Question
Consider the ANOVA table that follows. Analysis of Variance Source DF SS MS F Regression 3 3,918.73 1,306.24 24.74 Residual Error 52 2,745.68 52.80 Total
Consider the ANOVA table that follows.
| Analysis of Variance | ||||||||
| Source | DF | SS | MS | F | ||||
| Regression | 3 | 3,918.73 | 1,306.24 | 24.74 | ||||
| Residual Error | 52 | 2,745.68 | 52.80 | |||||
| Total | 55 | 6,664.41 | ||||||
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a-1. Determine the standard error of estimate. (Round your answer to 2 decimal places.)
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a-2. About 95% of the residuals will be between what two values? (Round your answers to 2 decimal places.)
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b-1. Determine the coefficient of multiple determination. (Round your answer to 3 decimal places.)
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b-2. Determine the percentage variation for the independent variables. (Round your answer to 1 decimal place.)
- Determine the coefficient of multiple determination, adjusted for the degrees of freedom. (Round your answer to 3 decimal places.)
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Advanced Modelling In Mathematical Finance
Authors: Jan Kallsen, Antonis Papapantoleon
1st Edition
3319458736, 978-3319458731
