Q65Section ST (Statistics (Q11–Q65))65 of 65
R-squared threshold for an F test
Consider the multiple linear regression model , , where and are unknown parameters, 's are uncorrelated random errors with mean 0 and finite variance . Let be such that , where is a random variable having an -distribution with and degrees of freedom. Suppose that testing against : At least one of is not 0 involves computing and rejecting if the computed value exceeds . Given that , , the smallest value of that would lead to rejection of for equals ________ (rounded off to two decimal places).
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