6) The following results are from data where the dependent variable is EXPENSE FEES, the independent variables are SAFETY RATING, PERFORMANCE, and LOAD which is a dummy variable =1 for load funds and = 0 for no-load funds. Complete the results: SUMMARY OUTPUT Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations 20 ANOVA df SS MS Significance F Regression 0.7694 0.0087 Residual Total 19 1.517 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Intercept 1.391 2.025 0.687 0.502 -2.901 5.683 Safety Rating -0.0338 0.2666 -0.1267 0.9008 -0.5990 0.5315 Performance (%) 0.0069 0.0035 0.0636 -0.0004 0.0142 Load 0.233 0.102 2.293 0.036
6) The following results are from data where the dependent variable is EXPENSE FEES, the independent variables are SAFETY RATING, PERFORMANCE, and LOAD which is a dummy variable =1 for load funds and = 0 for no-load funds. Complete the results: SUMMARY OUTPUT Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations 20 ANOVA df SS MS Significance F Regression 0.7694 0.0087 Residual Total 19 1.517 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Intercept 1.391 2.025 0.687 0.502 -2.901 5.683 Safety Rating -0.0338 0.2666 -0.1267 0.9008 -0.5990 0.5315 Performance (%) 0.0069 0.0035 0.0636 -0.0004 0.0142 Load 0.233 0.102 2.293 0.036
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
6) The following results are from data where the dependent variable is EXPENSE FEES, the independent variables are SAFETY RATING, PERFORMANCE, and LOAD which is a dummy variable = 1 for load funds and = 0 for no-load funds.
**Complete the results**
g) Is the regression equation as a whole significant at the 1% level of significance? How do you know?
h) What is the effect on expense fees of a fund being a load fund versus a no-load fund?

Transcribed Image Text:6) The following results are from data where the dependent variable is EXPENSE FEES, the independent
variables are SAFETY RATING, PERFORMANCE, and LOAD which is a dummy variable =1 for
load funds and = 0 for no-load funds.
Complete the results:
SUMMARY OUTPUT
Regression Statistics
Multiple R
R Square
Adjusted R Square
Standard Error
Observations
20
ANOVA
df
SS
MS
F
Significance F
Regression
0.7694
0.0087
Residual
Total
19
1.517
Coefficients
Standard Error
t Stat
P-value
Upper 95%
Lower 95%
Intercept
1.391
2.025
0.687
0.502
-2.901
5.683
Safety Rating
-0.0338
0.2666
-0.1267
0.9008
-0.5990
0.5315
Performance (%)
0.0069
0.0035
0.0636
-0.0004
0.0142
Load
0.233
0.102
2.293
0.036
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