Question

Assignment 2

PART 1.

1. Use the dataset below to run a regression where x1 and x2 are the independent variables and y is the dependent variable.

y	x1	x2
2	10	9
88	5	6
19	10	6
18	5	2
30	3	2

What is b1 (the coefficient on x1) for this regression?

Round your answer to four decimal places.

2. Use the dataset below to run a regression where x1 and x2 are the independent variables and y is the dependent variable.

y	x1	x2
44	2	2
92	7	1
72	8	6
16	3	7
75	3	4

What is the sum of squares error (SSE) for this regression?

Round your answer to four decimal places.

3. Use the dataset below to run a regression where x1 and x2 are the independent variables and y is the dependent variable.

y	x1	x2
8	1	7
71	9	8
47	6	2
42	7	10
94	7	3

What is the coefficient of determination (R-squared) for this regression?

Round your answer to four decimal places.

4.Use the dataset below to run a regression where x1 and x2 are the independent variables and y is the dependent variable.

y	x1	x2
43	5	6
25	6	9
23	4	3
73	2	5
5	9	8

What is the adjusted coefficient of determination (Adj. R-squared) for this regression?

Round your answer to four decimal places.

5.Use the dataset below to run a regression where x1 and x2 are the independent variables and y is the dependent variable.

y	x1	x2
40	6	3
91	8	2
30	8	3
42	7	6
13	7	9

What is the F-Statistic for this regression?

Round your answer to four decimal places.

6.Use the dataset below to run a regression where x1 and x2 are the independent variables and y is the dependent variable.

y	x1	x2
64	6	8
38	9	2
5	6	9
47	10	6
44	10	9

What is the standard error of b1 for this regression?

Round your answer to four decimal places.

7.

Use the dataset below to run a regression where x1 and x2 are the independent variables and y is the dependent variable.

y	x1	x2
47	7	3
98	4	3
74	4	5
33	6	5
97	7	4

What is the t-statistic of b1 for this regression?

Round your answer to four decimal places.

8.Use the dataset below to run a regression where x1 and x2 are the independent variables and y is the dependent variable.

y	x1	x2
99	1	8
30	7	7
41	9	9
28	4	3
41	5	5

What is the lower bound of the 95% confidence interval for b1?

Round your answer to four decimal places.

9. Use the dataset below to run a regression where x1 and x2 are the independent variables and y is the dependent variable.

y	x1	x2
55	9	9
31	8	1
43	4	1
75	8	2
89	7	8

What is the upper bound of the 95% confidence interval for b1?

Round your answer to four decimal places.

Answer 1

1.  b1 (the coefficient on x1) = -12.4937

2.  sum of squares error (SSE) = 999.3045

3.  coefficient of determination (R-squared) = 0.7827

4.  adjusted coefficient of determination (Adj. R-squared) = 0.6820

5. F-Statistic = 1.1070

6. standard error of b1 = 7.7625

7. t-statistic of b1 = -0.6582

8  lower bound of the 95% confidence interval for b1 = -13.5261

9. upper bound of the 95% confidence interval for b1 = 33.5993