Past exam of the mathematics course of the University of Cambridge 2020 ii Paper 4 5J a i Solution Created 2026-09-24 Updated 2026-09-29
The individual t-tests only test each regression coefficient after adjusting for the other covariate. Here neither covariate is individually significant at conventional levels, but from the abbreviated coefficient table alone one cannot conclude that neither explains the response: strong multicollinearity can make both standard errors large even when the covariates are jointly useful.
Past exam of the mathematics course of the University of Cambridge 2020 ii Paper 4 5J b Solution Created 2026-09-24 Updated 2026-09-29
The intercept-only model has residual degrees of freedom, so the sample size is . The one-covariate model and full model therefore have respectively and residual degrees of freedom. The completed sequential analysis of variance table hasThus the missing sums of squares are and , and the corresponding F-statistics are approximately and . The first p-value is below ; the second is approximately . The tiny second increment is consistent with the reported t-test because, for one added coefficient, the partial F-statistic equals the squared t-statistic up to displayed rounding.