The GATE Grind

GATE 2025 ST – Question 46

Regression Analysis · Regression Inference and Quadratic Forms · 2 marks · Multiple choice

For y_i=α+βx_i+ε_i,i=1,…,24, iid N(0,σ²) errors, the centered sums are S_xx=22.82,S_yy=43.62,S_xy=15.48. Find the F₁,₂₂ statistic testing β=0 against β≠0, to two decimals.

  1. 2.54
  2. 2.98
  3. 3.17
  4. 6.98

Practise this question in The GATE Grind →

Show answer and explanation

Correct answer: (D) 6.98

Explanation

Regression sum of squares SSR=S_xy²/S_xx=15.48²/22.82≈10.501. Residual SSE=43.62−SSR≈33.119. F=(SSR/1)/(SSE/22)≈**6.98, D**.

More Regression Inference and Quadratic Forms questions

All Regression Inference and Quadratic Forms questions →