with k and n-k-1 degrees of freedom, where n is the number of observations and k is the number of predictor variables.

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The Answer of Let  be the least squares estimate of the population coefficient  . If the regression assumptions hold true, the test statistic given by  has an F distribution with k and n-k-1 degrees of freedom, where n is the number of observations and k is the number of predictor variables.

Let Be the Least Squares Estimate of the Population