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The following estimated regression equation based on 10 observations was presented.

ŷ = 25.1870 + 0.5707x1 + 0.4940x2

Here, SST = 6,734.125, SSR = 6,213.375,

sb1 = 0.0815,
and
sb2 = 0.0563.

(a) Compute MSR and MSE. (Round your answers to three decimal places.)

MSR=MSE=

(b) Compute F and perform the appropriate F test. Use = 0.05.

User Sinuhepop
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Final answer:

To calculate MSR and MSE for the given regression data, use the formulas MSR = SSR / degrees of freedom for regression and MSE = SSE / degrees of freedom for error. After calculating SSE (SST - SSR), we find MSR = 6213.375 and MSE = 65.094. The F statistic is then calculated as F = MSR / MSE, which can be used to perform an F-test at α = 0.05 to determine if the regression model is significant.

Step-by-step explanation:

To calculate the Mean Square Regression (MSR) and the Mean Square Error (MSE), you use the following formulas:

  • MSR = SSR / degrees of freedom for regression
  • MSE = SSE / degrees of freedom for error

Given that SSR = 6213.375 and SST (which is the sum of SSR and SSE) = 6734.125, we can calculate SSE as SST - SSR = 6734.125 - 6213.375 = 520.750.

With 10 observations and 2 predictors, degrees of freedom for regression is 2 - 1 = 1 and degrees of freedom for error is 10 - 2 = 8. Therefore:

  • MSR = 6213.375 / 1 = 6213.375
  • MSE = 520.750 / 8 = 65.094

For the F-test, you calculate the F statistic using MSR and MSE, which is F = MSR / MSE. Then, using an F distribution table or software, you compare the calculated F to the critical F value at α = 0.05 to determine if the regression model is statistically significant.

The calculated F statistic is:

F = 6213.375 / 65.094 ≈ 95.401

If the calculated F is greater than the critical F value from the F distribution table at α = 0.05, we reject the null hypothesis that the model is not significant.

User Ixxie
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