Step 1: You run a multiple regression with 22 cases and 4 explanatory variables.

Question

Step 1:
You run a multiple regression with 22 cases and 4 explanatory variables. The ANOVA table includes the sums of squares SSR = 84 and SSE = 127.

Find the F statistic for testing the null hypothesis that the regression coefficients for the 3 explanatory variables are all zero, and its degrees of freedom.

Answer 1
Answer 2
Answer 3

Step 2:
Carry out the significance test and report the results.
True or False:
The regression coefficients of the two explanatory variables are not zero.

Step 1:
You run a multiple regression with 22 cases and 4 explanatory variables. The ANOVA table includes the sums of squares SSR = 84 and SSE = 127.

Find the F statistic for testing the null hypothesis that the regression coefficients for the 3 explanatory variables are all zero, and its degrees of freedom.

Answer 1
Answer 2
Answer 3

Step 2:
Carry out the significance test and report the results.
True or False:
The regression coefficients of the two explanatory variables are not zero.

Step 1:
You run a multiple regression with 22 cases and 4 explanatory variables. The ANOVA table includes the sums of squares SSR = 84 and SSE = 127.

Find the F statistic for testing the null hypothesis that the regression coefficients for the 3 explanatory variables are all zero, and its degrees of freedom.

Give F as a whole number.
Fill in the blank:
A) MSR = _______ .
B) MSE = _______ . (Give your answer to 3 decimal places.)
C) F = _______ . (Give your answer to 3 decimal places.)

Answer 1
Answer 2
Answer 3

Step 2:
Carry out the significance test and report the results.
True or False:
The regression coefficients of the two explanatory variables are not zero.

True False

Step 3:
What is the value of for this model?

Round your answer to 4 decimal places.
Fill in the blank:
_______ .

Explanation / Answer

a) MSR = 84/(4-1) = 28

b) MSE = (127-84)/(22-3-1) = 2.389

c) F = 28/2.389 = 11.721

Step 2)

Yes, it is true

Step 3)

R^2 = 84/127 = 0.6614

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