Determine when Coefficient for X1 should NOT be zero Help!

mrc0de

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Mar 17, 2011
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4
Residuals:
Min 1Q Median 3Q Max
-1.9848 -0.7523 -0.2647 0.5996 2.7807

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -5.067694 6.710096 -0.755 0.479
x1 0.483138 0.384743 1.256 0.256
x2 0.015507 0.009309 1.666 0.147
x3 -0.133613 0.275758 -0.485 0.645

Residual standard error: 1.661 on 6 degrees of freedom
Multiple R-squared: 0.3941, Adjusted R-squared: 0.09113
F-statistic: 1.301 on 3 and 6 DF, p-value: 0.3575



Which of the following would not tell you that the coefficient for x1 should be zero and hence x1 should not be in the model?
A. The 95% confidence interval for B1 contains zero, so x1 gives no additional contribution to explaining the variation of y above and beyond what x2 and x3 do.
B. The pvalue associated with the x1 is 25.6%, so at the 5% level, we would not reject the null hypothesis that B1 = 0, given x2 and x3
C. The overall f-test tells us that all of the coefficients for all of the x’s should be zero
D. The residual standard error is too low (at 1.661) for B1 to be anything other than zero
E. All of the above are evidence that x1 should not be in the model.

Anyone? I'm really stumped here.
 
Re: Determine when Coefficient for X1 should NOT be zero Hel

I would take a closer look at D; what would justify that statement?
 
Re: Determine when Coefficient for X1 should NOT be zero Hel

That is it so close to 0 (@1.662) that it could be considered 0 ?

But then again I dont know how C couldnt be an option either.
 
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