A multiple regression analysis produced the following tables
A multiple regression analysis produced the following tables.
Predictor
Coefficients
Standard Error
t Statistic
p-value
Intercept
752.0833
336.3158
2.236241
0.042132
x1
11.87375
5.32047
2.231711
0.042493
x2
1.908183
0.662742
2.879226
0.01213
ANOVA
Source
Df
SS
MS
F
p-value
Regression
2
203693.3
101846.7
6.745406
0.010884
Residual
12
181184.1
15098.67
Total
14
384877.4
What is your overall hypothesis? Do you reject it at a = 5%? What about if a = 1%
What is the coefficient of determination?
What are your hypotheses about individual parameters? Do you reject them?
What is the standard error estimate?
| Predictor | Coefficients | Standard Error | t Statistic | p-value |
| Intercept | 752.0833 | 336.3158 | 2.236241 | 0.042132 |
| x1 | 11.87375 | 5.32047 | 2.231711 | 0.042493 |
| x2 | 1.908183 | 0.662742 | 2.879226 | 0.01213 |
Solution
1) Overall hypothesis
P value = 0.010
for a =5% because of P value of < 0.05
so we can reject Null hypothesis (Accpet Model)
but for a = 1% because of P value is > 0.01
We have to accept null hyphpothesis (Reject Model)
2)
Coeff. of Determination = 1 - SS_R/SS_Total
R^2 = (1 - 203693.3/384877.4)*100%
R^2 = 47.07%
3)
P value of rejecting X1 < 0.05
and also P value of rejecting X2 < 0.05
So we can reject both null hypothesis
So both parameters are significance
4) standard error of the estimate is the square root of the Residual Mean Square.
standard error of the estimate = sqrt(15098.67) = 122.87
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