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Testing Multiple Linear Restrictions: the F-test | n3iT's Blog
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SOLVED: 2. Show that; in a multiple linear regression model, to test the overall significance of the model; alternative formula of the test statistic is: R2 k F = 1-R2 n-k-1
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15.1. The Overall F-Test Start with the linear model Yi = β0 + β1xi1 + ... + β with full rank design matrix (rank(X) = p). No
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