The multiple linear regression model V = 0 + 1x1 + 2x2 + 3x3 + 4x4 +
Question:
V = β0 + β1x1 + β2x2 + β3x3 + β4x4 + β5x5 + β6x6
is fitted to a data set of n = 45 observations. The total sum of squares is SST = 11.62. and the error sum of squares is SSE = 8.95.
(a) What is the coefficient of determination R2?
(b) Write out the analysis of variance table.
(c) What is the estimate of the error variance σ^2?
(d)What is the p-value for the null hypothesis
H0: β0 = β1x1 = β2x2 = β3x3 = β4x4
(e) If β3 = 1.05 and s.e.(β3) = 0.91, construct a two-sided 95% confidence interval for β3..
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Related Book For
Probability And Statistics For Engineers And Scientists
ISBN: 9780495107576
3rd Edition
Authors: Anthony Hayter
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