UNIVERSITY OF THE WESTERN CAPE

BASIC ECONOMETRICS (ECO311): 03 MAY 2024

Time: 3 hours Marks: 60

ANSWER ALL QUESTIONS.
ROUND OFF YOUR ANSWERS TO 4 DECIMAL PLACES, IF NECESSARY.
This paper consists of 9 pages including tables and formula sheet

QUESTION 1 [26]
A labour economist examines the impact of years of educational attainment (EDUC), years of
work experience (EXPER) and weeks spent in job training (TRAIN) on the hourly wage
(WAGE) of a sample of 124 employees in Bellville Municipality. The result of the Ordinary
Least Squares (OLS) regression (regression #1) is shown in the table below:

Dependent Variable: WAGE

Sample size: 124
Variable Parameter Std. Error
C 09.3373 5.5921
EDUC 13.5575 8.1623
EXPER 12.1100 6.4439
TRAIN 04.5781 3.0117
Standard error of regression: 19.4556
R-squared: 0.8399

1.1 Interpret the constant parameter as well as the slope parameter of the TRAINING
variable in the above regression. (4)
1.2 Calculate the 99% confidence interval of the variance of error terms. (2)
1.3 Test if the slope parameter of the EDUC variable is equal to or greater than 10 in the
population regression function (PRF) at α = 0.05. (5)
[Hint: H0: β2 = 10 H1: β2 > 10]
1.4 Test for the equality of the parameters of the EDUC and EXPER variables in the PRF
at α = 1%, given that the covariance between the two parameters in the sample
regression function (SRF) equals 53.9229. (6)
1.5 The labour economist adds the years of working with the current employer (TENURE),
labour productivity (PROD) and a dummy variable that indicates whether the worker
ever studied overseas (OVERSEAS), before re-running the regression as follows:
𝑊𝑊𝑊𝑊𝑊𝑊𝑊𝑊 = 𝑓𝑓(𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸, 𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸, 𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇, 𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇, 𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃, 𝑂𝑂𝑂𝑂𝑂𝑂𝑂𝑂𝑂𝑂𝑂𝑂𝑂𝑂𝑂𝑂). The R-squared
of this regression (regression #2) equals 0.8668. Explain which regression has a better
‘goodness of fit’ with the aid of R-squared and adjusted R-squared. (4)
1.6 Test for the marginal contribution of the additional explanatory variables at α = 0.01.
[Hint: H0: the additional variables do not contribute; H1: H0 is not true] (5)

1
QUESTION 2 [7]
A health economist has noticed that many teenagers consume e-cigarettes nowadays. Hence,
he randomly interviewed a sample of 206 Grade 12 students in Parow to obtain information on
the following:
QUANTITY: Number of e-cigarettes smoked per day by the student
MEMBER: Number of family members who smoke
MALE: A dummy indicating whether the student is male or not (1: Male, 0: Female)

An OLS regression (regression A) was run and the results are presented in the table below:
Dependent Variable: QUANTITY
Included observations: 206
Variable Parameter Std. Error
C 0.1177 1.0445
MEMBER 0.5555 0.3298
MALE 2.2345 0.6389
MEMBER*MALE 0.4322 0.2778
R-squared: 0.6633

2.1 Explain the difference between the ANOVA and ANCOVA models with the aid of an
example in each case. (2)
2.2 If a male student has two family members who smoke, calculate the estimated number of
cigarettes he would smoke per day. (1)
2.3 What are the regression equations for males and females respectively? Show all
calculations. (2)
2.4 Give a rough sketch of the regression of each gender in the same figure. Label the x-axis
and y-axis as MEMBERS and QUANTITY respectively. (2)
QUESTION 3 [11]

3.1 An econometrician investigates the relationship between net foreign direct investment
inflow into South Africa (FDI) and exchange rates over the period 1968-2017. He ran the
multivariate regression: log(FDI) = f(RandUS, RandUK), where
FDI: Net foreign direct investment inflow into South Africa in Rand million
RandUS: Rand/Dollar exchange rate
RandUK: Rand/Pound exchange rate
The regression result is presented as follows:
Dependent Variable: log(FDI)
Sample: 1968 2017
Variable Parameter Std. Error
C 99.5597 49.2111
RandUS -8.3377 7.3212
RandUK -5.1357 5.0033
R-squared: 0.9229

