CAS Exam MAS-I Spring 2018, Question 33
Study guide: Exam MAS-I
Consider a multiple regression model with an intercept, 3 independent variables and 13 observations. The value of R^2 = 0.838547.
Calculate the value of the F-statistic used to test the hypothesis H_0: \beta_1 = \beta_2 = \beta_3 = 0.
- A) Less than 5
- B) At least 5, but less than 10
- C) At least 10, but less than 15
- D) At least 15, but less than 20
- E) At least 20
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