Mathcad - UF-ESI-6321-13-01-01

Mathcad - UF-ESI-6321-13-01-01 - UF-ESI-6321...

Info iconThis preview shows pages 1–3. Sign up to view the full content.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: UF-ESI-6321 UF-ESI-6321-13-01-01.xmcd page 1 of 3 13.1.1 The multiple linear regression model y = 0 + 1 x1 + 2 x2 + 3 x3 is fitted to a data set of n := 30 observations. The total sum of squares is SST := 108.9 and the error sum of squares is SSE := 12.4 (a) What is the coefficient of determination R2? SSR := SST - SSE = 96.5 SSR SST R := = 0.941 R = 0.886 2 Luther Setzer 1 NASA Pkwy E Stop NEM3, Kennedy Space Center, FL 32899 (321) 544-7435 UF-ESI-6321 UF-ESI-6321-13-01-01.xmcd page 2 of 3 (b) Write out the analysis of variance table. k := 3 MSR := SSR k SSE n-k-1 i := 1 .. 3 v := i MSE := j := 1 .. 2 SS := i l := 2 .. 2 F := l MS := j MSR MSE p := 1 - pF F , v , v l l 1 ( 2 ) k n-k-1 n-1 SSR SSE SST MSR MSE Source := i v = i SS = i MS = j F = l p = l "Regression" "Error" "Total" 3 26 29 96.5 12.4 108.9 32.167 0.477 67.446 0.000 (c) What is the estimate of the error variance 2? SSE n-k-1 := = 0.691 = 0.477 2 Luther Setzer 1 NASA Pkwy E Stop NEM3, Kennedy Space Center, FL 32899 (321) 544-7435 UF-ESI-6321 UF-ESI-6321-13-01-01.xmcd page 3 of 3 (d) What is the p-value for the null hypothesis H0 : 1 = 2 = 3 = 0 SSR k 2 F := = 67.446 F := (n - k - 1) R k 1 - R 2 ( 2 ) = 67.446 p := 1 - pF F , v , v 1 ( 2 ) = 0.000 (e) If 1 := 16.5 se_1 := 2.6 construct a two-sided 95% confidence interval for 1. i := 1 .. n := 1.00 - 0.95 = 0.05 v := n - k - 1 = 26 t := qt 2 , v = -2.056 1 + t se_1 1 - t se_1 = 11.1556 21.8444 Luther Setzer 1 NASA Pkwy E Stop NEM3, Kennedy Space Center, FL 32899 (321) 544-7435 ...
View Full Document

This note was uploaded on 05/12/2010 for the course ESI 6321 taught by Professor Josephgeunes during the Spring '07 term at University of Florida.

Page1 / 3

Mathcad - UF-ESI-6321-13-01-01 - UF-ESI-6321...

This preview shows document pages 1 - 3. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online