Question

In: Statistics and Probability

Complete the following answers to the ANOVA summary table for a simple linear regression. SSError=120, SST=480,...

Complete the following answers to the ANOVA summary table for a simple linear regression. SSError=120, SST=480, and dfT=7.

Source

SS

df

MS

F

Regression

     

      

Error

120

Total

480

7

SSRegression=?

dfRegression=?

dfError=?

MSRegression=?

MSError=?

F=?

What proportion of variation is accounted for by the simple linear regression?

Solutions

Expert Solution

Solution:

Given:

SSError=120, SST=480, and dfT=7.

We have to complete ANOVA table:

SSRegression=...........?

SSRegression= SST   - SSError

SSRegression= 480 - 120

SSRegression= 360

dfRegression= ........?

Since this is simple linear regression problem, thus k = number of independent variables = 1

thus

dfRegression= k

dfRegression= 1

thus

dfError= dfT  - dfRegression   

dfError= 7 - 1

dfError= 6

MSRegression=...........?

MSRegression= SSRegression / dfRegression   

MSRegression= 360 / 1

MSRegression= 360

MSError=............?

MSError= SSError / dfError  

MSError= 120 / 6

MSError= 20

F= MSRegression / MSError  

F = 360 / 20

F = 18

Thus

Source SS df MS F
Regression 360 1 360 18
Error 120 6 20
Total 480 7

What proportion of variation is accounted for by the simple linear regression?

That is find Coefficient of determination, that is R2  

Thus 75% of variation is accounted for by the simple linear regression


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