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In: Math

Consider the following table: Source SS DF MS Test Statistic Regression ? 7    1.38 Error...

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.

Solutions

Expert Solution

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


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