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Serie 9, Exercice 1

Hello,

I don't understand how to find "la valeur critique de ce test au niveaux 5%" which is 5.32 in the correction ?

And how do we find s^2, "estimateur de la variance pour le modèle complet" to calculate Cp ?

Thanks

Posted by David Jules Froelicher on Thursday 9 January 2014 at 9:39
Comments
Under the null hypothesis, the test statistic follows the F_1,8 distribution and we reject the null for large values of the test statistic. Hence the critical value of the test at the 5% level is given by the 95% quantile of the F_1,8 distribution which is 5.32.

The s^2 is the usual unbiased variance estimate for the full model. In other words, s^2 = 1/(n-p_full) RSS_full and in this particular case is given by 1/(13-5) RSS_full = 1/8 * 47.9.
Posted by Mikael Kuusela on Friday 10 January 2014 at 20:09