Fox Module 12: Statistical inference for multiple regression HW


Fox Module 12: Statistical inference for multiple regression HW

Author
Message
Adversely Selected
Forum Newbie
Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)Forum Newbie (2 reputation)

Group: Forum Members
Posts: 2, Visits: 38
I'm not sure what others have done, but this is what I did:

For part B I used what I got in excel from homework 9:
TSS = 59.8696
RegSS = 52.1604
RSS = 7.7092

C: df for RSS = 7, df for RegSS = 2

D: F0 = (RegSS/2) / (RSS/7) = 23.681

E: using excel =FDIST(23.681,2,7) = 0.000766
lms0123
Forum Newbie
Forum Newbie (6 reputation)Forum Newbie (6 reputation)Forum Newbie (6 reputation)Forum Newbie (6 reputation)Forum Newbie (6 reputation)Forum Newbie (6 reputation)Forum Newbie (6 reputation)Forum Newbie (6 reputation)Forum Newbie (6 reputation)

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 12 Years Ago by lms0123
smh1021
Forum Newbie
Forum Newbie (9 reputation)Forum Newbie (9 reputation)Forum Newbie (9 reputation)Forum Newbie (9 reputation)Forum Newbie (9 reputation)Forum Newbie (9 reputation)Forum Newbie (9 reputation)Forum Newbie (9 reputation)Forum Newbie (9 reputation)

Group: Forum Members
Posts: 9, Visits: 1

When looking for the p-value for the F-statistic, do you use the p-value column in Excel that corresponds to the intercept, x1, or x2 or do you use the cell labeled Significance F?


Jeffryfl
Junior Member
Junior Member (10 reputation)Junior Member (10 reputation)Junior Member (10 reputation)Junior Member (10 reputation)Junior Member (10 reputation)Junior Member (10 reputation)Junior Member (10 reputation)Junior Member (10 reputation)Junior Member (10 reputation)

Group: Forum Members
Posts: 11, Visits: 1
Im not really sure how to do part D. Is it different than part A? With the information given, I just dont understand
inani
Forum Newbie
Forum Newbie (6 reputation)Forum Newbie (6 reputation)Forum Newbie (6 reputation)Forum Newbie (6 reputation)Forum Newbie (6 reputation)Forum Newbie (6 reputation)Forum Newbie (6 reputation)Forum Newbie (6 reputation)Forum Newbie (6 reputation)

Group: Forum Members
Posts: 5, Visits: 1
I looked at the old text, Regression Analysis, Module 4, "Analysis of variance"
Practice Problems: P-value

It explains how to use the excel function TDIST and TINV. I copy paste the notes below:

Calculating p-values:

Many of the values in the statistical tables in the textbook can be obtained by Excel functions. To find a p-value, use the Excel built-in function TDIST.
Click on the function icon.

Choose the function TDIST. You can search in the statistical functions or you can type in the name. You can also type a related word, such as STUDENT, and Excel shows the three built-in functions for the t distribution.

Click on the function name. Excel puts up a screen asking for three values:
~ The X value, which is the number of standard deviations.
~ The degrees of freedom, which is the number of data points minus the number of explanatory variables.
~ The tails: 2 for a two sided test and 1 for a one-sided test.

To check that you are using this function correctly, enter values for which you know the answer. For example, use 1.96 standard deviations, 10,000 degrees of freedom, and a two sided test. You should get a p-value of 5%. Excel may give you a value of 0.049999,depending on the number of decimal places you are using.

Excel also have a TINV built-in function, which does the reverse conversion: from the pvalue and the degrees of freedom, you obtain the number of standard deviations.

If you read this note carefully, p-value is calculated using TDIST(TINV,degreeOfFreedom,Tail) not TDIST(t-statistic,degreeOfFreedom,tail)

[NEAS: Using Excel’s built-in functions will help you understand the material. To check that you use them correctly, use the regression add-in. This is an add-in, not a built-in function. Excel help says:

 

“Use the Analysis ToolPak to perform complex data analysis: If you need to develop complex statistical or engineering analyses, you can save steps and time by using the Analysis ToolPak. You provide the data and parameters for each analysis, and the tool uses the appropriate statistical or engineering macro functions to calculate and display the results in an output table. Some tools generate charts in addition to output tables. To use the Analysis ToolPak, click Data Analysis in the Analysis group on the Data tab. If the Data Analysis command is not available, you need to load the Analysis ToolPak add-in program.”]


