NO.PZ201904080100007702
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。
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