Above is an Excel output of a simple regression model. 1) the coefficient of det

Question

Above is an Excel output of a simple regression model.

1) the coefficient of determination of the model is (give your answer to three decimal places)

2) the degrees of freedom associated with SSE are

3) the standard error of regression is (give your answer to three decimal places)

4) The F statistic for testing H0 : B1 =0 is (give your answer to two decimal places)

SUMMARY OUTPUT Regression Statistics Multiple R R Square Adjusted R Sq Standard Error Observations 0.302 25 ANOVA df MS Sig. F 0.003 Regression Residual Total 692.08 1034.34 24 Coefficients Standard Er. t Stat P-value Intercept X variable 2.195 1.890 3.098 0.560 0.486 0.003

Explanation / Answer

for above df (residual)=n-2=23

df(regression)=1

SS(regression)=1034.34-692.08=342.26

hence F statistic =MS(regression)/MS(error)=11.37

1)

coefficient of determination=342.26/1034.34=0.331

2)

degrees of freedom associated with SSE =23

3)

standard error of regression =sqrt(MSE)=sqrt(30.09)=5.485

4) F statistic for testing=11.37

source df SS MS F regression 1 342.26 342.26 11.37 residual 23 692.08 30.09 total 24 1034.34

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