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Write down the estimated equation with estimated intercept and slope parameters for each independent variable. Write down the interpretation of each estimated coefficient in word?
- Write down the estimated equation with estimated intercept and slope parameters for each independent variable.
- Write down the interpretation of each estimated coefficient in word? What does it mean?
- Which estimated coefficients are statistically significant? Which one are not statistically significant?
- What is value of R2 for the estimated model?
- How do you interpret the value of R2 ?
- Write down the t-ratio for all estimated slope parameters. What does it mean when t-ratio has a small or big value?
SUMMARY OUTPUT | |||||||||
Regression Statistics | |||||||||
Multiple R | 0.925 | ||||||||
R Square | 0.855 | ||||||||
Adjusted R Square | 0.839 | ||||||||
Standard Error | 2374.842 | ||||||||
Observations | 52.000 | ||||||||
ANOVA | |||||||||
df | SS | MS | F | Significance F | |||||
Regression | 5.000 | 1526295573.004 | 305259114.601 | 54.125 | 0.000 | ||||
Residual | 46.000 | 259434284.765 | 5639875.756 | ||||||
Total | 51.000 | 1785729857.769 | |||||||
Coefficients | Standard Error | t Stat | P-value | Lower 95% | Upper 95% | Lower 95.0% | Upper 95.0% | ||
Intercept | 11410.147 | 1081.052 | 10.555 | 0.000 | 9234.101 | 13586.192 | 9234.101 | 13586.192 | |
sx | 1241.792 | 885.560 | 1.402 | 0.168 | -540.747 | 3024.332 | -540.747 | 3024.332 | |
rk | 5586.181 | 663.967 | 8.413 | 0.000 | 4249.685 | 6922.678 | 4249.685 | 6922.678 | |
yr | 482.860 | 91.718 | 5.265 | 0.000 | 298.242 | 667.478 | 298.242 | 667.478 | |
dg | -1331.644 | 992.854 | -1.341 | 0.186 | -3330.156 | 666.868 | -3330.156 | 666.868 | |
yd | -128.791 | 75.582 | -1.704 | 0.095 | -280.928 | 23.347 | -280.928 | 23.347 | |
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