In addition, the researcher found that the correlation coefficient (r) between the two
explanatory variables is 0.9777, and the R-squared of the auxiliary regression RandUS =
f(RandUK) is equal to 0.9555.
3.1.1 The econometrician suspects imperfect collinearity is present in the regression.
Explain, with the aid of the above information, any three ways to detect the
presence of imperfect multicollinearity. (8)
3.1.2 Briefly explain any six consequences of imperfect collinearity. (3)

2
QUESTION 4 [16]
It is believed that hours spent in criminal activities (HOURS) is affected by hourly wage in
legal employment (WAGE), probability of getting caught (CAUGHT) and expected sentence if
convicted (SENTENCE). After collecting data on these variables from 64 district councils in
the country before running the regression 𝐻𝐻𝐻𝐻𝐻𝐻𝐻𝐻𝐻𝐻 = 𝑓𝑓(𝑊𝑊𝑊𝑊𝑊𝑊𝑊𝑊, 𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶, 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆), an
economist suspected that heteroscedasticity is present in the regression.

4.1 Explain the difference between homoscedasticity and heteroscedasticity. (1)

4.2 Explain the three key consequences of heteroscedasticity. (4)
4.3 Residuals are extracted from the above regression, before auxiliary regression is run:
𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅 − 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 = 𝑓𝑓(𝑊𝑊𝑊𝑊𝑊𝑊𝑊𝑊, 𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶, 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆, 𝑊𝑊𝑊𝑊𝑊𝑊𝑊𝑊 2 , 𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶 2 ,
𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 2 , 𝑊𝑊𝑊𝑊𝑊𝑊𝑊𝑊 × 𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶, 𝑊𝑊𝑊𝑊𝑊𝑊𝑊𝑊 × 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆, 𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶𝐶 × 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆)
Conduct the White test to detect the presence of heteroscedasticity at α = 0.01, given
that the R-squared of the auxiliary regression is 0.3693. (5)
4.4 The economist also suspects that the relationship between HOURS and SENTENCE
becomes steeper when SENTENCE is 5 or above. Hence, the following three
regressions are run:
Equation Restriction β2-hat N RSS
HOURS = f(SENTENCE) SENTENCE < 5 -15.4433 39 104.3377
HOURS = f(SENTENCE) SENTENCE ≥ 5 -33.3372 25 186.2839
HOURS = f(SENTENCE) All are included -27.5289 64 579.1234
Use the above information to test if structural instability happens at α = 0.01. (6)

3
Appendix: Formula
^ ^ ^ ^
− Confidence interval ( β i ) : Pr[ β i − se( β i ) ⋅ t ≤ β i ≤ β i + se( β i ) ⋅ t ] = 1 − α
2 2  n −1 
− Adjusted R-squared: R = 1 − (1 − R ) 
n−k
 ^
2
^
2 
 σ σ  = 1−α
− Confidence interval ( σ ): Pr (n − k ) 2
2 2
≤ σ ≤ (n − k ) 2
 χ n − k ;α / 2 χ n − k ;1−α / 2 
 
 ^ ^ 
 β 3 − β 4  − (β 3 − β 4 )
− T-test on equality of two parameters: t comp =  
 ^
 ^   ^ ^ 
var β 3  + var β 4  − 2 cov β 3 ; β 4 
     
R 2 /(k − 1)
− F-test on overall significance of multivariate regression: F =
(1 − R 2 ) /(n − k )
− F-test on marginal contribution of explanatory variables:
2 2
( Rnew − Rold ) / number of new regressors
F= 2
(1 − Rnew ) /(n − number of parameters in new equation)

