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                     the  other  variables.  While  on  sequeltial  test,  the  coefficient  of  independent

                     variables  were  tested  in  order  to  enter.  For  example,  the  coefficient  3  was
                     tested when the regressor X3 is added to a model that involving only X1 , X2, and

                     the constant term.

                     Table 5.14    The sequential F-tests for linear regression model

                     Dependent Variable:   Y
                      Source           Type I Sum of    df     Mean Square      F        Sig.
                                         Squares

                                                  a
                      Corrected Model       208,007         5        41,601    84,070      ,000
                      Intercept              387,157        1       387,157   782,379      ,000
                      X1                     199,145        1       199,145   402,440      ,000
                      X2                        ,127        1          ,127      ,256      ,620
                      X3                       4,120        1         4,120     8,325      ,011
                      X4                        ,263        1          ,263      ,532      ,476
                      X5                       4,352        1         4,352     8,795      ,009

                      Error                    7,918       16          ,495

                      Total                  603,081       22

                      Corrected Total        215,925       21
                     a. R Squared = ,963 (Adjusted R Squared = ,952)

                            Furthermore, suppose we want to use the sequential sum of squares to
                     test on subsets of variables such as  H0: 4 = 5 = 0. Dengan menggunakan hasil

                     pada tabel 5, The proper sum of squares is found by computing SS( 5 ,4  0 , 1

                     , 2, 3 ) and using the results in Table 5.12.



                     SS( 5 ,4  0 , 1 , 2, 3 )   =  SS( 4  0 , 1 , 2 , 3  )+ SS( 5  0 , 1 , 2 , 3, 4 )

                                                 =  0.263 + 4.352

                                                 = 4.615


                            . 4  615  2 /
                     F  =          = 64 . 663
                             . 0 495

                     The numerator and denominator degrees of freedom are 2 and 16 respectively.

                     The hypothesis is rejected at the 0.025 level.





                                   ~~* CHAPTER 5   THE MULTIPLE LINEAR REGRESSION MODEL *~~
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