g A sample of 10 observations collected in a regression study on three variables, x_1(independent variable), x_2(independent variable and y(dependent variable). The sample resulted in the following data. SSR=26, SST=47 Using a 0.01 level of significance, we conclude that the regression model is significant overall. (Enter 1 if the conclusion is correct. Enter 0 if the conclusion is wrong.)

Respuesta :

Answer:

[tex]p_v = P(F_{2,7} >4.3333)=0.0596[/tex]

Since our p value it's higher than the significance level provided we can conclude that at 1% of significance we FAIL to reject the null hypothesis that the slopes for the inpendent variables are equal. So we don't have a significant effect on this case.

Step-by-step explanation:

Analysis of variance (ANOVA) "is used to analyze the differences among group means in a sample".  

The sum of squares "is the sum of the square of variation, where variation is defined as the spread between each individual value and the grand mean"  

When we conduct a multiple regression we want to know about the relationship between several independent or predictor variables and a dependent or criterion variable.

If we assume that we have [tex]k[/tex] independent variables and we have  [tex]j=1,\dots,j[/tex] individuals, we can define the following formulas of variation:  

[tex]SS_{total}=\sum_{j=1}^n (y_j-\bar y)^2[/tex]  

[tex]SS_{regression}=SS_{model}=\sum_{j=1}^n (\hat y_{j}-\bar y)^2 [/tex]  

[tex]SS_{error}=\sum_{j=1}^n (y_{j}-\hat y_j)^2 [/tex]  

And we have this property  

[tex]SST=SS_{regression}+SS_{error}[/tex]  

The degrees of freedom for the model on this case is given by [tex]df_{model}=df_{regression}=k=2[/tex] where k =2 represent the number of independent variables.

The degrees of freedom for the error on this case is given by [tex]df_{error}=N-k-1=10-2-1=7[/tex]. Since for this case N=10 and k=2

And the total degrees of freedom would be [tex]df=N-1=10 -1 =9[/tex]

[tex]SSE=SST-SSR=47-26=21[/tex]

Now we can find the mean squares for the regression and the error, given by:

[tex]MSR=\frac{SSR}{df_{regression}}=\frac{26}{2}=13[/tex]

[tex]MSE=\frac{SSE}{df_{error}}=\frac{21}{7}=3[/tex]

And now we can find the F statistic given by:

[tex]F=\frac{SSR}{SSE}=\frac{13}{3}=4.333[/tex]

Now we can find the p value given by:

[tex]p_v = P(F_{2,7} >4.333)=0.0596[/tex]

We can use the following excel code to verify the operation:"=1-F.DIST(4.3333,2,7,TRUE)"

Since our p value it's higher than the significance level provided we can conclude that at 1% of significance we FAIL to reject the null hypothesis that the slopes for the independent variables are equal. So we don't have a significant effect on this case.