Question
In: Statistics and Probability
ANOVA DF SS MS Regression 1 0.0994 0.0994 Residual 59 0.1412 0.0023 Total 50 0.2406 Coeff...
| ANOVA | |||
| DF | SS | MS | |
| Regression | 1 | 0.0994 | 0.0994 |
| Residual | 59 | 0.1412 | 0.0023 |
| Total | 50 | 0.2406 | |
| Coeff | Standard Error | ||
| Intercept | -0.013 | 0.0052 | |
| S&P 500 Returns | 14.135 | 0.1978 | |
What return on the stock would be expected if S&P 500 Return was -4%?
Give a 95% confidence interval for the coefficient for S&P 500 Returns.
Looking both at the specification of the model and at the estimated coefficient, how can you interpret the coefficient of S&P 500 Returns?
Solutions
orchestra answered 2 years agoRelated Solutions
Below is the ANOVA table for a linear regression analysis: Source SS df MS Lin Regression...
Below is the ANOVA table for a linear regression
analysis:
Source
SS
df
MS
Lin Regression
75
1
75
Residual
1500
60
25
Total
1575
61
(a) How many people were tested?
N = ________
(b) What are the tabled (α = .05) and calculated
F-values?
Ftabled = ___________
Fcalc = ___________
(c) What are the two possible values for the product
moment correlation (r)?
r = _______ or _______
(d) Without calculating the interval, will the 95%
confidence interval...
The following ANOVA table was obtained when estimating a multiple regression model. ANOVA df SS MS...
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.
The...
Source df SS MS F Significance of F Regression 207 (Given) Residual 16.59 (Given) Total Suppose...
Source
df
SS
MS
F
Significance of F
Regression
207 (Given)
Residual
16.59 (Given)
Total
Suppose that a multiple regression model was developed with a
sample of data of size 190 and 13 independent variables. One of the
13 independent variables is a qualtiative variable with 6 levels
for which necessary dummy variables were defined.
a)
The following is a partially complete ANOVA table for the
Multiple Regression analysis. Round Answer to 4 Decimal Places
ANOVA df SS MS F Significance F Regression 4 1917837 479459.2 7730.595 1.18E-24 Residual 15 930.3149...
ANOVA
df
SS
MS
F
Significance F
Regression
4
1917837
479459.2
7730.595
1.18E-24
Residual
15
930.3149
62.02099
Total
19
1918767
Coefficients
Standard Error
t Stat
P-value
Lower 95%
Upper 95%
Lower 95.0%
Upper 95.0%
Intercept
36.35267
17.99446
2.020215
0.061592
-2.00161
74.70694
-2.00161
74.70694
PAPER
1.15115
0.101065
11.3902
8.79E-09
0.935735
1.366565
0.935735
1.366565
MACHINE
1.710568
0.384347
4.450582
0.000467
0.891352
2.529785
0.891352
2.529785
OVERHEAD
0.63468
0.473494
1.340418
0.200059
-0.37455
1.643908
-0.37455
1.643908
LABOR
-0.03908
0.031298
-1.24858
0.230956
-0.10579
0.027632
-0.10579
0.027632
(a)...
C -- Given the following ANOVA table: Source DF SS MS F Regression 1 1,200.0 1,200.00...
C -- Given the following ANOVA table:
Source
DF
SS
MS
F
Regression
1
1,200.0
1,200.00
24.00
Error
12
600.0
50.00
Total
13
1,800.0
Determine the coefficient of determination. (Round your
answer to 3 decimal places.)
Assuming a direct relationship between the variables, what is
the correlation coefficient? (Round your answer to 2
decimal places.)
Determine the standard error of estimate. (Round your
answer to 2 decimal places.)
D -- A consumer buying cooperative tested the effective heating
area of...
Shown below is a partial Excel output from a regression analysis. ANOVA df SS MS F...
Shown below is a partial Excel output from a regression
analysis.
ANOVA
df
SS
MS
F
Regression
60
Residual
Total
19
140
Coefficients
Standard Error
Intercept
10.00
2.00
x1
-2.00
1.50
x2
6.00
2.00
x3
-4.00
1.00
a.
Use the above results and write the regression equation. [4
Marks]
b.
Compute the coefficient of determination and fully interpret its
meaning. [4 Marks]
c.
Is the regression model significant? Perform the test at let α =
0.05. [4 Marks]
d.
At...
Shown below is a partial Excel output from a regression analysis. ANOVA df SS MS F...
Shown below is a partial Excel output from a regression
analysis.
ANOVA
df
SS
MS
F
Regression
60
Residual
Total
19
140
Coefficients
Standard Error
Intercept
10.00
2.00
x1
-2.00
1.50
x2
6.00
2.00
x3
-4.00
1.00
a.
Use the above results and write the regression equation. [4
Marks]
b.
Compute the coefficient of determination and fully interpret its
meaning. [4 Marks]
c.
Is the regression model significant? Perform the test at let α =
0.05. [4 Marks]
d.
At...
Refer to the ANOVA table for this regression. Source SS d.f. MS Regression 1,035,678 15...
Refer to the ANOVA table for this regression.
Source
SS
d.f.
MS
Regression
1,035,678
15
69,045
Residual
1,415,013
35
40,429
Total
2,450,691
50
(a)
State the degrees of freedom for the F test for overall
significance.
The degrees of freedom for regression are ________
and for error ______ .
(b)
Use Appendix F to look up the critical value of F for
α = .05. (Round your answer to 2 decimal
places.)
F.05
(c-1)...
Find the missing values in the following ANOVA Table Source of Variation Df SS MS F...
Find the missing values in the following ANOVA Table
Source of Variation
Df
SS
MS
F
Between
3
b
1.56
5.73
Within
a
4.36
c
Total
19
a. What is the total sample size? How many groups are there?
b. If α = 0.025 will you reject Ho? Show your reasoning.
b) Fill in the missing entries in the ANOVA table below. Source df SS MS F...
b) Fill in the missing entries in the ANOVA table below.
Source
df
SS
MS
F
Regression
8
3.365
Error
6
10.825
Total
14
c) Is there evidence to support that the model is significant?
Test using ?=0.05α=0.05.
1. ?0:?1=...=?8H0:β1=...=β8 vs ??:Ha: At least one ?β differs from
0.
2. Test statistic: F =
3. Critical value: ??Fα =
4. Conclusion: ?0H0. (Type either Reject or Fail to
reject)
There evidence that the part of the model which concerns
the departments is...
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