Mathematics, 22.03.2021 17:00, Ameilasmickle15
Following is a simple linear regression model: yi = + xi + i The following results were obtained from some statistical software. R2 = 0.523 syx (regression standard error) = 3.028 n (total observations) = 41 Significance level = 0.05 = 5% Variable Parameter Estimate Std. Err. of Parameter Est. Interecpt 0.519 0.132 Slope of X -0.707 0.239 Note: For all the calculated numbers, keep three decimals. 1. Write the fitted model (5 points). 2. Make a prediction using the fitted model for y when x = 1.888 (5 points) 3. The intercept of the least-squares regression line is (5 points): 4. Suppose we want to test the hypotheses for the slope: H0: = 0, H1: 0 The value of the t statistic for this test is (10 points): 5. Suppose we want to test the hypotheses for the intercept: H0: = 0, H1: 0 The value of the t statistic for this test is (10 points): 6. A 95% confidence interval for the slope in the simple linear regression model is (10 points): 7. A 95% confidence interval for the intercept in the simple linear regression model is (10 points): 8. The correlation coefficient r between the x and y is (10 points): 9. What is its meaning of R2 (10 points)? 10. What is the meaning of the intercept in this simple linear regression model (5 points)? 11. SST = ? (10 points) 12. Are the intercept and slope significant at 5% significance level (Please use the hypothesis test instead of looking at the confidence intervals) (10 points)?
Answers: 1
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Following is a simple linear regression model: yi = + xi + i The following results were obtained...
Mathematics, 12.08.2020 22:01