018 show that under h0 sseh 0118 test the above

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Unformatted text preview: dels using matrix notations. Show that under the full model, SSE = 0.018 Show that under H0, SSEH = 0.118 Test the above hypotheses at the 5% significance level. Answers to selected problems 1. 2. ; (ii) F = 111.48; (iii) R2 = 0.9824; (iv) (92.2762, 99.0223); (v) SSR(x3 | x1, x2, x4) = 0.10909, F = 0.0185; (vi) SSR(x1, x2 | x3, x4) = 127.8744, F = 10.687. SSE = with df = n – 5 (i) Reduced model: Or SSEH = (ii) with df = n – 3, Reduced model: (iii) Reduced model: : 3. SSE = 47.8636 with 8 d.f. (i) SSEH = 58.8090 with 10 d.f., F = 0.915; (ii) SSEH = 47.8913 with 10 d.f., F = 0.0023; (iii) SSEH = 171.1473 with 10 d.f., F = 10.303. 4. (i) Reduced model: ; (ii) (iv) SSEH – SSE = 0.1 with 2 d.f., F = 2.778. 2 ; (iii) = 1.09,...
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