After running a regression on 60 monthly observations of a fund's returns on thereturns of a stock market index, you find the estimate of the slope coefficient of 1.18with a standard error of 0.39. You are interested in testing the hypothesis of whetherthe slope is equal to 1. What is the t-statistic for this hypothesis test?(Bonus thinking question: can you reject the null hypothesis that the slope 1 at a 5%confidence level?)

Given: Sample size, n=60 Estimate of slope coefficient, β^1=1.18 Standard error is, seβ^1=0.39

Answered: After running a regression on 60…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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A researcher has developed a regression model from fourteen pairs of data points. He wants to test to determine if the slope is significantly different from zero. He uses a two-tailed test and a = 0.01. The critical tablet value is 2.718 3.012 2.650 O 3.055 O 2.168
Write the formula for the estimated regression line and interpret the slope of the estimated regression line, the intercept of the estimated regression line- Is it meaningful?, and the estimated R2. Based on the fitted regression model, what is the predicted ATST for a child who is 7 years old? What is the correlation between AGE and ATST? Does the residual plot suggest that the fitted regression line is inappropriate for these data? Explain why or why not. Suppose that a new subject is added to the study data and that subject is 12.5 years old with an ATST of 580 minutes. If the regression model were to be refit with this additional data point, would the new slope be greater than or less than -14.041? Justify your response.
A vocational counselor uses the number of days without employment to predict her clients' feelings of self efficacy, measured on a scale of 1 to 5, with higher numbers meaning that clients feel more secure in their job related abilities. The slope of the regression line is –1.02. Which statement is the best interpretation for this finding? a. For every 1-point increase in self-efficacy, there is an associated decrease in the number of days of unemployment. b. For every additional day of unemployment, there is an associated decrease in self-efficacy of 1.02 points. c. The least number of days a person can be unemployed and still feel self-efficacious is 3.98 points d. The decrease in self-efficacy of 1.02 points is caused by each additional day of unemployment
For linear regression with one variable, the unpredicted portion of the Y-score variance (MS residual) has df = n - 2. True False Submit Answer
The service regresses the number of complaints lodged against an employee last year on the hourly wage of the employee for the year. The analyst ran a simple linear regression shown below. Table 7: Model Summary Model R R Square Adjusted R Square Std. Error of the Estimate 1 .854a .730 .695 6.6235 a. Predictors: (Constant), Hourly Wage Table 8: ANOVA ANOVAb Model Sum of Squares df Mean Square F Sig. 1 Regression 1918.458 1 1918.458 129.783 .000a Residual 709.567 48 14.782 Total 2628.025 49 a. Predictors: (Constant), Hourly Wage b. Dependent Variable: Number of Complaints Table 9: Coefficients Coefficientsa Model Unstandardized Coefficients Standardized Coefficients t Sig. B Std. Error Beta 1 (Constant) 20.2 4.357 4.636 .000 Hourly Wage -1.20 .088 -.946 -13.636 .000 a. Dependent Variable: Number of…
Find the regression equation, letting overhead width be the predictor (x) variable. Find the best predicted weight of a seal if the overhead width measured from a photograph is 1.7 cm. Can the prediction be correct? What is wrong with predicting the weight in this case? Use a significance level of 0.05. Overhead Width (cm) Weight (kg) Click the icon to view the critical values of the Pearson correlation coefficient r. F n example Get more help. The regression equation is y=-159.5+ 43.2 x (Round to one decimal place as needed.) 3 # The best predicted weight for an overhead width of 1.7 cm is kg. (Round to one decimal place as needed.) I 80 E 26 D 7.8 161 C $ 4 Q F4 8.3 212 R F Stv 9.9 276 07 20 V F5 T 9.1 215 G 6 B 9.7 262 746 MacBook Air FO 7.3 166 Y H & 7 N F7 U X +00 8 J DII FB - M ( 9 K O < I ) O |qqqqqqqqi L F10 Clear all P . V : ; F11 { + [ command option Check answer = ? 11 I F12 1
Prev The table below gives the list price and the number of bids received for five randomly selected items sold through online auctions. Using this data, consider the equation of the regression line, y = bo + b₁x, for predicting the number of bids an Item will receive based on the list price. Keep in mind, the correlation coefficient may or may not be statistically significant for the data given. Remember, In practice, It would not be appropriate to use the regression line to make a prediction if the correlation coefficient is not statistically significant. Price in Dollars 28 33 36 42 45 Number of Bids 1 7 8 9 10 Step 3 of 6: Find the estimated value of y when x = 33. Round your answer to three decimal places. Table Copy Data Next
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3. Regression analysis breaks scores on the DV into... (explain and give equations)
Prev The table below gives the age and bone density for five randomly selected women. Using this data, consider the equation of the regression line, y = bo + b₁x, for predicting a woman's bone density based on her age. Keep in mind, the correlation coefficient may or may not be statistically significant for the data given. Remember, In practice, it would not be appropriate to use the regression line to make a prediction if the correlation coefficient is not statistically significant. Age Bone Density 61 62 68 69 40 357 350 343 340 315 Step 1 of 6: Find the estimated slope. Round your answer to three decimal places. Table Copy Data Next

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