One of the residuals in a linear regression model is equal to 6.5. Other results from the model are MSE = 3.2, MSR = 4.5, SSE = 182, and SSR = 243. What is the value of the standardized residual?
df error =SSE/MSE = 182/3.2 = 57
df regression = SSR/MSR = 243/4.5 = 54standardized residual
One of the residuals in a linear regression model is equal to 6.5. Other results from...
(13 points) Suppose you have a simple linear regression model such that Y; = Bo + B18: +€4 with and N(0,0%) Call: 1m (formula - y - x) Formula: F=MSR/MSE, R2 = SSR/SSTO ANOVA decomposition: SSTOSSE + SSR Residuals: Min 1Q Modian -2.16313 -0.64507 -0.06586 Max 30 0.62479 3.00517 Coefficients: Estimate Std. Error t value Pr(> It) (Intercept) 8.00967 0.36529 21.93 -0.62009 0.04245 -14.61 <2e-16 ... <2e-16 .. Signif. codes: ****' 0.001 '** 0.01 '* 0.05 0.1'' 1 Residual standard...
A simple linear regression (linear regression with only one predictor) analysis was carried out using a sample of 23 observations From the sample data, the following information was obtained: SST = [(y - 3)² = 220.12, SSE= L = [(yi - ġ) = 83.18, Answer the following: EEEEEEEE Complete the Analysis of VAriance (ANOVA) table below. df SS MS F Source Regression (Model) Residual Error Total Regression standard error (root MSE) = 8 = The % of variation in the...
eBook Video In a regression analysis involving 30 observations, the following estimated regression equation was obtained. 17.6+3.8z-2.3z +7.6z, +2.7z For this estimated regression equation SST- 1805 and SSR- 1,764. a. At a 0.05, test the significance of the relashionship among the variables. SSE (to 1 decimal, if necessary) MSR (to 1 decimal, if necessary) MSE (to 2 decimal if necessary) What is the value of the F test statistic (to 1 decimal)? Use Table 4 in Appendix B. What is...
A shoe store developed the following estimated regression equation relating sales to inventory investment and advertising expenditures where 1inventory investment ($1000s) = advertising expenditures ($1000s) y sales ($1000s) The data used to develop the model came from a survey of 10 stores; for those data, SST 16,000 and SSR a. Compute SSE, MSE, and MSR (to 2 decimals, if necessary) 12,000 SSE MSE MSR b. Use an F test and α .05 level of significance to determine whether there is...
In a regression analysis involving 30 observations, the following estimated regression equation was obtained. y=17.6+3.8x1-2.3x2+7.6x3+2.7x4 For this estimated regression equation SST= 1805 and SSR=1756. a. At a= 0.05 , test the significance of the relationship among the variables. SSE=_________________ (to 1 decimal, if necessary) MSR=________________ (to 1 decimal, if necessary) MSE=+_______________ (to 2 decimals, if necessary) What is the value of the F test statistic (to 1 decimal)? _______________ What is the p-value? - Select your answer -less than .01,between...
In a regression analysis involving 30 observations, the following estimated regression equation was obtained. = 17.6 +3.821 -2.3x2 + 7.603 + 2.724 For this estimated regression equation SST = 1805 and SSR = 1,756. a. At a = 0.05, test the significance of the relashionship among the variables. SSE (to 1 decimal, if necessary) MSR (to 1 decimal, if necessary) MSE (to 2 decimals, if necessary) What is the value of the F test statistic (to 1 decimal)? Use Table...
Question 14 Below is a residual plot of a regression model. Residuals Versus the Fitted Values (response is RETURN) 4 1 3 T 1 Standardized Residual 0 -2 -3 10 20 30 Fitted Value The above plot indicates o (a) an incorrect specification of the model. o (b) a clear violation of homoscedasticity. o (c) a high correlation among the residuals. (d) the existence of an outlier o (a) and (b) o (a) and (c) o (b) and (c) o...
Since residuals measure how far the observations are from the regression line, they are often used to assess the fit of the regression line to the data. We might display these vertical deviations graphically using a residual plot. By plotting the residuals against the explanatory variable x, we effectively magnify the deviations (that is, change the y-axis from response to vertical deviations), which allows for a better and closer examination of the deviations. Describe what a residual plot would look...
5. (Q3.31 on textbook p.127) Show that the residuals from a linear regression model can be expressed as e = (I − H)ε Hint: Use the expression of e on Lecture 2, p.18. (5 points)
Consider the least-squares residuals ei-yi-yi, 1, 2, . . . , linear regression model. Find the variance of the residuals Var(e). Is the vari- ance of the residuals a constant? Discuss. n,from the simple