8) Suppose that X1 and X2 are entered into a regression in successive steps – that is, model 1 has only X1, and model 2
Posted: Thu May 12, 2022 7:32 am
8) Suppose that X1 and X2 are entered into a regression in successive steps – that is, model 1 has only X1, and model 2 has both X1 and X2. Show, using a Venn diagram, that the test of the significance of the change in R2 between model 1 and model 2 is the same as the t-test of the significance of the slope for X2 in model 2. (Hint: show that the piece of the pie is the same.).