In: Statistics and Probability
A 10-year study conducted by the American Heart Association provided data on how age, systolic blood pressure relate to the risk of strokes. Data from a portion of this study follow. Risk is interpreted as the probability (times 100) that a person will have a stroke over the next 10-year period. Find the F test statistic for the significance of the regression model (Round to 2 decimals).
Answer :
1) We have to find adjusted R-squared
The adjusted R-squared is a modified version of R-squared that has been adjusted for the number of predictors in the model.
R-Squared coefficient (R^2)= | 0.5370.537 |
Sample Size (n)= | 2020 |
Number of Predictors (k)= | 2 |
We need to compute the Adjusted R-Squared coefficient. Given that we know R^2R2, we can get directly the Adjusted R-Squared coefficient, using the following formula:
Adj. R^2 = 1- [ ((1- R ^2 ) ( n-1 )) / n-k-1 ]
=0.4825
Therefore, based on the sample data provided, it is found that the adjusted R-squared coefficient is Adj. R^2 = 0.4825 , which indicates that approximately 48.25% of the variation in the dependent variable is explained by this linear regression model.
2)
SSTotal = Total Sums of Squares
SSA = Explanatory Variable A's Sums of Squares
Also called sums of squares for the treatment, regression, or model.
SSE = Error (Residual) Sums of Squares
Also called the sums of squares for the residuals.
SSTotal = SSA + SSE.
These results are put together using a ratio to define the ANOVA F-statistic (also called the F-ratio) as
F = MSA/MSError.
Source | DF | Sums of Squares | Mean Squares | F-ratio | P-value |
Variable A | J-1 | SSA | MSA = SSA/(J-1) | F=MSA/MSE | Right tail of F(J-1,N-J) |
Residuals | N-J | SSE | MSE =SSE/(N-J) | ||
Total | N-1 | SSTotal |
Now ,
we know , R square = 0.537 , SSE = 1940.696
R square = 1- ( SSE / SST )
0.537 = 1 - ( 1940.696 / SST )
SST =4191.5680
and
SSTotal = SSA + SSE.
4191.5680 = SSA + 1940.696
SSA = 2250.872
Now ,
MSA = SSA/(J-1)
= 2250.872 / 2
= 1125 . 436
&
MSError = SSError/(N-J)
= 1940.696 / 17
= 114.1585
Hence ,
F = MSA / MSError
= 1125 . 436 / 114.1585
= 9.8585
Hence F statistic for significance of regression model is 9.85
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