Regression analysis involving 30 observations, the following estimated regression equation was obtained: ŷ = 17.6 + 3.8x1 - 2.3x2 + 7.6x3 + 2.7x4. For this estimated regression equation, SST = 1805 and SSR = 1768.
a. At α = 0.05, test the significance of the relationship among the variables.
SSE =
MSR =
MSE =
What is the value of the F test statistic? (to 2 decimals) Use Table 4 in Appendix B.
What is the p-value?
Using α = 0.05, what is your conclusion?
Suppose variables x1 and x4 are dropped from the model and the following estimated regression equation is obtained: ŷ = 11.1 - 3.6x2 + 8.1x3. For this model, SST = 1805 and SSR = 1705.
Compute SSE(x1, x2, x3, x4). (to 1 decimal, if necessary)
Compute SSE(x2, x3). (to 1 decimal, if necessary)
Use an F test and α = 0.05 to determine whether x1 and x4 contribute significantly to the model.
What is the value of the test statistic? (to 2 decimals) Use Table 4 in Appendix B.
What is the p-value?
What is your conclusion about the two variables x1 and x4?