(a) A linear regression model was fitted to systolic blood pressure (sbp) of the
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Question
(a) A linear regression model was fitted to systolic blood pressure (sbp) of the low birth weight data. Part of the result is listed below.
. reg sbp gestage female
Number of obs = 100
Prob > F = 0.0154
R-squared = 0.0825
Adj R-squared = 0.0636
Root MSE = 11.035
Source | SS df MS
-------------+------------------------------
Model | 1061.73458 2 530.867291
Residual | 11811.6254 97 121.769334
-------------+------------------------------
Total | 12873.36 99 130.033939
Based on the above result, how much variation of the data is explained by the regression model?
1. 0.0154
2. 0.0825
3. 0.0636
4. 0.0000
(b) Continued from (a). What test can be used to evaluate the WHOLE model? Don't forget to specify the degrees of freedom for the associated distribution.
1. F test based on F(2, 97) distribution
2. t test based on t(97) distribution
3. Chi-square test based on Chi-square(99)
4. Z test based on N(0,1)
(c) Continued from (a) and (b). What's the value of the test statistic for evaluating the whole model? (You need to do some simple calculation based on the ANOVA table to find the test statistic).
1. 4.36
2. 1061.74
3. 530.87
4. 121.77
(d) Continued from (a) to (c). What's the p-value of the test?
1. 0.0636
2. 0.05
3. 0.0825
4. 0.0154
(e) Continued from (a) to (d) . The estimated regression coefficients are listed below. Which independent variable is significantly correlated with SBP at a significance level of 5%? Female is the female indicator, i.e. 1 if gender=female and 0 if gender=male.
sbp | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
gestage | 1.262588 .4376449 2.88 0.005 .3939838 2.131192
Female | 1.356308 2.223097 0.61 0.543 -3.055924 5.76854
_cons | 10.00706 12.72274 0.79 0.433 -15.24406 35.25818
------------------------------------------------------------------------------
1. gestage
2. female
3. none
(f) Continued from (a) to (e). Use the fitted model to predict the systolic blood pressure (sbp) for a 35 week male, where Female is the female indicator, i.e. 1 if gender=female and 0 if gender=male.
1.10.00706
2. 54.19764
3. 55.553948
4. 12.625956
Explanation / Answer
a) 2) 0.0825
b) 1) F test based on F(2, 97) distribution
c) 1)
530.867291 / 121.769334
=4.35
d) 4) 0.0154
e) 1) gestage (because p value for this variable is less than 0.05)
f) 2)
SBP = 10.00706 + 1.262588 gestage + 1.356308 gender
thus SBP for 35 wee men = 10.00706 + 1.262588 * 35 + 1.356308 *0
= 54.19
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