In: Statistics and Probability
Consider the data.
|
xi |
1 | 2 | 3 | 4 | 5 |
|---|---|---|---|---|---|
|
yi |
3 | 7 | 5 | 10 | 13 |
(a)
Compute the mean square error using equation s2 = MSE =
| SSE |
| n − 2 |
. (Round your answer to two decimal places.)
(b)
Compute the standard error of the estimate using equation s =
| MSE |
=
|
. (Round your answer to three decimal places.)
(c)
Compute the estimated standard deviation of
b1
using equation sb1 =
| s | ||
|
. (Round your answer to three decimal places.)
(d)
Use the t test to test the following hypotheses (α = 0.05):
| H0: | β1 | = | 0 |
| Ha: | β1 | ≠ | 0 |
Find the value of the test statistic. (Round your answer to three decimal places.)
Find the p-value. (Round your answer to four decimal places.)
p-value =
State your conclusion.
Do not reject H0. We conclude that the relationship between x and y is significant.Do not reject H0. We cannot conclude that the relationship between x and y is significant. Reject H0. We conclude that the relationship between x and y is significant.Reject H0. We cannot conclude that the relationship between x and y is significant.
(e)
Use the F test to test the hypotheses in part (d) at a 0.05 level of significance. Present the results in the analysis of variance table format.
Set up the ANOVA table. (Round your values for MSE and F to two decimal places, and your p-value to three decimal places.)
| Source of Variation |
Sum of Squares |
Degrees of Freedom |
Mean Square |
F | p-value |
|---|---|---|---|---|---|
| Regression | |||||
| Error | |||||
| Total |
Find the value of the test statistic. (Round your answer to two decimal places.)
Find the p-value. (Round your answer to three decimal places.)
p-value =
State your conclusion.
Reject H0. We conclude that the relationship between x and y is significant.Do not reject H0. We cannot conclude that the relationship between x and y is significant. Reject H0. We cannot conclude that the relationship between x and y is significant.Do not reject H0. We conclude that the relationship between x and y is significant.
Solution :
Data -----> Data Analysis -----> Regression ---->OK
| SUMMARY OUTPUT | ||||||||
| Regression Statistics | ||||||||
| Multiple R | 0.914891 | |||||||
| R Square | 0.837025 | |||||||
| Adjusted R Square | 0.7827 | |||||||
| Standard Error | 1.852926 | |||||||
| Observations | 5 | |||||||
| ANOVA | ||||||||
| df | SS | MS | F | Significance F | ||||
| Regression | 1 | 52.9 | 52.9 | 15.40777 | 0.029422 | |||
| Error | 3 | 10.3 | 3.433333 | |||||
| Total | 4 | 63.2 | ||||||
| Coefficients | Standard Error | t Stat | P-value | Lower 95% | Upper 95% | Lower 95.0% | Upper 95.0% | |
| Intercept | 0.7 | 1.943365 | 0.3602 | 0.742564 | -5.48465 | 6.884654 | -5.48465 | 6.884654 |
| X Variable 1 | 2.3 | 0.585947 | 3.925273 | 0.029422 | 0.435257 | 4.164743 | 0.435257 | 4.164743 |
a)
From regression statistics,
s2 = MSE = SSE / n - 2 = 10.3/ 5-2 = 13.9 / 3
s2 = 3.43
b)
s = sqrt(MSE) = sqrt(SSE / n - 2) = sqrt(3.43)
s = 1.853
c)

d)
value of the test statistic

P value = 0.0294
Option C
Reject H0. We conclude that the relationship between x and y is significant.
e)
| ANOVA | |||||
| df | SS | MS | F | F p value | |
| Regression | 1 | 52.9 | 52.9 | 15.41 | 0.029 |
| Error | 3 | 10.3 | 3.43 | ||
| Total | 4 | 63.2 |
the value of the test statistic = 15.41
P value = 0.029
Option A
Reject H0. We conclude that the relationship between x and y is significant