00:01
Once again, welcome to a new problem.
00:04
This time we're dealing with regression.
00:07
We're dealing with regression.
00:09
And when it comes to regression, we have the multiple linear regression.
00:20
And looking at the multiple linear regression, we have y hat equals to beta not plus beta 1, x1 plus beta 2.
00:32
X2 all the way up until beta n xn.
00:38
Beta not is the slope and beta 1, beta 2 all the way up until beta n.
00:47
These are the intercepts and the intercepts are connected to the variables that we're dealing with.
00:56
When it comes to the multiple linear regression, the test statistics, happens to be the f ratio and the f ratio is the ratio between mean square regression divided divided by the mean square residual.
01:22
Sometimes the mean square residual might come across as the mean square error.
01:29
The mean square regression is an average that reflects the sum of squares regression divided by the degrees of freedom regression.
01:47
So we have the sum of squares regression and the degrees of freedom regression.
01:52
The degrees of freedom regression is the same as the degrees of freedom total minus the degrees of freedom residual.
02:05
So we have different degrees of freedom.
02:08
Your typical degrees of freedom is n minus 1, where n is the sample size, n is the sample size.
02:19
We also have ms residual.
02:23
So the ms residual is the sum of squares residual divided by the degrees of freedom residual.
02:34
And by now you can see that the degrees of freedom residual is the same as the degrees of freedom total.
02:41
Minus the degrees of freedom minus the degrees of freedom of regression.
02:49
So there are complements of each other in the particular problem that we're dealing with.
02:56
Now we do know what the f ratio is, how to figure out the main square.
03:02
And for some reason, if we wanted to, for example, compute the sum of squares regression, you can obviously see that it's going to be a product of the mean square regression times the degrees of freedom regression.
03:26
So that's what the sum is going to be.
03:29
It's just based off of this formula where you multiply these two numbers and isolate the sum of squares regression.
03:37
We're given a problem.
03:39
This is an excel output and it reflects a linear regression table.
03:50
It reflects a linear regression table.
03:53
So there are a couple of things we're going to get from this table, but prior to that, we want to see what the requirements are.
04:02
So for example, you know, we have the degrees of freedom, the sum of squares for a regression, and residual.
04:17
We have both regression and residual sum of squares.
04:22
You can see that the residual sum of squares is 76 .433.
04:29
The degrees of freedom for regression is 2.
04:33
And the total degrees of freedom is obviously going to be 9.
04:38
We can go ahead and fill up the table.
04:41
So we have a sport to get the degrees of freedom residual, we take 9 minus 2 and that gives us 7.
04:52
So this is degrees of freedom residual and you can see what happens right there.
04:59
So we take 9 minus 2 and we get 7.
05:04
We have the sum of squares total.
05:10
Sum of squares total is 431 .647 and a sum of squares residual is 76776 .433.
05:21
So to get the sum of squares regression, we take the sum of squares total minus sum of squares residual.
05:35
And that's going to give us an equivalent value of 355 ,000.
05:44
Point 214.
05:50
That's the sum of squares regression.
05:55
We also want to get the value for the main square residual.
06:07
So to get the main square residual, we're going to take, go back to to how we figure this out, sum of squares residual over degrees of freedom, residual and that's the same as taking sum of squares residual is 76 .433.
06:36
Degrees of freedom residual is 7.
06:40
So then the value that you get right there is going to be equivalent to let's see, 76 .76 .733 divided by 7.
06:59
And that's going to give us 10 .919...