Suppose a model Y = Β₀ + Β₁x₁ + Β₂x₂ + Β₃x₃ + Β₄x₄ + Β₅x₅ + ε was fit to n = 34 data points. The following results were obtained:
> summary( lm( y ~ x1 + x2 + x3 + x4 + x5 ) )$r.squared
[1] 0.40107
> summary( lm( y ~ x1 + x2 + x3 + x4 + x5 ) )$sigma
[1] 4
> summary( lm( y ~ x1 + x3 + x5 ) )$sigma^2
[1] 17.6
a) Perform the significance of the regression test at a 5% level of significance. State the null hypothesis. Report the value of the test statistic, the critical value(s), and the decision. What is the p-value (approximately) of this test?
b) Test H₀ : β₂ = β₄ = 0 at a 5% level of significance. Report the value of the test statistic, the critical value(s), and the decision. What is the p-value (approximately) of this test?