Question

In: Statistics and Probability

Source DF SS MS F Model 4 70 Error Total 33 524    What is DFE?...

Source DF SS MS F
Model 4 70
Error
Total 33 524   

What is DFE?

What percentage of the variation in the response variable is explained by the explanatory variables? (report as %)

What is the range for the p-value for the above?

Solutions

Expert Solution

Solution:

Given:

Source DF SS MS F
Model 4 70
Error
Total 33 524   

Part a) What is DFE?

DFE = Degrees of Freedom for Error

DFE = DF Total - DF Model

DFE = 33 - 4

DFE = 29

Part b) What percentage of the variation in the response variable is explained by the explanatory variables? (report as %)

Thus 13.36% of the variation in the response variable is explained by the explanatory variables.

Part c) What is the range for the p-value for the above?

First complete ANOVA table to get F value.

SSE = SST - SSR

SSE = 524 - 70

SSE = 454

MSR = SSR / DFR

MSR = 70 / 4

MSR = 17.5

MSE = SSE / DFE

MSE = 454 / 29

MSE = 15.66

Thus

F = MSR / MSE

F = 17.5 / 15.66

F = 1.12

Source DF SS MS F
Model 4 70 17.5 1.12
Error 29 454 15.66
Total 33 524   

Thus look in F table for df numerator = DFR = 4 and df denominator = DFE = 29 and find interval in which F = 1.12 fall then find corresponding right tailed area interval.

F = 1.12 < 2.15

Right tail area for F = 2.15 is 0.100

that means Right tail area for F = 1.12 > 0.100

Thus p-value > 0.100


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