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Consider the correlation matrix below showing the correlations between the poten

ID: 3154854 • Letter: C

Question

Consider the correlation matrix below showing the correlations between the potential predictors.

Correlation: PPS, T/S Ratio, Avg. Salary, %Takers

                     PPS    T/S Ratio Avg. Salary

T/S Ratio         -0.371

Avg. Salary        0.870       -0.001

%Takers            0.593       -0.213        0.617

Cell Contents: Pearson correlation

1. Based on this correlation matrix, what criticism can be made about the following multiple regression model?

Regression Analysis: Avg. Tot. Score versus Avg. Salary, %Takers, PPS

Model Summary

      S    R-sq R-sq(adj) R-sq(pred)

32.7980 81.96%     80.78%      78.76%

Coefficients

Term           Coef SE Coef T-Value P-Value   VIF

Constant      998.0     31.5    31.69    0.000

Avg. Salary   -0.31     1.65    -0.19    0.853 4.39

%Takers      -2.840    0.225   -12.64    0.000 1.65

PPS           13.33     7.04     1.89    0.065 4.20

2. Consider the model output below. Which model do we consider better, the model from Question 1 or this model? Why?

Regression Analysis: Avg. Tot. Score versus PPS, %Takers

Model Summary

      S    R-sq R-sq(adj) R-sq(pred)

32.4595 81.95%     81.18%      79.59%

Coefficients

Term        Coef SE Coef T-Value P-Value   VIF

Constant   993.8     21.8    45.52    0.000

PPS        12.29     4.22     2.91    0.006 1.54

%Takers   -2.851    0.215   -13.25    0.000 1.54

Explanation / Answer

1. Based on the correlation matrix, it is observed that PPS and Average Salary have a high value of correlation coefficient, so is the case with Average Salary and % Takers.

This will lead to the problem of multicollinearity in the regression model, which will make the estimators inefficient.

2. Model 2 has a higher R-Squared Adjusted (81.18%) than Model 1 (80.78%).

So Model 2 is better. This is because, on dropping Average Salary variable from Model 1, model's explanatory power per degree of freedom improves as the variable dropped was insiginificant (P-value = 0.853)