− F-test on restricted least squares: F =

2
RUR (
− RR2 / m )
2
(1 − RUR ) /(n − k )
( RSS R − RSSUR ) / k
− F-test on structural stability: F =
RSSUR /(n1 + n2 − 2k )
− F-test on model specification (RESET test):
2 2
( Rnew − Rold ) / number of new regressors
F= 2
(1 − Rnew ) /(n − number of parameters in new equation)

2 N1 N 2 2 N 1 N 2 (2 N 1 N 2 − N )
− Runs test: E ( R) = +1 σ R2 =
N ( N 2 )( N − 1)

− Computed h-statistic: h = ρ ×
^ n
 ^ 
1 − n ⋅ var β i 
 
 ∑d 2 
− Spearman’s rank correlation coefficient: rs = 1 − 6 2 
 n(n − 1) 
rs n − 2
− Spearman’s test – computed t-statistic:
1 − rs2

4
 Percentage points of the t-distribution

Degrees Alpha
of 0.25 0.10 0.05 0.025 0.01 0.005 0.001
freedom 0.50 0.20 0.10 0.050 0.02 0.010 0.002
001 1.000 3.078 6.314 12.706 31.821 63.657 318.310
002 0.816 1.886 2.920 04.303 06.965 09.925 022.327
003 0.765 1.638 2.353 03.182 04.541 05.841 001.214
004 0.741 1.533 2.132 02.776 03.747 04.604 007.173
005 0.727 1.476 2.015 02.571 03.365 04.032 005.893
006 0.718 1.440 1.943 02.447 03.143 03.707 005.208
007 0.711 1.415 1.895 02.365 02.998 03.499 004.785
008 0.706 1.397 1.860 02.306 02.896 03.355 004.501
009 0.703 1.383 1.833 02.262 02.821 03.250 004.297
010 0.700 1.372 1.812 02.228 02.764 03.169 004.144
011 0.697 1.363 1.796 02.201 02.718 03.106 004.025
012 0.695 1.356 1.782 02.179 02.681 03.055 003.930
013 0.694 1.350 1.771 02.160 02.650 03.012 003.852
014 0.692 1.345 1.761 02.145 02.624 02.977 003.787
015 0.691 1.341 1.753 02.131 02.602 02.947 003.733
016 0.690 1.337 1.746 02.120 02.583 02.921 003.686
017 0.689 1.333 1.740 02.110 02.567 02.898 003.646
018 0.688 1.330 1.734 02.101 02.552 02.878 003.610
019 0.688 1.328 1.729 02.093 02.539 02.861 003.579
020 0.687 1.325 1.725 02.086 02.528 02.845 003.552
021 0.686 1.323 1.721 02.080 02.518 02.831 003.527
022 0.686 1.321 1.717 02.074 02.508 02.819 003.505
023 0.685 1.319 1.714 02.069 02.500 02.807 003.485
024 0.685 1.318 1.711 02.064 02.492 02.797 003.467
025 0.684 1.316 1.708 02.060 02.485 02.787 003.450
026 0.684 1.315 1.706 02.056 02.479 02.779 003.435
027 0.684 1.314 1.703 02.052 02.473 02.771 003.421
028 0.683 1.313 1.701 02.048 02.467 02.763 003.408
029 0.683 1.311 1.699 02.045 02.462 02.756 003.396
030 0.683 1.310 1.697 02.042 02.457 02.750 003.385
040 0.681 1.303 1.684 02.021 02.423 02.704 003.307
060 0.679 1.296 1.671 02.000 02.390 02.660 003.232
120 0.677 1.289 1.658 01.980 02.358 02.617 003.160
∞ 0.674 1.282 1.645 01.960 02.326 02.576 003.090

