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2. The print out below pertains to a regression analyses. E E E E E E X X X X X

ID: 3223600 • Letter: 2

Question

2. The print out below pertains to a regression analyses. E E E E E E X X X X X X 1 1 1 1 1 1 2 2 2 2 2 2 1 1 1 1 1 1 0 0 0 0 0 0 9 9 9 9 9 9 X X x x x X Mallows Vars R-sq R-sq (ad 99.0 103.9 50.860 1 99.0 99.00 104.7 51.005 X 1 99.0 26.8 33.979 X 99.5 2 99.6 65.3 43.423 X X 99.3 99.3 7.6 27.821 X X 99.7 3 99.7 8.1 27.969 X 99.7 5.7 26.769 X X X X 99.7 4 99.7 X X X 6.9 27.203 X 99.7 4 99.7 5.7 26 380 X X X X X 99.7 5 99.8 7.2 26.962 X X X X X 99.7 5 99.8 7.0 26.511 X X X X X X 99.7 6 99.8 MS SS DF Source A 9908842 Regression Residual Error 33 23194 703 39 9932036 Total This is the ANOVA for the best subset regression above Please complete A B, C, and D Write similar anova summary for best two factor and four factor models?

Explanation / Answer

For given ANOVa we have

A=39-33=6 , B=9908842/6 , C=1651473.667/23194 =2349.18018, D=FDIST(2349.18018,6,33)

BEst two factor ANOVA contains predicotr 1 and 6 as it has high R-square and low s so that ANOVa is as follows:

df of SSR=2 as two predicotrs

df total=same as above=39

df of SSE=39-2=37

SST=same as above ANOVA=9932036,

MSE=s*s=33.979*33.979, SSE=MSE*37=42719.18032 ,SSR=SST-SSE=9932036-42719.18032=9889316.82, MSR=SSR/2, F=MSR/MSE, D=FDIST(4282.67489,2,37)

The best 4 factor model contains predicotrs 1,3,5,6 and so ANOVa is as follows:

df of SSR=4 as four predicotrs

df total=same as above=39

df of SSE=39-4=35

SST=same as above ANOVA=9932036,

MSE=s*s=26.769*26.769, SSE=MSE*35=716.579361*35 ,SSR=SST-SSE=9932036-25080.27764, MSR=SSR/2, F=MSR/MSE, D=FDIST(3456.33584,4,35)

Source DF SS MS F P Regression 6 9908842 1651473.667 2349.18018 6.11466E-42 Residual Error 33 23194 703 Total 39 9932036
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