In: Statistics and Probability
You may need to use the appropriate technology to answer this question.
In a regression analysis involving 27 observations, the following estimated regression equation was developed.
ŷ = 25.2 + 5.5x1
For this estimated regression equation SST = 1,500 and SSE = 590.
(a)
At α = 0.05, test whether
x1
is significant.
State the null and alternative hypotheses.
H0: β1 ≠ 0
Ha: β1 =
0H0: β1 = 0
Ha: β1 ≠
0 H0:
β0 ≠ 0
Ha: β0 =
0H0: β0 = 0
Ha: β0 ≠ 0
Find the value of the test statistic. (Round your answer to two decimal places.)
F =
Find the p-value. (Round your answer to three decimal places.)
p-value =
Is x1 significant?
Do not reject H0. We conclude that x1 is not significant.Reject H0. We conclude that x1 is not significant. Reject H0. We conclude that x1 is significant.Do not reject H0. We conclude that x1 is significant.
Suppose that variables
x2 and x3
are added to the model and the following regression equation is obtained.
ŷ = 16.3 + 2.3x1 + 12.1x2 − 5.8x3
For this estimated regression equation SST = 1,500 and SSE = 100.
(b)
Use an F test and a 0.05 level of significance to determine whether
x2 and x3
contribute significantly to the model.
State the null and alternative hypotheses.
H0: One or more of the parameters is not
equal to zero.
Ha: β2 =
β3 = 0H0:
β2 = β3 = 0
Ha: One or more of the parameters is not equal
to zero. H0:
β1 ≠ 0
Ha: β1 =
0H0: β1 = 0
Ha: β1 ≠ 0
Find the value of the test statistic.
Find the p-value. (Round your answer to three decimal places.)
p-value =
Is the addition of x2 and x3 significant?
Do not reject H0. We conclude that the addition of variables x2 and x3 is not significant.Reject H0. We conclude that the addition of variables x2 and x3 is not significant. Do not reject H0. We conclude that the addition of variables x2 and x3 is significant.Reject H0. We conclude that the addition of variables x2 and x3 is significant.
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