Quantitative business analysis
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In a regression analysis involving 30 observations, the following
estimated regression equation was obtained.
y = 17.6 +3.821 – 2.322 +7.613 +2.774
For this estimated regression equation sst = 1805 and SSR = 1,752.
a. At a = 0.05, test the significance of the relashionship among the
variables.
SSE
(to 1 decimal, if necessary)
MSR
(to 1 decimal, if necessary)
MSE
(to 2 decimals, if necessary)
H
TER
What is the value of the F test statistic (to 1 decimal)? Use
Table 4 in Appendix B.
At
What is the p-value?
Select your answer –
Using a=.
| a =.05, what is your conclusion?
Select your answer
b. Suppose variables zı and 14 are dropped from the model and
the following estimated regression equation is obtained.
$ = 11.1- 3.6×2 +8.133
For this model sst = 1805 and ssR = 1,705.
Compute SSE(11, 12, 13, 14).
(to 1 decimal, if necessary)
Compute SSE(22, 23).
(to 1 decimal, if necessary)
c. Use an F test and a=.05 to determine whether xı and 24
contribute significantly to the model.
What is the value of the F test statistic (to 2 decimals)? Use
Table 4 in Appendix B.
What is the p-value?
– Select your answer
What is your conclusion about the two variables 21 and 2:?
Select your answer
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Exercise 16.11 (Self-Test) Algorithmic
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