Lecture 5 Hypothesis Testing in Multiple Linear Regression
Lecture 5 Hypothesis Testing in Multiple Linear
Regression
BIOST 515
January 20, 2004
1
Types of tests
? Overall test ? Test for addition of a single variable ? Test for addition of a group of variables
2
Overall test
yi = 0 + xi11 + ? ? ? + xipp + i Does the entire set of independent variables contribute significantly to the prediction of y?
3
Test for an addition of a single variable
Does the addition of one particular variable of interest add significantly to the prediction of y acheived by the other independent variables already in the model?
yi = 0 + xi11 + ? ? ? + xipp + i
4
Test for addition of a group of variables
Does the addition of some group of independent variables of interest add significantly to the prediction of y obtained through other independent variables already in the model?
yi = 0 + xi11 + ? ? ? + xi,p-1p-1 + xipp + i
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