In: Statistics and Probability
Using software with the given data, find and interpret the multiple correlation and Upper R squared for the relationship between yequalscollege GPA, x 1equalshigh school GPA, and x 2equalsstudy time. Use both interpretations of Upper R squared as the reduction in prediction error and the percentage of the variability explained.
CGPA;HSGPA;Study Time
3.31;3.90;6
3.12;3.80;2
3.62;3.02;4
3.53;3.91;3
3.48;3.58;5
3.76;3.21;3
3.50;3.79;3
2.79;3.17;7
2.88;3.52;5
3.26;3.79;5
3.55;3.89;5
3.48;3.81;6
3.96;3.99;10
2.59;3.30;4
3.50;3.67;10
3.96;3.88;3
3.75;3.48;3
3.66;3.93;3
3.76;4.00;5
3.91;3.51;3
3.10;3.77;2
3.14;3.90;7
3.79;3.50;7
3.68;3.79;4
3.85;3.98;3
3.29;3.48;4
3.12;2.55;11
2.97;3.82;5
4.00;3.99;7
3.79;4.00;5
3.98;4.00;3
3.51;3.80;7
3.98;3.98;5
3.76;3.98;7
3.92;3.98;4
3.80;3.99;2
3.81;3.97;3
3.87;3.85;5
3.89;3.97;10
3.91;3.99;2
3.94;3.88;11
3.99;3.99;5
3.70;3.98;4
3.74;3.99;3
3.96;3.97;4
3.83;3.98;4
3.75;3.98;4
3.93;3.99;5
3.75;3.97;15
3.66;3.70;5
3.82;3.75;4
4.00;3.92;4
3.21;3.91;5
3.58;3.87;6
3.72;3.97;6
3.75;3.94;3
3.80;3.98;3
3.71;3.99;2
2.51;3.59;2
A) Identify the value of R^2, as a decimal, from the output. Find the positive square root of R^2.
B) Find and interpret the multiple correlation and R^2 for the relationship between
y=college GPA, x1=high school GPA, and x2=study time. Use both interpretations of R^2
as the reduction in prediction error and the percentage of the variability explained.
Multiple Regressio output using EXCEL
let us assume that linaer equation will be
where y = College GPA, x1 = High School GPA, x2 = study time
A)
Regression Statistics | |||||
Multiple R | 0.50 | ||||
R Square | 0.25 | ||||
Adjusted R Square | 0.23 | ||||
Standard Error | 0.32 | ||||
Observations | 59 | ||||
ANOVA | |||||
df | SS | MS | F | Significance F | |
Regression | 2 | 1.94 | 0.97 | 9.57 | 0.000266 |
Residual | 56 | 5.69 | 0.10 | ||
Total | 58 | 7.63 | |||
Coefficients | Standard Error | t Stat | P-value | ||
Intercept | 1.08 | 0.58 | 1.87 | 0.066972 | |
HSGPA | 0.65 | 0.15 | 4.37 | 5.42E-05 | |
Study Time | 0.01 | 0.02 | 0.76 | 0.452375 |
R2 for the above given data for the equation from thge table is 0.25
and positive square root of R2. = positive square root of (0.25) = 0.5
R2 = 0.254 mean the model explains the 25% varaibiltiy of the data.
B) Multiple correlation (EXCEL Results)
CGPA | HSGPA | Study Time | |
CGPA | 1.000 | 0.497 | 0.024 |
HSGPA | 0.497 | 1.000 | -0.127 |
Study Time | 0.024 | -0.127 | 1.000 |
from the Multiple correlation results we can see that
correlation coefficient for CGPA vs HSGPA = 0.497
CGPA vs STUDY Time = 0.024 ( no linear relation ship)
HSGPA vs STUDY Time = -0.127 ( negative and and relation is not linear)
The correlation values between the variables (CGPA, HSGPA and Study time) are systematically low. This result indicates that the observed variables in each dataset do not share a large amount of variance.