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