问题如下:
2.Using F-statistic for testing the null hypothesis that all of the independent variables are simultaneously equal to zero at the 5% significance level, the result is :
选项:
A.fail to reject the null hypothesis because the F-statistic is smaller than the critical F-value of 3.19.
B.reject the null hypothesis because the F-statistic is larger than the critical F-value of 3.19.
C.reject the null hypothesis because the F-statistic is larger than the critical F-value of 2.66.
D.fail to reject the null hypothesis because the F-statistic is smaller than the critical F-value of 2.66.
解释:
C is correct.
考点:多元回归分析
解析:ESS= 233.1 - 75.2 = 157.9, F值等于 (157.9/3) / (75.2/176) = 123.2. F统计表里单尾5%自由度3和176的值是2.66,,123.2>2.66,所以自变量系数都等于零的原假设被拒绝。
问一下关于F分布查表的问题:分布表的横轴是统计量分子的自由度,纵轴是分母的自由度。这道题F-statisic公式应该是n-k-1(即176)是横轴,k(即3)是纵轴啊(尽管这道题分布表已经给出3是纵轴,176是横轴)