In: Statistics and Probability
1.
Following is the R output when fitting regression model of X= miles run per week and Y= weight loss after a year.
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 64.28 8.11 7.93 0.015 *
X 1.23 0.63 1.96 0.188
-----------------
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’
1
Residual standard error: 6.773 on 2 degrees of
freedom
Multiple R-squared: 0.6586, Adjusted R-squared:
0.4879
F-statistic: 3.858 on 1 and 2 DF, p-value: 0.1885
Find the Slope of the regression line.
2.
Following is the R output when fitting regression model of X= miles run per week and Y= weight loss after a year.
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 64.28 8.11 7.93 0.015 *
X 1.23 0.63 1.96 0.188
-----------------
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’
1
Residual standard error: 6.773 on 2 degrees of
freedom
Multiple R-squared: 0.6586, Adjusted R-squared:
0.4879
F-statistic: 3.858 on 1 and 2 DF, p-value: 0.1885
Test the Hypothesis that Slope of the regression line is not zero. Use α=5%
3.
Which test we need to use in order to test hypotheses in multiple regression given below:
Model: Y= β0+ β1X1+ β2X2 +β3X3+β4X4 + ε β0+ β1X1+ β2X2 +β3X3+β4X4 + ε
Hypotheses
H0 : β1=β2=β3=β4=0H1 : βi≠0 for at least one βi
4.
Which test we need to use in order to test hypotheses in multiple regression given below:
Model: Y= β0+ β1X1+ β2X2 +β3X3+β4X4 + ε β0+ β1X1+ β2X2 +β3X3+β4X4 + ε
Hypotheses:
H0 : β2=0H1 : β2≠0
Solution :
1) The slope of the regression line is
2) To test the hypothesis
. Vs.
Test Statistics
Where
t = 1.96
P value = 0.188
Fail to rejecte Ho
There is no linear relationship between X and Y
X does not contribute significantly to the model.
3) To test the hypothesis
Vs. . For at least one i..
In multiple regression analysis we used test for significance of regression coefficients.
Inshort F test is used.
The test for significance is test to determine the there is linear relationship between response Y and any of the regressor variable x1 ,x2,x3 and x4.
4)To test the hypothesis
Vs.
In multiple regression model we used test on individual regression coefficients or t test
This test determine the linear relationship between response Y and regressor variable x2 .