A confidence interval for the regression coefficient 1 is expressed as where The critical t score
Question:
A confidence interval for the regression coefficient β1 is expressed as
where
The critical t score is found using n - (k + 1) degrees of freedom, where k, n, and sb1 are described in Exercise 17. Using the sample data from Example 1, n = 153 and k = 2, so df = 150 and the critical t scores are ± 1.976 for a 95% confidence level. Use the sample data for Example 1, the Statdisk display in Example 1, and the StatCrunch display in Exercise 17 to construct 95% confidence interval estimates of β1 (the coefficient for the variable representing height) and β2 (the coefficient for the variable representing waist circumference). Does either confidence interval include 0, suggesting that the variable be eliminated from the regression equation?
Exercise 17:
If the coefficient β1 has a nonzero value, then it is helpful in predicting the value of the response variable. If β1 = 0, it is not helpful in predicting the value of the response variable and can be eliminated from the regression equation. To test the claim that β1 = 0 use the test statistic t = (b1 - 0)/sb1. Critical values or P-values can be found using the t distribution with n - (k + 1) degrees of freedom, where k is the number of predictor (x) variables and n is the number of observations in the sample. The standard error sb1 is often provided by software. For example, see the accompanying StatCrunch display for Example 1, which shows that sb1 = 0.071141412 (found in the column with the heading of "Std. Err." and the row corresponding to the first predictor variable of height). Use the sample data in Data Set 1 "Body Data" and the StatCrunch display to test the claim that β1 = 0. Also test the claim that β2 = 0. What do the results imply about the regression equation?
Step by Step Answer:
Mathematical Interest Theory
ISBN: 9781470465681
3rd Edition
Authors: Leslie Jane, James Daniel, Federer Vaaler