Multiple Linear Regression
F-statistic is given by:
where n = no. of observation, p = no. of independent regressors
Given values in question, we get:
Correct Ans - C
in a regression model involving 35 observations, the following estimated regress on nodel was obtared y-si...
In a multiple regression model involving 44 observations, the following estimated regression equation was obtained. ŷ= 29 + 18x1 + 43x2 + 87x3 For this model, SSR = 600 and SSE = 400. The F statistic for the above model is 10 60 400 600
In a regression model involving 30 observations, the following estimated regression equation was obtained: 17+ 4x4 - 3x2 + 8x3+8X For this model SSR = 700 and SSE - 100. The computed Fstatistic for testing the significance of the above model is 43.75 7.00 50.19 0.875
6. In a regression model involving 46 observations, the following estimated regression equation was obtained. û = 17+4X1 - 3X2 + 8X3 +5X4 + 8Xs For this model, SST = 3410 and SSE = 510. a. Compute the coefficient of determination. b. Perform an F test and determine whether or not the regression model is significant
Exhibit 1 In a regression model involving 30 observations, the following estimated regression equation was obtained: Y=17+4X, - 3X,+8X,+8X For this model SSR = 700 and SSE = 100. 12. Refer to Exhibit 1. The conclusion is that the 2. model is not significant b. model is significant c. slope of X, is significant d. slope of X, is significant
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...
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...
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...
The estimated regression equation for a model involving two independent variables and 10 observations follows. y = 32.3322 + 0.7179x1 + 0.7718x2 a. Interpret b1 and b2 in this estimated regression equation - Select your answer - b2 - Select your answer - 180 and x2 b. Estimate y when x1 310 (to 3 decimals).
The estimated regression equation for a model involving two independent variables and 10 observations follows. y^= 30.6764 + .8162x1 + .4221x2 a. Interpret b1 and b2 in this estimated regression equation. b1 = [- Select your answer -(y changes by 0.8162 when x1 increases by 1 unit and x2 stays the same) (y changes by 0.8162 when x2 increases by 1 unit and x1 stays the same) (y changes by 0.4221 when x1 increases by 1 unit and x2 stays...
4. Testing for significance Aa Aa Consider a multiple regression model of the dependent variable y on independent variables x1, x2, X3, and x4: Using data with n = 60 observations for each of the variables, a student obtains the following estimated regression equation for the model given: 0.04 + 0.28X1 + 0.84X2-0.06x3 + 0.14x4 y She would like to conduct significance tests for a multiple regression relationship. She uses the F test to determine whether a significant relationship exists...