Question: This problem refers to the data of Problem 19. a. Suppose that an ANOVA is to be performed to compare the average OPI values for

This problem refers to the data of Problem 19.
a. Suppose that an ANOVA is to be performed to compare the average OPI values for funds with different volatilities. State precisely the ANOVA model. Is fund volatility a fixed- or random-effects factor?
b. In the SAS output that follows, complete the ANOVA table.
c. Test whether the average overall performance indices differ significantly by volatility rating. Interpret your results.

Dependent Variable: OPI Source Model Error Corrected Total DF Sum of Squares Mean Square FValue Pr>F 291.4399405 16 246.1196429 3 537.5595833 41.6342772 15.3824777 R-Square Coeff Var 0.542154 Root MSE OPI Mearn 4.351991 3.922050 90.12083 Type I SS 291.4399405 Source DF Mean Square F ValuePr>F VOL 41.6342772 271 0.0470 Source DF Type I ss VOL Mean Square F Value Pr> F 7 291.4399405 41.6342772 271 0.0470

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