Fox Module 12: Statistical inference for multiple regression HW

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SHEHLA

posted 14 Years Ago

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Do we use the formula at the bottom of page 109 to find the value of F statistic for part D

[NEAS: Use the top half of page 108; that is clearest.]

CalLadyQED

posted 14 Years Ago

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Re-read section 6.2.2, the answer is there. If you need review on hypothesis tests, consider looking at a college-level basic statistics text. (I've been refering to my old textbooks repeatedly during this class.) Hope that helps.

horshack

posted 14 Years Ago

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I am confused as to what part A is asking, can anyone help me understand the question?

[NEAS: The omnibus F-test considers whether all the beta parameters as a group are significant. (To test if each beta parameter individually is significant, we use the t-test.) In other words, do all the explanatory variables (X’s) combined significantly affect the response variable Y?

The null hypothesis is not explicitly specified, so we assume the null hypothesis is that all slope coefficients (all the betas) are zero.]

NEAS

posted 15 Years Ago

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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 (1.8K views, 34.00 KB)

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