In: Statistics and Probability
The following ANOVA table was obtained when estimating a multiple regression model. |
ANOVA | df | SS | MS | F | Significance F |
Regression | 2 | 188,246.80 | 94,123.40 | 35.2 | 9.04E-07 |
Residual | 17 | 45,457.32 | 2,673.96 | ||
Total | 19 | 233,704.10 | |||
a. | Calculate the standard error of the estimate. (Round your answer to 2 decimal places.) |
se |
b-1. | Calculate the coefficient of determination. (Round your answer to 4 decimal places.) |
Coefficient of determination |
b-2. | Interpret the coefficient of determination. |
|
c. | Calculate adjusted R2. (Round your answer to 4 decimal places.) |
Adjusted R2 |
|
Part a) :
The standard error of the estimate= Se = SQRT( MS of Residual /Df of Resudual .)
MS of residual = 2673.96 and df of residual = 17 .
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Part b)-1 ) Calculate the coefficient of determination.
Coefficient of determination denoted by , R2
Formula for R2 = SS Regression /SS total .
Coefficient of determination denoted by , R2 = 0.8055
b-2. Interpret the coefficient of determination.
The proportion of the variation in y that is explained by the regression model. |
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Part c ) Calculate adjusted R2.
p= number of parameter , N= total sample size
df for Regerssion =p - 1 and here df for regression is as 2
So , p - 1 = 2 ==>>>p = 3
And df for total =N-1 and here df for total =19 .
So , N-1 = 19 ==>>N= 20 .