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. d) What is the standard error of the error term in the regression equation? e) Are any of the explanatory (independent) variables significant at the 10% level of significance? How do you know? f) What is the null and alternative hypothesis that Excel is testing in reporting the t-stats above?
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. d) What is the standard error of the error term in the regression equation? e) Are any of the explanatory (independent) variables significant at the 10% level of significance? How do you know? f) What is the null and alternative hypothesis that Excel is testing in reporting the t-stats above?
Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter4: Equations Of Linear Functions
Section: Chapter Questions
Problem 6SGR
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.
d) What is the standard error of the error term in the regression equation?
e) Are any of the explanatory (independent) variables significant at the 10% level of significance? How do you know?
f) What is the null and alternative hypothesis that Excel is testing in reporting the t-stats above?
![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](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F61d8df79-6fd2-494a-bfde-d732d93e5033%2F18b8b3f4-3c9c-49ae-abe2-fbfbf6febe54%2Fz1spody_processed.jpeg&w=3840&q=75)
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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