Question: Following is a simple linear regression model: yi = + xi + i The following results were obtained from some statistical software. R2 = 0.523
Following is a simple linear regression model: yi = + xi + i The following results were obtained from some statistical software.
R2 = 0.523 syx (regression standard error) = 3.028n (total observations) = 41 Significance level = 0.05 = 5%
Variable Interecpt Slope of X
Parameter Estimate 0.519
-0.707
Std. Err. of Parameter Est. 0.132
0.239
Note: For all the calculated numbers, keep three decimals.
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Write the fitted model.
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Make a prediction using the fitted model for y when x = 1.888
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The intercept of the least-squares regression line is:
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Suppose we want to test the hypotheses for the slope:
H0: =0,H1:0
The value of the t statistic for this test is:
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Suppose we want to test the hypotheses for the intercept:
H0: = 0, H1: 0
The value of the t statistic for this test is:
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A 95% confidence interval for the slope in the simple linear regression model is:
7.
8. 9. 10. 11.
12.
A 95% confidence interval for the intercept in the simple linear regression model is:
The correlation coefficient r between the x and y is: What is its meaning of R2?
What is the meaning of the intercept in this simple linear regression model? SST = ?
Are the intercept and slope significant at 5% significance level (Please use the hypothesis test instead of looking at the confidence intervals)?
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