Homework SourseThe following information regarding a dependent variable Y a
The following information regarding a dependent variable (Y) and an independent variable (X) is provided.
Y X
4 2
3 1
4 4
6 3
8 5
1). Compute SSE,SSR and SST
2). Compute coefficient of determination (r2)
Solution
Use the Data analysis in Excel for regression data. Below is the output achive from Excel data.
1.
SSE = 6.25, SSR = 3.75, SST = 6.25+3.75 = 10
2.
Coeffcient of determination = r^2 = 0.625
| SUMMARY OUTPUT | ||||||||
| Regression Statistics | ||||||||
| Multiple R | 0.790569415 | |||||||
| R Square | 0.625 | |||||||
| Adjusted R Square | 0.5 | |||||||
| Standard Error | 1.118033989 | |||||||
| Observations | 5 | |||||||
| ANOVA | ||||||||
| df | SS | MS | F | Significance F | ||||
| Regression | 1 | 6.25 | 6.25 | 5 | 0.111367155 | |||
| Residual | 3 | 3.75 | 1.25 | |||||
| Total | 4 | 10 | ||||||
| Coefficients | Standard Error | t Stat | P-value | Lower 95% | Upper 95% | Lower 95.0% | Upper 95.0% | |
| Intercept | -0.125 | 1.484292761 | -0.084215192 | 0.93819 | -4.848682013 | 4.598682013 | -4.84868 | 4.598682 |
| X Variable 1 | 0.625 | 0.279508497 | 2.236067977 | 0.111367 | -0.264520784 | 1.514520784 | -0.26452 | 1.514521 |