5
 Upper percentage points of the F distribution

Degrees of freedom for numerator

Pr. 1 2 3 4 5 6 7 8 9 10 11 12
0.25 5.83 7.50 8.20 8.58 8.82 8.98 9.10 9.19 9.26 9.32 9.36 9.41
1 0.10 39.9 49.5 53.6 55.8 57.2 58.2 58.9 59.4 59.9 60.2 60.5 60.7
0.05 161 200 216 225 230 234 237 239 241 242 243 244
0.25 2.57 3.00 3.15 3.23 3.28 3.31 3.34 3.35 3.37 3.38 3.39 3.39
0.10 8.53 9.00 9.16 9.24 9.29 9.33 9.35 9.37 9.38 9.39 9.40 9.41
2
0.05 18.5 19.0 19.2 19.2 19.3 19.3 19.4 19.4 19.4 19.4 19.4 19.4
0.01 98.5 99.0 99.2 99.2 99.3 99.3 99.4 99.4 99.4 99.4 99.4 99.4
0.25 2.02 2.28 2.36 2.39 2.41 2.42 2.43 2.44 2.44 2.44 2.45 2.45
0.10 5.54 5.46 5.39 5.34 5.31 5.28 5.27 5.25 5.24 5.23 5.22 5.22
3
0.05 10.1 9.55 9.28 9.12 9.01 8.94 8.89 8.85 8.81 8.79 8.76 8.74
0.01 34.1 30.8 29.5 28.7 28.2 27.9 27.7 27.5 27.3 27.2 27.1 27.1
0.25 1.81 2.00 2.05 2.06 2.07 2.08 2.08 2.08 2.08 2.08 2.08 2.08
0.10 4.54 4.32 4.19 4.11 4.05 4.01 3.98 3.95 3.94 3.92 3.91 3.90
4
0.05 7.71 6.94 6.59 6.39 6.26 6.16 6.09 6.04 6.00 5.96 5.94 5.91
0.01 21.2 18.0 16.7 16.0 15.5 15.2 15.0 14.8 14.7 14.5 14.4 14.4
0.25 1.69 1.85 1.88 1.89 1.89 1.89 1.89 1.89 1.89 1.89 1.89 1.89
0.10 4.06 3.78 3.62 3.52 3.45 3.40 3.37 3.34 3.32 3.30 3.28 3.27
5
Degrees of freedom for denominator

0.05 6.61 5.79 5.41 5.19 5.05 4.95 4.88 4.82 4.77 4.74 4.71 4.68
0.01 16.3 13.3 12.1 11.4 11.0 10.7 10.5 10.3 10.2 10.1 9.96 9.89
0.25 1.62 1.76 1.78 1.79 1.79 1.78 1.78 1.78 1.77 1.77 1.77 1.77
0.10 3.78 3.46 3.29 3.18 3.11 3.05 3.01 2.98 2.96 2.94 2.92 2.90
6
0.05 5.99 5.14 4.76 4.53 4.39 4.28 4.21 4.15 4.10 4.06 4.03 4.00
0.01 13.7 10.9 9.78 9.15 8.75 8.47 8.26 8.10 7.98 7.87 7.79 7.72
0.25 1.57 1.70 1.72 1.72 1.71 1.71 1.70 1.70 1.69 1.69 1.69 1.68
0.10 3.59 3.26 3.07 2.96 2.88 2.83 2.78 2.75 2.72 2.70 2.68 2.67
7
0.05 5.59 4.74 4.35 4.12 3.97 3.87 3.79 3.73 3.68 3.64 3.60 3.57
0.01 12.2 9.55 8.45 7.85 7.46 7.19 6.99 6.84 6.72 6.62 6.54 6.47
0.25 1.54 1.66 1.67 1.66 1.66 1.65 1.64 1.64 1.63 1.63 1.63 1.62
0.10 3.46 3.11 2.92 2.81 2.73 2.67 2.62 2.59 2.56 2.54 2.52 2.50
8
0.05 5.32 4.46 4.07 3.84 3.69 3.58 3.50 3.44 3.39 3.35 3.31 3.28
0.01 11.3 8.65 7.59 7.01 6.63 6.37 6.18 6.03 5.91 5.81 5.73 5.67
0.25 1.51 1.62 1.63 1.63 1.62 1.61 1.60 1.60 1.59 1.59 1.58 1.58
0.10 3.36 3.01 2.81 2.69 2.61 2.55 2.51 2.47 2.44 2.42 2.40 2.38
9
0.05 5.12 4.26 3.86 3.63 3.48 3.37 3.29 3.23 3.18 3.14 3.10 3.07
0.01 10.6 8.02 6.99 6.42 6.06 5.80 5.61 5.47 5.35 5.26 5.18 5.11
0.25 1.49 1.60 1.60 1.59 1.59 1.58 1.57 1.56 1.56 1.55 1.55 1.54
0.10 3.29 2.92 2.73 2.61 2.52 2.46 2.41 2.38 2.35 2.32 2.30 2.28
10
0.05 4.96 4.10 3.71 3.48 3.33 3.22 3.14 3.07 3.02 2.98 2.94 2.91
0.01 10.0 7.56 6.55 5.99 5.64 5.39 5.20 5.06 4.94 4.85 4.77 4.71
0.25 1.47 1.58 1.58 1.57 1.56 1.55 1.54 1.53 1.53 1.52 1.52 1.51
0.10 3.23 2.86 2.66 2.54 2.45 2.39 2.34 2.30 2.27 2.25 2.23 2.21
11
0.05 4.84 3.98 3.59 3.36 3.20 3.09 3.01 2.95 2.90 2.85 2.82 2.79
0.01 9.65 7.21 6.22 5.67 5.32 5.07 4.89 4.74 4.63 4.54 4.46 4.40
0.25 1.46 1.56 1.56 1.55 1.54 1.53 1.52 1.51 1.51 1.50 1.50 1.49
12 0.10 3.18 2.81 2.61 2.48 2.39 2.33 2.28 2.24 2.21 2.19 2.17 2.15
0.05 4.75 3.89 3.49 3.26 3.11 3.00 2.91 2.85 2.80 2.75 2.72 2.69

