J Q5. A regression analysis was applied in order to determine the relationship b
ID: 2949572 • Letter: J
Question
J Q5. A regression analysis was applied in order to determine the relationship between a dependent variable and 4 independent variables. The following information was obtained from the regression analysis. R Square 0.80 SSR 680 Total number of observations n = 45 a. Fill in the blanks in the following ANOVA table b. At ?-0.05 level of significance, test to determine if the model is significant. Source of Variation Regression Error (Residual) Sum of Squares Mean Squares Degrees of Freedom Total (17marks)Explanation / Answer
completing above table on basis of given information
df(regression)=independent variables-1=4-1=3
df(total)=n-1=45-1=44
df(error)=44-3=41
SS(total)=SSR/R2 =680/0.8=850
SSE =SST-SSR=850-680=170
MSR=SSR/df(regression)=680/3=226.67
MSE =SS(error)/df(error)=170/41=4.14
F test statistic =MSR/MSE =54.67
for (3,41) degree of freedom and 0.05 level critical value of F =2.83
as test statsitic F=54.67 is in rejection region; we reject null hypothesis
we have sufficient evidence at 0.05 level to conclude that mdel is significant
Source df SS MS F regression 3 680 226.67 54.67 error 41 170 4.15 total 44 850Related Questions
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