How would you solve this? A regression equation with 4 independent variables is estimated using 20 data points. The R2 is 0.46. An analyst is testing to see whether all of the coefficients are equal to zero. The p-value for the test is:
r^2 equals RSS/SST RSS = 46 You know RSS + SSE = TSS so SSE = 100 - 46 = 54 Now you can run your F-test MSR = 11.5 MSE = 3.6 F-stat = 3.194 It’s significant, but I don’t have a f-stat table to look up the p-value.
the question was what is the P-value. to get the p-value, just check at what level of significance (i.e. 5, 10%) is the f-stat significant. if it at 5%, then p value is .05
I know, I don’t have the f-table with me at all times.