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Regression formulas What are the formulas for calculating 1. R-Squared 2. The standard error 3. T-test...


Regression formulas
What are the formulas for calculating

1. R-Squared
2. The standard error
3. T-test on slope coefficient by 5%
4. Basis for hypothesis testing(we do we assume Ho=0 and not 1 or any other number?)
5. Formula for finding the p-value for the slope coefficient



Math   Statistics-And-Probability   
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Homework Answers

Answer #1

1.

The R-squared formula is given by,

2.

The standard error of regression is given by,

Where, is the estimated value.

3.

The formula to calculate the t-test on slope coefficient is given by,

where, and

for all i.

4.

Reject the null hypothesis when the calculated value of t is greater than the tabulated value at n-2 degrees of freedom at level of significance.

5.

There is no formula to calculate the P-value for the slope coefficient. Use the t distribution to get the probability associated with the test statistic at level of significance.

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