Variance table for this regression analysis

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Reference no: EM131111189

Suppose you fit the first-order model

to n = 20 data points and obtain

a. Construct an analysis of variance table for this regression analysis, using the same format as the printout in Exercise 10.17. Be sure to include the sources of variability, the degrees of freedom. the sums of squares, the mean squares, and the F statistic. Calculate R2 and  for the regression analysis.

b. Test the null hypothesis that ß1 = ß2 = 0 against the alternative hypothesis that at least one of the parameters differs from 0. Calculate the test statistic in two different ways and compare the results. Use α = .05 to reach a conclusion about whether the model contributes information for the prediction of y.

 Exercise 10.17

The first-order model  was fit to n = 19 data points with the results shown in the SAS printout provided below.

a. Find R2 and interpret its value.

b. Find R2a and interpret its value.

c. Test the null hypothesis that ß1 = ß2 = 0 against the alternative hypothesis that at least one of ß1, and ß2 is nonzero. Calculate the test statistic using the two formulas given in this section, and compare your results to each other and to that given on the printout. Use α = .05 and interpret the result of your test.

d. Find the observed significance level for this test on the printout and interpret it

Reference no: EM131111189

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