In: Statistics and Probability
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?
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