Fox Module 12: Statistical inference for multiple regression HW

View Options

Author

Message

NEAS

posted 16 Years Ago

Supreme Being

Group: Administrators
Posts: 4.5K, Visits: 1.6K

Module 12: Statistical inference for multiple regression

(The attached PDF file has better formatting.)

Homework assignment: F test and analysis of variance

This homework assignment continues the scenario in Module 9.

We regress the Y values on the X₁ and X₂ values in the table below.

X₁	X₂	Y	X₁	X₂	Y	X₁	X₂	Y	X₁	X₂	Y
1	1	-0.395	1	2	-1.705	1	3	-2.942	1	4	-3.634
2	1	1.942	2	2	0.964	2	3	-2.463	2	4	-1.349
3	1	1.717	3	2	0.206	3	3	0.397	3	4	-0.982
4	1	2.258	4	2	2.908	4	3	-0.092	4	4	-0.235

A. What is the null hypothesis for the omnibus F test?

B. What are the total sum of squares (TSS), regression sum of squares (ResSS), and residual sum of squares (RSS)?

C. What are the degrees of freedom for the residual sum of squares and regression sum of squares?

D. What is the value of the F statistic?

E. What is the p value for this F statistic?

A. Show the formulas and the computations for Parts A through D.

B. Use Excel or other statistical software to find the p value in Part E.

Attachments

Fox Module 12 F test ANOVA HW.pdf (1.9K views, 34.00 KB)

lms0123

posted 13 Years Ago

Forum Newbie

Group: Forum Members
Posts: 6, Visits: 46

I am using Excel's Toolpack Regression data analysis tool and the "Observations" are one less than the actual. I tried using it on this homework as well as Module 11 and I am not getting the correct results. Has anyone else had this problem? I'm worried because the next module specifically states to use software to run the regression and I'm afraid my results will not be correct.

EDIT: Nevermind the header needs to be included.

Edited 13 Years Ago by lms0123

Merge into selected topic...

Merge into merge target...

Merge into a specific topic ID...

Threaded View

Fox Module 12: Statistical inference for multiple regression HW

NEAS - 16 Years Ago

I am confused as to what part A is asking, can anyone help me...

horshack - 15 Years Ago

Re-read section 6.2.2, the answer is there. If you need review on...

CalLadyQED - 15 Years Ago

Do we use the formula at the bottom of page 109 to find the value of F...

SHEHLA - 15 Years Ago

I think you use the formula at the top of page 108. I'm a bit...

noturbizniss - 15 Years Ago

I need some help on part E. I'm not sure how to get the p-value for...

Michelle2010 - 15 Years Ago

When you run the regression in excel it gives you the ANOVA and the F...

noturbizniss - 15 Years Ago

So I don't see how everyone is getting 33. I have TSS = 54.52, RSS =...

kelmr2003 - 15 Years Ago

You have all the right numbers, just labeled wrong I think....

mueller1 - 15 Years Ago

I looked at the old text, Regression Analysis, Module 4, "Analysis of...

inani - 14 Years Ago

Im not really sure how to do part D. Is it different than part A?...

Jeffryfl - 14 Years Ago

When looking for the p-value for the F-statistic, do you use the...

smh1021 - 13 Years Ago

I am using Excel's Toolpack Regression data analysis tool and the...

lms0123 - 13 Years Ago

I'm not sure what others have done, but this is what I did: For part...

Adversely Selected - 13 Years Ago

Reading This Topic



1 active, 1 guest, 0 members, 0 anonymous
No members currently viewing this topic!