Q48Section ST (Statistics (Q11–Q65))48 of 65
R^2 consistent with a rejected F-test
Consider the multiple linear regression model , , where are independent and identically distributed variables. The -test for testing significance of regression rejects the null hypothesis against the alternative : at least one is not equal to 0, , at 5% level of significance. It is given that , , , , where, for a random variable following central -distribution with degrees of freedom, , . Then the value of cannot be equal to
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