A researcher is evaluating a linear regression model with 5 predictors using a r
ID: 3131224 • Letter: A
Question
A researcher is evaluating a linear regression model with 5 predictors using a random sample of size 66. He considers whether it makes sense to drop two predictors to simplify the model. The sum of squared errors resulted from the 5 and 3 predictors are SSE(x1,x2,x3,x4,x5) = 120 and SSE(x1,x2,x3) = 130. Which of the following is the most appropriate statement?
Answer
a) No conclusion can be drawn from the given information.
b) x4 and x5 cannot be dropped at significance level = 0.05.
c) The researcher should perform, individually, a t-test on the significance of the slope parameters 4 and 5.
d) x4 and x5 cannot be dropped at significance level = 0.10.
Explanation / Answer
We need to know the slopes of these variables.
C is teh answer
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