Statistics II20815 marksNumerical: multiple regression ANOVATest of significance of regression
Multiple Regression Analysis Question A multiple regression equation yields the following results: | Source | Sum of square | Degree of freedom | |--------|---------------|-------------------| | Regression | 740 | 2 | | Error | 510 | 17 | i) What is the total sample size? ii) How many independent va
Multiple Regression Analysis Question
A multiple regression equation yields the following results:
| Source | Sum of square | Degree of freedom |
|---|---|---|
| Regression | 740 | 2 |
| Error | 510 | 17 |
i) What is the total sample size?
ii) How many independent variables are being considered?
iii) Compute the coefficient of determination and interpret its value.
iv) Compute the standard error of estimate.
v) Test the hypothesis that the overall fit of the model is significant or not. Assume $\alpha=0.05$.
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Source Sum of Squares (SS) Degrees of Freedom (df) --------------------------------------------------- Regression 740 2 Error 510 17 Total 1250 19 $\alpha = 0.05$ --- $$df{Total} = df{Reg} + df{Error} = 2 + 17 = 19$$ Since $df{Total} = n - 1$: $$n - 1 = 19 \implies n = 20$$ $$k = df{Reg} = 2$$ Tw...