In: Statistics and Probability
a) A sample of 8 observations collected in a regression study on two variables, x(independent variable) and y(dependent variable). The sample resulted in the following data.
SSR=66, SST=86
Calculate an unbiased estimate of the variance of the error term epsilon.
b) A sample of 11 observations collected in a regression study on two variables, x(independent variable) and y(dependent variable). The sample resulted in the following data.
SSE=22, SSR=64
Calculate the coefficient of determination for the developed estimated regression equation.
c) A sample of 11 observations collected in a regression study on two variables, x(independent variable) and y(dependent variable). The sample resulted in the following data.
SSR=76, SST=83, summation (x_i-xbar)2=25, summation (x_i-xbar)(y_i-ybar)=49.
Calculate the t test statistics to determine whether a statistically linear relationship exists between x and y.
d)
A sample of 8 observations collected in a regression study on two variables, x(independent variable) and y(dependent variable). The sample resulted in the following data.
SSR=73, SST=86
Calculate the F test statistics to determine whether a statistically linear relationship exists between x and y.