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Q.3 An analyst is concerned with setting the rates of car insurance premiums for

ID: 3363883 • Letter: Q

Question

Q.3           An analyst is concerned with setting the rates of car insurance premiums for different counties in a particular state. The following model estimates various insurance rates based on a number of variables.

Y=Bo + b1x1+b2x2+b3x3+b4x4=e

Where

Y= insurance premiums for each county

X1= expenditures on road improvements

X2= number of DUI/DWI arrests in previous year

X3= number of uninsured motorists

X4 = number of car thefts/burglaries in previous year

                  e=error term

The following is the SPSS output for the Ordinary Least Squares (OLS) estimation

MODEL                                 Sum of Squares                                df                            Mean

Square                                  F                                              Sig.

Regression                         195.501

Residual                                              500.689

Total                                      696.190                 399

Coefficients

Model                                  B                             S.E.                         Beta                       t                              Sig.

Constant                              -.822                      1.136

X1                                           .123                        0.15                        .589

X2                                           -.116                      .034                        -.166

X3                                           .115                        .030                        .264

X4                                           .196                        .117                        .072

Questions:

Write the null and alternative hypothesis for the F-test of overall significance of the model and compute F, test whether a significant relationship is present.

Interpet in words the understanding slope coefficients specifically in terms of the model. What did the standardized coeficients tell you, explain.

Q.3           An analyst is concerned with setting the rates of car insurance premiums for different counties in a particular state. The following model estimates various insurance rates based on a number of variables.

Y=Bo + b1x1+b2x2+b3x3+b4x4=e

Where

Y= insurance premiums for each county

X1= expenditures on road improvements

X2= number of DUI/DWI arrests in previous year

X3= number of uninsured motorists

X4 = number of car thefts/burglaries in previous year

                  e=error term

The following is the SPSS output for the Ordinary Least Squares (OLS) estimation

MODEL                                 Sum of Squares                                df                            Mean

Square                                  F                                              Sig.

Regression                         195.501

Residual                                              500.689

Total                                      696.190                 399

Coefficients

Model                                  B                             S.E.                         Beta                       t                              Sig.

Constant                              -.822                      1.136

X1                                           .123                        0.15                        .589

X2                                           -.116                      .034                        -.166

X3                                           .115                        .030                        .264

X4                                           .196                        .117                        .072

Questions:

Interpet in words the understanding slope coefficients specifically in terms of the model. What did the standardized coeficients tell you, explain.

Explanation / Answer

Result:

Model   

B    

S.E.

Beta    

t

Sig.

Constant

-.822   

1.136

X1

0.123

0.15

0.589

X2

-0.116

0.034

-0.166

X3

0.115

0.03

0.264

X4

0.196

0.117

0.072

Questions:

Interpet in words the understanding slope coefficients specifically in terms of the model. What did the standardized coeficients tell you, explain.

When X1 increases by 1 unit, y increases by 0.123 unit.

When X2 increases by 1 unit, y decreases by 0.116 unit.

When X3 increases by 1 unit, y increases by 0.115 unit.

When X4 increases by 1 unit, y increases by 0.196 unit.

Standardized coefficients tell how increases in the independent variables affect relative position within the group. We can determine whether a 1 standard deviation change in one independent variable produces more of a change in relative position than a 1 standard deviation change in another independent variable.

Using standardized regression coefficients is that we can compare the relative strength of the coefficients. Generally, the closer to the absolute value of 1 the coefficient is, the stronger the effect of that independent variable on the dependent variable (controlling for other variables in the equation). The closer the coefficient is to 0, the weaker the effect of that independent variable.

Model   

B    

S.E.

Beta    

t

Sig.

Constant

-.822   

1.136

X1

0.123

0.15

0.589

X2

-0.116

0.034

-0.166

X3

0.115

0.03

0.264

X4

0.196

0.117

0.072