M manishkabbi New member Joined Dec 1, 2015 Messages 0 Reaction score 0 Dec 1, 2015 #1 How is nR^2 a chi-squared random variable with the number of degrees of freedom equal to the number of independent variables in the regression?
How is nR^2 a chi-squared random variable with the number of degrees of freedom equal to the number of independent variables in the regression?
T tickersu New member Joined May 9, 2014 Messages 0 Reaction score 0 Dec 1, 2015 #2 This is far beyond the scope of the exam. If you want, I suggest you check out this website for the properties of a chi-squared RV. https://onlinecourses.science.psu.edu/stat504/node/23
This is far beyond the scope of the exam. If you want, I suggest you check out this website for the properties of a chi-squared RV. https://onlinecourses.science.psu.edu/stat504/node/23