6
 0.01 9.33 6.93 5.95 5.41 5.06 4.82 4.64 4.50 4.39 4.30 4.22 4.16
Upper percentage points of the F distribution
Degrees of freedom for numerator
Pr. 1 2 3 4 5 6 7 8 9 10 11 12
0.25 1.45 1.55 1.55 1.53 1.52 1.51 1.50 1.49 1.49 1.48 1.47 1.47
0.10 3.14 2.76 2.56 2.43 2.35 2.28 2.23 2.20 2.16 2.14 2.12 2.10
13
0.05 4.67 3.81 3.41 3.18 3.03 2.92 2.83 2.77 2.71 2.67 2.63 2.60
0.01 9.07 6.70 5.74 5.21 4.86 4.62 4.44 4.30 4.19 4.10 4.02 3.96
0.25 1.44 1.53 1.53 1.52 1.51 1.50 1.49 1.48 1.47 1.46 1.46 1.45
0.10 3.10 2.73 2.52 2.39 2.31 2.24 2.19 2.15 2.12 2.10 2.08 2.05
14
0.05 4.60 3.74 3.34 3.11 2.96 2.85 2.76 2.70 2.65 2.60 2.57 2.53
0.01 8.86 6.51 5.56 5.04 4.69 4.46 4.28 4.14 4.03 3.94 3.86 3.80
0.25 1.43 1.52 1.52 1.51 1.49 1.48 1.47 1.46 1.46 1.45 1.44 1.44
0.10 3.07 2.70 2.49 2.36 2.27 2.21 2.16 2.12 2.09 2.06 2.04 2.02
15
0.05 4.54 3.68 3.29 3.06 2.90 2.79 2.71 2.64 2.59 2.54 2.51 2.48
0.01 8.68 6.36 5.42 4.89 4.56 4.32 4.14 4.00 3.89 3.80 3.73 3.67
0.25 1.42 1.51 1.51 1.50 1.48 1.47 1.46 1.45 1.44 1.44 1.44 1.43
0.10 3.05 2.67 2.46 2.33 2.24 2.18 2.13 2.09 2.06 2.03 2.01 1.99
16
0.05 4.49 3.63 3.24 3.01 2.85 2.74 2.66 2.59 2.54 2.49 2.46 2.42
0.01 8.53 6.23 5.29 4.77 4.44 4.20 4.03 3.89 3.78 3.69 3.62 3.55
0.25 1.42 1.51 1.50 1.49 1.47 1.46 1.45 1.44 1.43 1.43 1.42 1.41
0.10 3.03 2.64 2.44 2.31 2.22 2.15 2.10 2.06 2.03 2.00 1.98 1.96
17
0.05 4.45 3.59 3.20 2.96 2.81 2.70 2.61 2.55 2.49 2.45 2.41 2.38
Degrees of freedom for denominator

