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d) is the overall regression of the model that includes the three predictors significant? Use a 0.01- O Reject the null hypothesis O Do not reject the null hypothesis

d) is the overall regression of the model that includes the three predictors significant? Use a 0.01- O Reject the null hypothesis O Do not reject the null hypothesis

MATLAB: An Introduction with Applications
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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Use SAS output for a random sample of size 20 to answer the following questions. Regression of yon X and X₂ Regression of y on X₁ X₁₂, and X₂ 3 F1.17, 0.99 = 8.40 F3,16, 0.99 = 5.29 F1.17, 0.95 = 4.45 F3,16, 0.95 = 3.24 d) is the overall regression of the model that includes the three predictors significant? Use a=0.01 O Reject the null hypothesis O Do not reject the null hypothesis Source Model Error Parameter Intercept x1 x2 x3 Corrected Total 19 1855.20200 Source DF 1 1 1 x1 x2 x3 Number of Observations Read 20 Number of Observations Used 20 R-Square Coeff Var Root MSE 0.818318 22.31297 Analysis of Variance x1 x2 x3 Sum of Mean Source Model Error DF Squares 2 1317.79841 658.89921 17 537.40359 31.61198 Square F Value Pr > F 20.84 <.0001 Type I SS 8.352481 Standard Estimate Error -36.76492528 7.01092577 0.00076294 0.00063630 1.19217421 0.56165391 4.71982137 1.53047547 1309.445931 200.346530 y Mean 4.589778 20.57000 Source DF Type III SS 1 30.2855361 1 94.9129162 1 200.3465296 DF Sum of Squares Mean Square F Value Pr > F 3 1518.144941 506 048314 24.02 0001 337.067069 21.066066 1855.202000 16 Corrected Total 19 F2,17, 0.99 = 6.11 F4.16, 0.99 = 4.77 F2,17, 0.95 = 3.59 F4.16, 0.95 = 3.01
Transcribed Image Text:Use SAS output for a random sample of size 20 to answer the following questions. Regression of yon X and X₂ Regression of y on X₁ X₁₂, and X₂ 3 F1.17, 0.99 = 8.40 F3,16, 0.99 = 5.29 F1.17, 0.95 = 4.45 F3,16, 0.95 = 3.24 d) is the overall regression of the model that includes the three predictors significant? Use a=0.01 O Reject the null hypothesis O Do not reject the null hypothesis Source Model Error Parameter Intercept x1 x2 x3 Corrected Total 19 1855.20200 Source DF 1 1 1 x1 x2 x3 Number of Observations Read 20 Number of Observations Used 20 R-Square Coeff Var Root MSE 0.818318 22.31297 Analysis of Variance x1 x2 x3 Sum of Mean Source Model Error DF Squares 2 1317.79841 658.89921 17 537.40359 31.61198 Square F Value Pr > F 20.84 <.0001 Type I SS 8.352481 Standard Estimate Error -36.76492528 7.01092577 0.00076294 0.00063630 1.19217421 0.56165391 4.71982137 1.53047547 1309.445931 200.346530 y Mean 4.589778 20.57000 Source DF Type III SS 1 30.2855361 1 94.9129162 1 200.3465296 DF Sum of Squares Mean Square F Value Pr > F 3 1518.144941 506 048314 24.02 0001 337.067069 21.066066 1855.202000 16 Corrected Total 19 F2,17, 0.99 = 6.11 F4.16, 0.99 = 4.77 F2,17, 0.95 = 3.59 F4.16, 0.95 = 3.01
Expert Solution
Step 1

As per the given information, there are three predictor variables in the model. X1,X2 and X3.

The regression model is:

Y=β0+β1X1+β2X2+β3X3+ε

The test for the significance of the regression can be done under the hypothesis:

H0: The overall regression is not significant, i.e. βi=0; i=1,2,3Ha: The overall regression is significant, i.e. At least one βi≠0; i=1,2,3

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