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olganol [36]
3 years ago
10

A multiple regression model involves 5 independent variables and a sample of 10 data points. If we want to test the validity of

the model at the 5% significance level, the critical value is:

Mathematics
1 answer:
Ber [7]3 years ago
5 0

Answer:

The critical value is 6.26.

Step-by-step explanation:

It is provided that there are 5 independent variables involved in a multiple regression model and the sample consist of 10 data points.

The critical value of <em>F</em> to test the significance of the model is:

\text{Critical Value}=F_{\alpha, (k, n-k-1)}

Here,

<em>k</em> = number of independent variables

<em>n</em> = number of observations.

Then the critical value is:

\text{Critical Value}=F_{\alpha, (k, n-k-1)}

                      =F_{\alpha, (5, 10-5-1)}\\=F_{0.05,(5, 4)}\\=6.2561\\\approx 6.26

*Use a F-table.

Thus, the critical value is 6.26.

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