The ANOVA summary table to the right is for a multiple regression model with two

ID: 3231673 • Letter: T

Question

The ANOVA summary table to the right is for a multiple regression model with two dependent variables. Complete parts (a) through (e).

a. Determine the regressino mean square (MSR) and the mean square error (MSE)

MSR =

MSE =

b. Compute the overall F stat test statistic.

c. Determine whether there is a significant relationship between Y and the four independent variables at the 0.05 level of significance

The p value =

Draw a conclusion;

d. Compute the coefficient of the multiple determination r^2 and interpret its meaning.

e. Compute the adjusted r^2

Degrees of Sum of Source Freedom Squares 40 Regression 200 15 Error 17 240 Total

a) MSR = SSR / dfR = 40 / 2 = 20

MSE = SSE / dfE = 200 / 15 = 13.333

b) F statistic = MSR / MSE = 20 / 13.333 = 1.50

c) p - value for 2 numerator degrees of freedom, 15 denominator degrees of freedom and F = 1.50

= 0.2548

Since p - value > 0.05, no significant relationship between Y and the four independent variables exists.

d) R2 = SSR/ SST = 40/240 = 0.1667

Interpretation: 16.67% of variation in y values can be explained by the model.

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