0.01 8.40 6.11 5.18 4.67 4.34 4.10 3.93 3.79 3.68 3.59 3.52 3.46
0.25 1.41 1.50 1.49 1.48 1.46 1.45 1.44 1.43 1.42 1.42 1.41 1.40
0.10 3.01 2.62 2.42 2.29 2.20 2.13 2.08 2.04 2.00 1.98 1.96 1.93
18
0.05 4.41 3.55 3.16 2.93 2.77 2.66 2.58 2.51 2,46 2.41 2.37 2.34
0.01 8.29 6.01 5.09 4.58 4.25 4.01 3.84 3.71 3.60 3.51 3.43 3.37
0.25 1.41 1.49 1.49 1.47 1.46 1.44 1.43 1.42 1.41 1.41 1.40 1.40
0.10 2.99 2.61 2.40 2.27 2.18 2.11 2.06 2.02 1.98 1.96 1.94 1.91
19
0.05 4.38 3.52 3.13 2.90 2.74 2.63 2.54 2.48 2.42 2.38 2.34 2.31
0.01 8.18 5.93 5.01 4.50 4.17 3.94 3.77 3.63 3.52 3.43 3.36 3.30
0.25 1.40 1.49 1.48 1.46 1.45 1.44 1.43 1.42 1.41 1.40 1.39 1.39
0.10 2.97 2.59 2.38 2.25 2.16 2.09 2.04 2.00 1.96 1.94 1.92 1.89
20
0.05 4.35 3.49 3.10 2.87 2.71 2.60 2.51 2.45 2.39 2.35 2.31 2.28
0.01 8.10 5.85 4.94 4.43 4.10 3.87 3.70 3.56 3.46 3.37 3.29 3.23
0.25 1.40 1.48 1.47 1.45 1.44 1.42 1.41 1.40 1.39 1.39 1.38 1.37
0.10 2.95 2.56 2.35 2.22 2.13 2.06 2.01 1.97 1.93 1.90 1.88 1.86
22
0.05 4.30 3.44 3.05 2.82 2.66 2.55 2.46 2.40 2.34 2.30 2.26 2.23
0.01 7.95 5.72 4.82 4.31 3.99 3.76 3.59 3.45 3.35 3.26 3.18 3.12
0.25 1.39 1.47 1.46 1.44 1.43 1.41 1.40 1.39 1.38 1.38 1.37 1.36
0.10 2.93 2.54 2.33 2.19 2.10 2.04 1.98 1.94 1.91 1.88 1.85 1.83
24
0.05 4.26 3.40 3.01 2.78 2.62 2.51 2.42 2.36 2.30 2.25 2.21 2.18
0.01 7.82 5.61 4.72 4.22 3.90 3.67 3.50 3.36 3.26 3.17 3.09 3.03
0.25 1.38 1.46 1.45 1.44 1.42 1.41 1.39 1.38 1.37 1.37 1.36 1.35
0.10 2.91 2.52 2.31 2.17 2.08 2.01 1.96 1.92 1.88 1.86 1.84 1.81
26
0.05 4.23 3.37 2.98 2.74 2.59 2.47 2.39 2.32 2.27 2.22 2.18 2.15
0.01 7.72 5.53 4.64 4.14 3.82 3.59 3.42 3.29 3.18 3.09 3.02 2.96
0.25 1.38 1.46 1.45 1.43 1.41 1.40 1.39 1.38 1.37 1.36 1.35 1.34
0.10 2.89 2.50 2.29 2.16 2.06 2.00 1.94 1.90 1.87 1.84 1.81 1.79
28
0.05 4.20 3.34 2.95 2.71 2.56 2.45 2.36 2.29 2.24 2.19 2.15 2.12
0.01 7.64 5.45 4.57 4.07 3.75 3.53 3.36 3.23 3.12 3.03 2.96 2.90

