quiz02.sp02

# quiz02.sp02 - Test 2 2002 Dickey St 512 1(72 pts I ran a...

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Sheet1 Page 1 Test 2, 2002 St 512 Dickey 1.(72 pts.) I ran a multiple regression of Y onvariables X1, X2, X3, X4, X5 and X6 (with an intercept X0). I had 70 observations and my error mean square was MSE=4. Using my 70 Y values I calculated the sum of squared Y-Ybar values getting 800. (Ybar is the average Y) (A) I estimated the coefficient of X2 as b2= 3.75 and got a calculated t test for testing H0:beta2=0 which was t=2.50. Answer these if possible from this information (i) Compute the standard error ______ of b2 (ii) Compute the 3rd row 3rd column element ______ of the inverse of the X'X matrix (iii) Compute the Type II (partial) calculated F test ____ for H0:Beta2=0 (iv) The 5% critical value of t(the table value) for testing H0:Beta2=0 is t=2.00. Is the calculated F from part (iii) to the right or left of its critical value? (right, left, can't tell) (v) Compute the error sum of squares _____ (vi) Compute the model degrees of freedom ______ ( (vii) Compute the (corrected) model sum of squares ________ (viii) Compute the calculated F test for testing that

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