Test 1: Multiple Linear Regression. Given the following data: y X₁ X₂ X3 X4 X5 8.0 19.6 94.9 2.3 5.2 29.6 x6 2.1 2.1 2.0 8.3 19.8 89.7 1.8 5.2 32.4 8.5 19.6 96.2 2.0 5.8 31.0 8.8 19.4 95.6 2.1 6.4 32.4 2.2 9.0 18.6 86.5 1.8 5.8 28.6 2.0 9.3 18.8 84.5 2.1 5.2 30.6 2.1 9.3 20.4 88.8 1.9 5.6 32.4 2.2 9.5 19.0 85.7 1.9 6.0 32.6 2.1 9.8 20.8 93.6 2.1 5.2 32.2 2.3 10.0 19.9 86.0 1.8 5.8 31.8 2.1 10.3 18.0 87.1 1.6 6.4 32.6 2.0 10.5 20.6 93.1 2.1 6.0 33.4 2.1 10.8 20.2 83.4 2.1 6.2 31.8 2.2 11.0 20.2 94.5 1.9 6.2 32.4 2.1 11.3 19.2 83.4 1.8 6.2 31.4 1.9 11.5 17.0 85.2 2.1 5.6 33.2 2.1 11.8 19,8 84.1 1.8 6.0 35.4 2.0 12.3 18.8 86.9 1.8 5.8 34.0 2.1 12.5 18.6 83.0 2.0 5.6 34.2 1.9 A. With x₁, x₂, X5 and x, as regressors, fit a multiple linear regression model to the given data. B. Suppose that the regressors are grouped as follows: -Group 1 (B₁): X₁, X4, X5 -Group 2 (B₂): x2, X3, X6 ادی 1010 INNO

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Test 1: Multiple Linear Regression. Given the following data:
y
X₁
X₂
X3
X₁
X5
X6
8.0
19.6
94.9
2.3
5.2
29.6
2.1
8.3
19.8
89.7
1.8
5.2
32.4
2.1
8.5
19.6
96.2
2.0
5.8
31.0
2.0
8.8
19.4
95.6
2.1
6.4
32.4
2.2
9.0
18.6
86.5
1.8
5.8
28.6
2.0
9.3
18.8
84.5
2.1
5.2
30.6
2.1
9.3
20.4
88.8
1.9
5.6
32.4
2.2
9.5
19.0
85.7
1.9
6.0
32.6
2.1
9.8
20.8
93.6
2.1
5.2
32.2
2.3
10.0
19.9
86.0
1.8
5.8
31.8
2.1
10.3
18.0
87.1
1.6
6.4
32.6
2.0
10.5
20.6
93.1
2.1
6.0
33.4
2.1
10.8
20.2
83.4
2.1
6.2
31.8
2.2
11.0
20.2
94.5
1.9
6.2
32.4
2.1
11.3
19.2
83.4
1.8
6.2
31.4
1.9
11.5
17.0
85.2
2.1
5.6
33.2
2.1
11.8
19.8
84.1
1.8
6.0
35.4
2.0
12.3
18.8
86.9
1.8
5.8
34.0
2.1
12.5
18.6
83.0
2.0
5.6
34.2
1.9
A. With x₁, x₂, X5 and x, as regressors, fit a multiple linear regression model to the given data.
B. Suppose that the regressors are grouped as follows:
-Group 1 (B₁): X₁, X₁, X5
-Group 2 (B₂): X₂, X3, X6
Transcribed Image Text:Test 1: Multiple Linear Regression. Given the following data: y X₁ X₂ X3 X₁ X5 X6 8.0 19.6 94.9 2.3 5.2 29.6 2.1 8.3 19.8 89.7 1.8 5.2 32.4 2.1 8.5 19.6 96.2 2.0 5.8 31.0 2.0 8.8 19.4 95.6 2.1 6.4 32.4 2.2 9.0 18.6 86.5 1.8 5.8 28.6 2.0 9.3 18.8 84.5 2.1 5.2 30.6 2.1 9.3 20.4 88.8 1.9 5.6 32.4 2.2 9.5 19.0 85.7 1.9 6.0 32.6 2.1 9.8 20.8 93.6 2.1 5.2 32.2 2.3 10.0 19.9 86.0 1.8 5.8 31.8 2.1 10.3 18.0 87.1 1.6 6.4 32.6 2.0 10.5 20.6 93.1 2.1 6.0 33.4 2.1 10.8 20.2 83.4 2.1 6.2 31.8 2.2 11.0 20.2 94.5 1.9 6.2 32.4 2.1 11.3 19.2 83.4 1.8 6.2 31.4 1.9 11.5 17.0 85.2 2.1 5.6 33.2 2.1 11.8 19.8 84.1 1.8 6.0 35.4 2.0 12.3 18.8 86.9 1.8 5.8 34.0 2.1 12.5 18.6 83.0 2.0 5.6 34.2 1.9 A. With x₁, x₂, X5 and x, as regressors, fit a multiple linear regression model to the given data. B. Suppose that the regressors are grouped as follows: -Group 1 (B₁): X₁, X₁, X5 -Group 2 (B₂): X₂, X3, X6
Test
the significance of B₁ at a = 0.05.
C. From the model in (A), construct a normal probability plot of residuals (cumulative normal probability
or standard normal scores vs. residuals). What can you say from this plot?
D. What can you say about any influential observations in the data? Justify your answer numerically.
Transcribed Image Text:Test the significance of B₁ at a = 0.05. C. From the model in (A), construct a normal probability plot of residuals (cumulative normal probability or standard normal scores vs. residuals). What can you say from this plot? D. What can you say about any influential observations in the data? Justify your answer numerically.
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