On page 606, of Lock et al “Statistics: Unlocking the Power of Data”, the authors state in item D “The p-value from the ANOVA table is 0.000 so the model as a whole is effective at predicting grade point average.” Ah no.
library(data.table) library(mvtnorm) rho <- 0.5 n <- 10^5 Sigma <- diag(2) Sigma[1,2] <- Sigma[2,1] <- rho X <- rmvnorm(n, mean=c(0,0), sigma=Sigma) colnames(X) <- c("X1", "X2") beta <- c(0.01, -0.
