QMB-210 Lecture 25: QMB 210 Lecture 25: Chapter 14: Regression/ F-Table/ T stat/ Confidence intervals/ Equations/ Examples

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Example: (fstat) f = ssr/(sse/(n-2) => 18934. 93/(13665. 5710/(10-2) = 11. 08. Critical value: df1= 1 (column, df2 = 8 (row) This comes outside the bell (on the upper tail) so we reject. Tstat will be erased and we will have to calculate it. Formula: where: b1 = the sample regression slope. 1 = the population regression slope from the null hypothesis sb = the standard error of the slope. Regression chapter 14: the following anova summary table is for a simple linear regression with one independent variable when n is 20. Ssr/(sse/(n-2)) >> 60/(120/20-2) >> = 9: determine whether the regression model is significant at the 0. 05 level of significance. Row 18, column 2, so, on f-table 3. 55 >> 3. 55 < (f-stat) 9 >> because this does not equal f- stat we would. Therefore, reject the null hypothesis >> this model is, therefore, significant: compute the coefficient of determination r .

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