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HW6sol

# HW6sol - Stat 512 1 Solutions to Homework#6 Dr Levine 1 In...

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Stat 512 – 1 Solutions to Homework #6 Dr. Levine 1. In this exercise you will illustrate some of the ideas described in Chapter 7 of the text related to the extra sums of squares. (a) Create a new variable called SAT which equals SATM + SATV and run the following two regressions: (i) predict GPA using HSM , HSS , and HSE ; Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model 3 27.71233 9.23744 18.86 <.0001 Error 220 107.75046 0.48977 Corrected Total 223 135.46279 (ii) predict GPA using SAT , HSM , HSS and HSE . Analysis of Variance Sum of Mean Source DF Squares Square F Value Pr > F Model 4 27.88746 6.97187 14.19 <.0001 Error 219 107.57533 0.49121 Corrected Total 223 135.46279 Calculate the extra sum of squares for the comparison of these two analyses. Use it to construct the F statistic (i.e., general linear test statistic) for testing the null hypothesis that the coefficient of the SAT variable is zero in the model with all four predictors. What are the degrees of freedom for this test statistic? Using the SSE definition, ( ) ( ) ( ) ( ) | , , , , , , , 107.75046 107.57533 0.17513 SSM sat hsm hss hse SSE hsm hss hse SSE sat hsm hss hse = = = or, using the SSM definition, ( ) ( ) ( ) ( ) | , , , , , , , 27.88746 27.71223 0.17513 SSM sat hsm hss hse SSM sat hsm hss hse SSM hsm hss hse = = = The numerator df is (220 – 219) = (4 – 3) = 1. ( ) ( ) ( ) | , , / 1 0.17513/1 0.35653 0.49121 SSM sat hsm hss hse F MSE full = = = , df = (1,219)

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