Question
DSC 5100 Quantitative Methods Homework Assignment #2 - Module 2 UNC Pembroke Instructor: Dr. Zhixin (Richard) Kang Following is a simple linear regression model: The
DSC 5100 Quantitative Methods
Homework Assignment #2 - Module 2
UNC Pembroke
Instructor: Dr. Zhixin (Richard) Kang
Following is a simple linear regression model:
The following results were obtained from some statistical software.
R2 = 0.523
syx (regression standard error) = 3.028
n (total observations) = 41
Significance level = 0.05 = 5%
Variable
Parameter Estimate
Std. Err. of Parameter Est.
Interecpt
0.519
0.132
Slope of X
-0.707
0.239
Note: For all the calculated numbers, keep three decimals.
1.Write the fitted model (5 points).
2.Make a prediction using the fitted model for y when x = 1.888 (5 points)
3.
The intercept of the least-squares regression line is (5 points):
4.
Suppose we want to test the hypotheses for the slope:
H0: b 1 = 0, H1: b1 0
The value of the t statistic for this test is (10 points):
5.
Suppose we want to test the hypotheses for the intercept:
H0: b 0 = 0, H1: b 0 0
The value of the t statistic for this test is (10 points):
6.
A 95% confidence interval for the slope b1 in the simple linear regression model is (10 points):
7.
A 95% confidence interval for the intercept b 0 in the simple linear regression model is (10 points):
8.The correlation coefficient r between the x and y is (10 points):
9.What is its meaning of R2 (10 points)?
10.What is the meaning of the intercept in this simple linear regression model (5
points)?
11.SST = ? (10 points)
12.Are the intercept and slope significant at 5% significance level (Please use
the hypothesis test instead of looking at the confidence intervals) (10 points)?
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