Ch 14 - Regression

# Considerthefollowinghypotheses h 0 1 0 versus h a

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Unformatted text preview: nse we had to estimate 2 quantities, the y-intercept and the slope; so we lose 2 df. Estimating the Standard Deviation: Exam 2 vs Final Below are the portions of the SPSS regression output that we could use to obtain the estimate of for our regression analysis. Model Summaryb Model 1 R .889a R Square .791 Adjusted R Square .738 Std. Error of the Estimate 8.24671 a. Predictors: (Constant), exam 2 scores (out of 75) b. Dependent Variable: final exam scores (out of 100) ANOVAb Model 1 Regression Residual Total Sum of Squares 1027.967 272.033 1300.000 df 1 4 5 Mean Square 1027.967 68.008 a. Predictors: (Constant), exam 2 scores (out of 75) b. Dependent Variable: final exam scores (out of 100) 194 F 15.115 Sig. .018a Significant Linear Relationship? Consider the following hypotheses: H 0 : 1 0 versus H a : 1 0 What happens if the null hypothesis is true? If 1=0 then E(Y) = 0 => a constant no matter what the value of x is. i.e. knowing x does not help to predict the response. So these hypotheses are testing if there is a significant non-zero linear relationship between y and x. There are a number of ways to test this hypothesis. One way is through a t‐test statistic (think about why it is a t and not a z test). sample statistic - null value The general form for a t test statistic is: t standard error of the sample statistic We have our sample estimate for 1 , it is b1 . And we have the null value of 0. So we need the standard error for b1 . We could “derive” it, using the idea of sampling distributions (think about the population of all possible b1 values if we were to repeat this procedure over and over many times). Here is the result: t‐test for the population slope 1 b 0 To test H 0 : 1 0 we would use t 1 s.e.(b1 ) s where SE (b1 ) x x 2 and the degrees of freedom for the t‐distribution are n – 2. This t‐statistic could be modified to test a variety of hypotheses about the population slope (different null values and various directions of extreme). Try It! Significant Relationship between Exam 2 Scores and Final Scores?...
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## This document was uploaded on 02/25/2014 for the course STATS 250 at University of Michigan.

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