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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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