Question: The multiple linear regression model V = 0 + 1x1 + 2x2 + 3x3 + 4x4 + 5x5 + 6x6 is fitted to a data

The multiple linear regression model
V = β0 + β1x1 + β2x2 + β3x3 + β4x4 + β5x5 + β6x6
is fitted to a data set of n = 45 observations. The total sum of squares is SST = 11.62. and the error sum of squares is SSE = 8.95.
(a) What is the coefficient of determination R2?
(b) Write out the analysis of variance table.
(c) What is the estimate of the error variance σ^2?
(d)What is the p-value for the null hypothesis
H0: β0 = β1x1 = β2x2 = β3x3 = β4x4
(e) If β3 = 1.05 and s.e.(β3) = 0.91, construct a two-sided 95% confidence interval for β3..

Step by Step Solution

★★★★★

3.39 Rating (165 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock

a R 2 023 b c 2 02355 d The pvalue i... View full answer

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Document Format (1 attachment)

943-M-S-P (9641).docx

120 KBs Word File

Students Have Also Explored These Related Statistics Questions!

The multiple linear regression model y = 0 + 1x1 + 2x2 + 3x3 is fitted to a data set of n = 30 observations. The total sum of squares is SST = 108.9, and the error sum of squares is SSE = 12.4. (a)...

The multiple linear regression model y = 0 + lxl +2x2 + 3x3 is fitted to a data set with n = 15 observations, and the parameter estimates ^0 = 65.98. ^1 = 23.65, ^2 = 82.04, and ^3, = 17.04 are...

The multiple linear regression model y = 0 + 1x1 + 2x2 + 3x3 + 4x4 is fitted to a data set of n = 22 observations. The total sum of squares is 45.76; the error sum of squares is 23.98. (a) What is...

Consider fitting a multiple linear regression model Y = 0 1X1 2X2 3X3 4X4 , to the Hald data set (Montgomery and Peck, 1982). The correlation matrix of the predictors is rxx = X1 X2 X3 X4 X1 1.000...

The multiple linear regression model y = 0 + 1x1 + 2x2 + 3x3 is lined to a data set of n = 15 observations. (a) If ^1 = 0.954 and s.e. (^1) = 0.616, construct a two-sided 95% confidence interval for...

27. Heat treating is often used to carbonize metal parts, such as gears. The thickness of the carburized layer is considered an important feature of the gear and contributes to the overall...

An economist wants to estimate a regression equation relating demand for a product (Y) to its price (X1) and income (X2). It is to be based on 12 years of quarterly data. However, it is known that...

The multiple linear regression model y = 0 + 1x1 + 2x2 + 3x3 is fitted to a data set of n = 44 observations. The parameter estimates 1 = 11.64, p% = 132.9, and 3 = 0.775 are obtained with standard...

The multiple linear regression model y = 0 + 1x1 + 2x2 + 3x3 is fitted to the data set in DS 13.3.3. Use matrix algebra to derive the parameter estimates ^0, ^1,^2, and ^3

Stock Prices Business Statistics-Semester Project Introduction: The stock market is a very powerful investing tool and very difficult to understand. The stock market is simply a place where stocks...

Why is the demand curve for a firm in monopolistic competition downward sloping?

Bethany incurred $24,500 in research and experimental costs for developing a specialized product during July of year 1. Bethany went through a lot of trouble and spent $11,750 in legal fees to...

2. What factors affect how much federal income tax must be withheld from an employees earnings?

A project manager is creating a work breakdown structure for her project. In the breakdown structure the lowest level of the breakdown for the project manager is called the: a. Activity. b. Task. c....

Are events R and D from Exercise 1 independent or dependent? Explain.

The event of finding that your cars radio works and the event of finding that your cars air conditioner works are independent events because they work separately from each other. Explain.

There are currently 28,741,346 adults in California, and they are all included in one large numbered list. The Gallup organization uses a computer to randomly select 1068 different numbers between 1...

Williams \& Sons last year reported sales of $15 million, cost of goods sold (CDGS) of $12 million, and an inventory turnover ratio of 2 . The compony is now adopting a new inventory system. If the...

Assume the following information regarding U.S. and Canadian annualized interest rates: Currency Lending Rate Borrowing Rate U.S. Dollar ($) 5.8996 6.3596 Canadian Dollar (C$) 5.6096 6.00% Piggy Bank...

What action would the holder of a maturing put option tako if an option which cost $4, had a strike price of $60, and the market value of the stock was $627 O Let the option expire unexercised O...