In: Math
Consider the following table:
Source | SS | DF | MS | Test Statistic |
---|---|---|---|---|
Regression | ? | 7 | 1.38 | |
Error | 4834.32 | |||
Total | 8718.2 | 19 |
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Calculate the Sum of Squared Regression. Round your answer to two decimal places, if necessary.
Calculate the Degrees of Freedom among Regression.
Calculate the Mean Squared Regression. Round your answer to two decimal places, if necessary.
Calculate the value of the test statistic. Round your answer to two decimal places, if necessary.
How much of the variation in the dependent variable is explained by the regression? Round your answer to two decimal places, if necessary.
What proportion of the variation is explained by the regression? Round your answer to two decimal places, if necessary.
What is the estimated variance of the error terms? Round your answer to two decimal places, if necessary.
What is the total variability of the dependent variable? Round your answer to two decimal places, if necessary.
What is the variance of the dependent variable? Round your answer to two decimal places, if necessary.
AS per company policies, I am answering 4 parts only.
1)
SSR = ?
I know that SST = SSR + SSE
hence, SSR = SST-SSE =
SSR = =8718.2-4834.32
SSR = 3883.88
2)
df_ regression = 7 (given)
df_error = n-k = 12
sd_total = 19
3)
MS_regression = SSR/df_R
MSR = =3883.88/7
MSR = 554.84
4)
Test Statistic, F = MSR/MSE
Consider, MSE = SSE/df_E = 4834.32/12 = 402.86
F = =554.84/402.86
F = 1.38
5)
coefficint of determination tells the variation in the dependent
variable which is expalined by independent variables in
model
R^2 = SSR/SST
R^2 = =3883.88/8718.2
R^2 = 0.45