mueller1
Forum Newbie
Forum Newbie (1 reputation)Forum Newbie (1 reputation)Forum Newbie (1 reputation)Forum Newbie (1 reputation)Forum Newbie (1 reputation)Forum Newbie (1 reputation)Forum Newbie (1 reputation)Forum Newbie (1 reputation)Forum Newbie (1 reputation)

Group: Forum Members
Posts: 1, Visits: 1

You have all the right numbers, just labeled wrong I think.  RegSS=45.61 and RSS=8.9.    Then (45.61/2)/(8.9/13) = 33.3.  Hope that helps.


kelmr2003
Forum Newbie
Forum Newbie (3 reputation)Forum Newbie (3 reputation)Forum Newbie (3 reputation)Forum Newbie (3 reputation)Forum Newbie (3 reputation)Forum Newbie (3 reputation)Forum Newbie (3 reputation)Forum Newbie (3 reputation)Forum Newbie (3 reputation)

Group: Forum Members
Posts: 2, Visits: 1

So I don't see how everyone is getting 33.  I have TSS = 54.52, RSS = 45.61, RegSS = 8.91.  This yields F = (8.91/2)/(45.61/13) = 1.27.  I don't know what I'm doing wrong.  Please help, thanks.


noturbizniss
Junior Member
Junior Member (24 reputation)Junior Member (24 reputation)Junior Member (24 reputation)Junior Member (24 reputation)Junior Member (24 reputation)Junior Member (24 reputation)Junior Member (24 reputation)Junior Member (24 reputation)Junior Member (24 reputation)

Group: Forum Members
Posts: 13, Visits: 3
When you run the regression in excel it gives you the ANOVA and the F stat is in that section of the table. I got 33.2919..., and the next column, "significant F" is the p value.
Also,
the practice problem specifically says the square root rule applies to 2 variable regression, and this problem is 3 variable (X1 X2 and Y), so the t stats are slightly different for this problem.
Michelle2010
Junior Member
Junior Member (19 reputation)Junior Member (19 reputation)Junior Member (19 reputation)Junior Member (19 reputation)Junior Member (19 reputation)Junior Member (19 reputation)Junior Member (19 reputation)Junior Member (19 reputation)Junior Member (19 reputation)

Group: Forum Members
Posts: 18, Visits: 1

I need some help on part E.  I'm not sure how to get the p-value for this hypothesis test, and unless I'm confused, I don't believe there is anyway to get it out of the regression option in Excel's analysis toolpak.

The only other way I see to use in Excel for calculating p-values needs the t-value as an input.  It is TDIST(t-statistic, degrees of freedom, number of tails).

Using the formula at the bottom of page 109, F0= {(RegSS1 - RegSS0)/q}/{RSS1/(n-k-1)}, I calculated F0=33.29.

I see in the solution to practice problem 1.2 from "Module 12: Statistical Inference for Multiple Linear Regression" that "in the two-variable regression model, the t statistic is the square root of the F ratio."  I therefore concluded that the t-statistic = +- the square root of 33.29 = +-5.7697.  I calculated the degrees of freedom as n-k-1 = 16-2-1=13.  I then computed the p-value by typing TDIST = (5.7697, 13, 2) in excel : .0001. 

Did I approach the problem correctly?  Also, why does excel give me an error when I attempt to enter the negative t-statistic (TDIST = (-5.7697, 13, 2))?

[NEAS: What you did is correct for one explanatory variable. It is simpler to use the regression add-in, which give p-values for coefficients and for F statistics. You need the regression add-in to easily do multiple regression for the student project. Click on the Tools menu, then data analysis, then regression.]

 

 


noturbizniss
Junior Member
Junior Member (24 reputation)Junior Member (24 reputation)Junior Member (24 reputation)Junior Member (24 reputation)Junior Member (24 reputation)Junior Member (24 reputation)Junior Member (24 reputation)Junior Member (24 reputation)Junior Member (24 reputation)

Group: Forum Members
Posts: 13, Visits: 3
I think you use the formula at the top of page 108.

I'm a bit confused on part A...Help?

Are we just supposed to write down the formula on top of page 108?
GO
Merge Selected
Merge into selected topic...



Merge into merge target...



Merge into a specific topic ID...





Reading This Topic


Login
Existing Account
Email Address:


Password:


Social Logins

  • Login with twitter
  • Login with twitter
Select a Forum....











































































































































































































































Neas-Seminars

Search