7
 Upper percentage points of the F distribution
Degrees of freedom for numerator
Pr. 1 2 3 4 5 6 7 8 9 10 11 12
0.25 1.38 1.45 1.44 1.42 1.41 1.39 1.38 1.37 1.36 1.35 1.35 1.34
0.10 2.88 2.49 2.28 2.14 2.05 1.98 1.93 1.88 1.85 1.82 1.79 1.77
30
0.05 4.17 3.32 2.92 2.69 2.53 2.42 2.33 2.27 2.21 2.16 2.13 2.09
0.01 7.56 5.39 4.51 4.02 3.70 3.47 3.30 3.17 3.07 2.98 2.91 2.84
0.25 1.36 1.44 1.42 1.40 1.39 1.37 1.36 1.35 1.34 1.33 1.32 1.31
0.10 2.84 2.44 2.23 2.09 2.00 1.93 1.87 1.83 1.79 1.76 1.73 1.71
40
0.05 4.08 3.23 2.84 2.61 2.45 2.34 2.25 2.18 2.12 2.08 2.04 2.00
Degrees of freedom for denominator

0.01 7.31 5.18 4.31 3.83 3.51 3.29 3.12 2.99 2.89 2.80 2.73 2.66
0.25 1.35 1.42 1.41 1.38 1.37 1.35 1.33 1.32 1.31 1.30 1.29 1.29
0.10 2.79 2.39 2.18 2.04 1.95 1.87 1.82 1.77 1.74 1.71 1.68 1.66
60
0.05 4.00 3.15 2.76 2.53 2.37 2.25 2.17 2.10 2.04 1.99 1.95 1.92
0.01 7.08 4.98 4.13 3.65 3.34 3.12 2.95 2.82 2.72 2.63 2.56 2.50
0.25 1.34 1.40 1.39 1.37 1.35 1.33 1.31 1.30 1.29 1.28 1.27 1.26
0.10 2.75 2.35 2.13 1.99 1.90 1.82 1.77 1.72 1.68 1.65 1.62 1.60
120
0.05 3.92 3.07 2.68 2.45 2.29 2.17 2.09 2.02 1.96 1.91 1.87 1.83
0.01 6.85 4.79 3.95 3.48 3.17 2.96 2.79 2.66 2.56 2.47 2.40 2.34
0.25 1.33 1.39 1.38 1.36 1.34 1.32 1.31 1.29 1.28 1.27 1.26 1.25
0.10 2.73 2.33 2.11 1.97 1.88 1.80 1.75 1.70 1.66 1.63 1.60 1.57
200
0.05 3.89 3.04 2.65 2.42 2.26 2.14 2.06 1.98 1.93 1.88 1.84 1.80
0.01 6.76 4.71 3.88 3.41 3.11 2.89 2.73 2.60 2.50 2.41 2.34 2.27
0.25 1.32 1.39 1.37 1.35 1.33 1.31 1.29 1.28 1.27 1.25 1.24 1.24
0.10 2.71 2.30 2.08 1.94 1.85 1.77 1.72 1.67 1.63 1.60 1.57 1.55
∞
0.05 3.84 3.00 2.60 2.37 2.21 2.10 2.01 1.94 1.88 1.83 1.79 1.75
0.01 6.63 4.61 3.78 3.32 3.02 2.80 2.64 2.51 2.41 2.32 2.25 2.18

