Which of the Following Statements About the Simple Linear Regression

Multiple Choice

Which of the following statements about the simple linear regression model and its least squares fit is/are FALSE?

A) The ANOVA table gives degrees of freedom,sum of squares,and mean squares for the model,error,and total sources of variation.
B) The ANOVA F statistic is the ratio MSM/MSE.
C) The ANOVA F statistic has an F(1,n - 2) under the null hypothesis H₀:
= 0.
D) The ANOVA F statistic is particularly useful because it tests the H₀: = 0 against the one-sided alternative H_a:

> 0.
E) The ratio SSM/SST is equal to .