Solutions to Tutorial 5 Problems Source Sum of Squares df Mean Square F-test Regression2174.41 40.34...
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Transcript of Solutions to Tutorial 5 Problems Source Sum of Squares df Mean Square F-test Regression2174.41 40.34...
Solutions to Tutorial 5 Problems
Source Sum of Squares df Mean Square F-test
Regression 2174.4 1 2174.4 40.34
Residual 862.5 16 53.9
Total 3036.9 17
ANOVA Table
Variable Coefficients s.e. T-test P-value
Constant 3.43179* 12.95 .265* .7941*
X1 .9025 .1421* 6.35 <.0001*
n=18 R^2=.716* Ra^2=.698 S=7.342* df=16
Coefficient Table
Problem 1
.9025.1421.35.6)ˆ.(.ˆ
,35.634.40
34.409.53/4.2174/
2174.4SSR/1MSR ,4.21745.8629.3036
9.3036)716.1/(5.862)1/(/1
5.8629.5316)2(
9.53342.7ˆ
698.16/17)716.1(1)1(
)1()1(1
95.12265./43179.3/ˆ)ˆ.(.)ˆ.(./ˆT
16.1-p-ndf model, SLR the,1,18
111
12
1
22
22
22
000000
esT
FTTF
MSEMSRF
SSESSTSSR
RSSESSTSSTSSER
MSEnSSE
MSE
pn
nRR
Teses
pn
a
Problem 2
level. cesignifican 5%at needed
not are HS and Female variablesThe H0.reject t can' :Conclusion
3.15.)F(2,44,.05 (2,44),df
.02129[34926/44]34926)/2]/-(34959.8[F
46.df(R) 34959.8,SSE(R)
44,1-6-511-p-ndf(F) 34926,SSE(F)
0. allnot are , :H1 vs0,0 :H0 (b).
model. in the needednot likely most isit and .05,at
t significannot is Female theThus, H0.reject t Can' :Conclusion
.05.851.,19.561.5/053.1)ˆ.(./ˆ
0 :H1 vs0 :H0 (a).
Price:X6 Female:X5Black :X4
Income :X3 HS :X2 Age : X1 Sales, :Y
...Y Model
5252
555
55
66110
valuepesT
XX
%6.10R (f)
%3.30R (e)
%8.26R (d)
03949][-.00159,..010222.01.01895
)ˆ.(.)025,.44(ˆ
is for CI 95% The income. :X3 (c)
2
2
2
33
3
est
The Full Medel for (a),(b), and (c )
Results for: P081.txt
Regression Analysis: Sales versus Age, HS, Income, Black, Female, Price
The regression equation is
Sales = 103 + 4.52 Age - 0.062 HS + 0.0189 Income + 0.358 Black - 1.05 Female
- 3.25 Price
Predictor Coef SE Coef T P
Constant 103.3 245.6 0.42 0.676
Age 4.520 3.220 1.40 0.167
HS -0.0616 0.8147 -0.08 0.940
Income 0.01895 0.01022 1.85 0.070
Black 0.3575 0.4872 0.73 0.467
Female -1.053 5.561 -0.19 0.851
Price -3.255 1.031 -3.16 0.003
S = 28.17 R-Sq = 32.1% R-Sq(adj) = 22.8%
Analysis of Variance
Source DF SS MS F P
Regression 6 16499.5 2749.9 3.46 0.007
Residual Error 44 34926.0 793.8
Total 50 51425.4
The RM for (b)
Regression Analysis: Sales versus Age, Income, Black, Price
The regression equation is
Sales = 55.3 + 4.19 Age + 0.0189 Income + 0.334 Black - 3.24 Price
Predictor Coef SE Coef T P
Constant 55.33 62.40 0.89 0.380
Age 4.192 2.196 1.91 0.062
Income 0.018892 0.006882 2.75 0.009
Black 0.3342 0.3121 1.07 0.290
Price -3.2399 0.9988 -3.24 0.002
S = 27.57 R-Sq = 32.0% R-Sq(adj) = 26.1%
Analysis of Variance
Source DF SS MS F P
Regression 4 16465.7 4116.4 5.42 0.001
Residual Error 46 34959.8 760.0
Total 50 51425.4
(d)
Regression Analysis: Sales versus Age, HS, Black, Female, Price
The regression equation is
Sales = 162 + 7.31 Age + 0.972 HS + 0.845 Black - 3.78 Female - 2.86 Price
Predictor Coef SE Coef T P
Constant 162.3 250.1 0.65 0.520
Age 7.307 2.924 2.50 0.016
HS 0.9717 0.6103 1.59 0.118
Black 0.8447 0.4213 2.00 0.051
Female -3.781 5.506 -0.69 0.496
Price -2.860 1.036 -2.76 0.008
S = 28.93 R-Sq = 26.8% R-Sq(adj) = 18.6%
Analysis of Variance
Source DF SS MS F P
Regression 5 13769.3 2753.9 3.29 0.013
Residual Error 45 37656.1 836.8
Total 50 51425.4
(e)
Regression Analysis: Sales versus Age, Income, Price
The regression equation is
Sales = 64.2 + 4.16 Age + 0.0193 Income - 3.40 Price
Predictor Coef SE Coef T P
Constant 64.25 61.93 1.04 0.305
Age 4.156 2.199 1.89 0.065
Income 0.019281 0.006883 2.80 0.007
Price -3.3992 0.9892 -3.44 0.001
S = 27.61 R-Sq = 30.3% R-Sq(adj) = 25.9%
Analysis of Variance
Source DF SS MS F P
Regression 3 15594.4 5198.1 6.82 0.001
Residual Error 47 35831.0 762.4
Total 50 51425.4
(f)
Regression Analysis: Sales versus Income
The regression equation is
Sales = 55.4 + 0.0176 Income
Predictor Coef SE Coef T P
Constant 55.36 27.74 2.00 0.052
Income 0.017583 0.007283 2.41 0.020
S = 30.63 R-Sq = 10.6% R-Sq(adj) = 8.8%
Analysis of Variance
Source DF SS MS F P
Regression 1 5467.6 5467.6 5.83 0.020
Residual Error 49 45957.9 937.9
Total 50 51425.4