8
 Upper percentage points of the Chi-squared distribution

Probability
0.995 0.990 0.975 0.950 0.900 0.100 0.050 0.025 0.010 0.005
1 0.000 0.000 0.001 0.004 0.016 2.706 3.841 5.024 6.635 7.879
2 0.010 0.020 0.051 0.103 0.211 4.605 5.991 7.378 9.210 10.597
3 0.072 0.115 0.216 0.352 0.584 6.251 7.815 9.348 11.345 12.838
4 0.207 0.297 0.484 0.711 1.064 7.779 9.488 11.143 13.277 14.860
5 0.412 0.554 0.831 1.145 1.610 9.236 11.070 12.833 15.086 16.750
6 0.676 0.872 1.237 1.635 2.204 10.645 12.592 14.449 16.812 18.548
7 0.989 1.239 1.690 2.167 2.833 12.017 14.067 16.013 18.475 20.278
8 1.344 1.646 2.180 2.733 3.490 13.362 15.507 17.535 20.090 21.955
9 1.735 2.088 2.700 3.325 4.168 14.684 16.919 19.023 21.666 23.589
10 2.156 2.558 3.247 3.940 4.865 15.987 18.307 20.483 23.209 25.188
11 2.603 3.053 3.816 4.575 5.578 17.275 19.675 21.920 24.725 26.757
12 3.074 3.571 4.404 5.226 6.304 18.549 21.026 23.337 26.217 28.300
13 3.565 4.107 5.009 5.892 7.042 19.812 22.362 24.736 27.688 29.819
14 4.075 4.660 5.629 6.571 7.790 21.064 23.685 26.119 29.141 31.319
15 4.601 5.229 6.262 7.261 8.547 22.307 24.996 27.488 30.578 32.801
16 5.142 5.812 6.908 7.962 9.312 23.542 26.296 28.845 32.000 34.267
Degrees of freedom

17 5.697 6.408 7.564 8.672 10.085 24.769 27.587 30.191 33.409 35.718
18 6.265 7.015 8.231 9.390 10.865 25.989 28.869 31.526 34.805 37.156
19 6.844 7.633 8.907 10.117 11.651 27.204 30.144 32.852 36.191 38.582
20 7.434 8.260 9.591 10.851 12.443 28.412 31.410 34.170 37.566 39.997
21 8.034 8.897 10.283 11.591 13.240 29.615 32.671 35.479 38.932 41.401
22 8.643 9.542 10.982 12.338 14.041 30.813 33.924 36.781 40.289 42.796
23 9.260 10.196 11.689 13.091 14.848 32.007 35.172 38.076 41.638 44.181
24 9.886 10.856 12.401 13.848 15.659 33.196 36.415 39.364 42.980 45.559
25 10.520 11.524 13.120 14.611 16.473 34.382 37.652 40.646 44.314 46.928
26 11.160 12.198 13.844 15.379 17.292 35.563 38.885 41.923 45.642 48.290
27 11.808 12.879 14.573 16.151 18.114 36.741 40.113 43.195 46.963 49.645
28 12.461 13.565 15.308 16.928 18.939 37.916 41.337 44.461 48.278 50.993
29 13.121 14.256 16.047 17.708 19.768 39.087 42.557 45.722 49.588 52.336
30 13.787 14.953 16.791 18.493 20.599 40.256 43.773 46.979 50.892 53.672
40 20.707 22.164 24.433 26.509 29.051 51.805 55.758 59.342 63.691 66.766
50 27.991 29.707 32.357 34.764 37.689 63.167 67.505 71.420 76.154 79.490
60 35.534 37.485 40.482 43.188 46.459 74.397 79.082 83.298 88.379 91.952
70 43.275 45.442 48.758 51.739 55.329 85.527 90.531 95.023 100.425 104.215
80 51.172 53.540 57.153 60.391 64.278 96.578 101.879 106.629 112.329 116.321
90 59.196 61.754 65.647 69.126 73.291 107.565 113.145 118.136 124.116 128.299
100 67.328 70.065 74.222 77.929 82.358 118.498 124.342 129.561 135.807 140.169
Note: If degrees of freedom exceeds 100, use the ‘100’ row to look for the chi-square statistic(s).