You want to construct a multiple linear regression model. The dependent variable is Y and independent variables are x1 and x2. The samples and STATA outputs are provided:
Y | X1 | X2 |
3 | 2 | 1 |
4 | 1 | 2 |
6 | 3 | 3 |
6 | 3 | 4 |
7 | 4 |
5 |
STATA
Y | Coef. | Std. Err. | t | P> abs. value (t) | 95% confidence interval |
X1 | 0.25 | 0.4677072 | 0.53 | 0.646 | -1.762382 , 2.262382 |
X2 | 0.85 | 0.3372684 | 2.52 | 0.128 | -.601149 , 2.301149 |
_cons | 2 | 0.7245688 | 2.76 | 0.110 | -1.117568 , 5.117568 |
A) Calculate the SST, SSE and SSR
B) Draw the ANOVA table below
C) Calculate S2 , R2 , and adjusted R2
Please show steps, and thanks!
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