FRM-regression Analysis

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FRM-regression Analysis

Postby anbu.edu » Mon Mar 25, 2013 12:39 am

dependent variable is regressed against three independent variables across 25 observations. The regression sum of squares is 119.25, and the total sum of squares is 294.45. The following are the estimated coefficient values and standard errors of the coefficients.

Coefficient

Value

Standard error

1

2.43

1.4200

2

3.21

1.5500

3

0.18

0.0818

What is the p-value for the test of the hypothesis that all three of the coefficients are equal to zero?

A) Between 0.025 and 0.05.
B) Between 0.05 and 0.10.
C) lower than 0.025.
D) Greater than 0.10.

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