Question

efer to the ANOVA table for this regression. Source d.f. SS MS Regression 3 1,196,410 398,803 Error 26 379,332 14,590 Total 29 1,575,742 Picture Click here for the Excel Data File (a) State the degrees of freedom for the F test for overall significance. The degrees of freedom for regression are and for error . (b) Use Appendix F to look up the critical value of F for ? = .05. (Round your answer to 2 decimal places.) F.05 (c-1) Calculate the F statistic. (Round your answer to 3 decimal places.) F statistic (c-2) The overall regression is significant. Yes No (c-3) The hypotheses are a. H0: All the coefficients are zero (?1 = ?2 = ?3 = 0) vs. H1: At least one coefficient is not zero. b. H0: At least one coefficient is non-zero vs. H1: All the coefficients are zero (?1 = ?2 = ?3 = 0) a b (d) Calculate R2 and R2adj. (Round your answers to 4 decimal places.) R2 R2adj

Answer 1

Solution: We are given below table:

(a) State the degrees of freedom for the F test for overall significance. The degrees of freedom for regression are and for error .

Answer: The degrees of freedom for the F test for overall significance are .

The degrees of freedom for regression are 3 and degrees of freedom for error are 26.

(b) Use Appendix F to look up the critical value of F for ? = .05

Answer:

(c-1) Calculate the F statistic.

Answer:

(c-2) The overall regression is significant.

Answer: Yes

(c-3) The hypotheses are

Answer: a. H0: All the coefficients are zero (?1 = ?2 = ?3 = 0) vs. H1: At least one coefficient is not zero.

(d) Calculate R² and R²adj

Answer:

Where n is the number of points in your data sample

K is the number of independent regressors,