The expected value of R4 is

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
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q16

Assume that you get a coefficient of determination of 0.741, based on a sample size of 23, as shown in the following
figure. Further assume that the regression was based on 10 predictor variables. Given that there are 10 predictors as
opposed to just 2, what R- would you expect to get by pure chance even when there is no relationship between the
dependent and the independent variables?
C
1 Summary Output
2 Regression Statistics
3 Multiple R
R Square
5 Adjusted R Square
6 Standard Error
7 Observations
8
Coefficient of determination
0.861
4
0.741
Adjusted R2
0.715
11.960
23
Analysis of variance (ANOVA ) table
Standard error of the estimate (S.)
9 ANOVA +
10
11 Regression
12 Residual
13 Total
14
df
21
20
22
SS
8189.7
2861.0
MS
F Significance F
28.63
4094.9
143.1
0.000
11050,7
F test for the overall
model
t Stat p Value
5.73 0.000
5.63 0.000
-2.92 0.008
15
Coefficients Standard Error
16 Intercept
17 Square Feet
18 Age
57.35
0.017718
-0.6663
10.01
0.003146
0.228
t test of regression coefficients and p values
(Round answer to 3 decimal places, e.g. 1.758.)
The expected value of R is
Appendix A Statistical Tables
Transcribed Image Text:Assume that you get a coefficient of determination of 0.741, based on a sample size of 23, as shown in the following figure. Further assume that the regression was based on 10 predictor variables. Given that there are 10 predictors as opposed to just 2, what R- would you expect to get by pure chance even when there is no relationship between the dependent and the independent variables? C 1 Summary Output 2 Regression Statistics 3 Multiple R R Square 5 Adjusted R Square 6 Standard Error 7 Observations 8 Coefficient of determination 0.861 4 0.741 Adjusted R2 0.715 11.960 23 Analysis of variance (ANOVA ) table Standard error of the estimate (S.) 9 ANOVA + 10 11 Regression 12 Residual 13 Total 14 df 21 20 22 SS 8189.7 2861.0 MS F Significance F 28.63 4094.9 143.1 0.000 11050,7 F test for the overall model t Stat p Value 5.73 0.000 5.63 0.000 -2.92 0.008 15 Coefficients Standard Error 16 Intercept 17 Square Feet 18 Age 57.35 0.017718 -0.6663 10.01 0.003146 0.228 t test of regression coefficients and p values (Round answer to 3 decimal places, e.g. 1.758.) The expected value of R is Appendix A Statistical Tables
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