I need to see how you work through this problem, please! Suppose that X 1 , X 2 , and X 3 are potential predictor variables in a linear regression model used to predict Y with n=30 observations. Use...

1 answer below »

I need to see how you work through this problem, please!

Suppose that X1, X2, and X3
are potential predictor variables in a linear regression model used to predict Y with n=30 observations. Use the given SSE values in the following table to answer the questions below.
















SSE(X1) = 1369.40SSE(X1, X2) = 1369.37SSE(X1, X2, X3) = 1357.04
SSE(X2) = 4191.80SSE(X1, X3) = 1358.28
SSE(X3) = 2800.50SSE(X2, X3) = 2778.69


The notation, for example, SSE(X1, X2) means the sum of squares for a multiple regression model that includes X1
and X2
as predictors (and does not include X3).

  1. Calculate SSR(X3|X1). Show your work.

  2. Explain in words what is measured by the quantity calculated in the previous part.

  3. Calculate SSR(X1|X2, X3). Show your work.

  4. Explain in words what is measured by the quantity calculated in the previous part.




Document Preview:

I need to see how you work through this problem, please! Suppose that X1, X2, and X3 are potential predictor variables in a linear regression model used to predict Y with n=30 observations. Use the given SSE values in the following table to answer the questions below. SSE(X1) = 1369.40SSE(X1, X2) = 1369.37SSE(X1, X2, X3) = 1357.04SSE(X2) = 4191.80SSE(X1, X3) = 1358.28SSE(X3) = 2800.50SSE(X2, X3) = 2778.69 The notation, for example, SSE(X1, X2) means the sum of squares for a multiple regression model that includes X1 and X2 as predictors (and does not include X3). Calculate SSR(X3|X1). Show your work. Explain in words what is measured by the quantity calculated in the previous part. Calculate SSR(X1|X2, X3). Show your work. Explain in words what is measured by the quantity calculated in the previous part. Consider the “full” model: Y = ß0 + ß1 X1 + ß2 X2 + ß3 X3 + e. What is then the “reduced” model associated with the null hypothesis H0: ß2 = ß3 = 0? Calculate the value of an F-statistic for testing H0: ß2 = ß3 = 0 for the model: Y = ß0 + ß1 X1 + ß2 X2 + ß3 X3 + e. It is not necessary to carry out the test – just calculate the value of F. Show your work. (Hint: Use the general linear F-test.) Calculate the value of the coefficient of partial determination R2Y,1|2. Write a sentence that interprets the value calculated in the previous part.



Answered Same DayDec 27, 2021

Answer To: I need to see how you work through this problem, please! Suppose that X 1 , X 2 , and X 3 are...

Robert answered on Dec 27 2021
123 Votes
I need to see how you work through this problem, please!
Suppose that X1, X2, and X3 are potential
predictor variables in a linear regression
model used to predict Y with n=30 observations. Use the given SSE values in the
following table to answer the questions below.
The notation, for example, SSE(X1, X2) means the sum of squares for a multiple
regression model that includes X1 and X2 as predictors (and does not include X3).
a) Calculate SSR(X3|X1). Show your work.
SSR(x3/x1) = SSE (x1)-SSE(x1,x3)
= 1369.40-1358.28
= 11.12
b) Explain in words what is measured by the quantity calculated in the previous
part.
The above implies x1 is already in the model and x3 is newly added. Also it can
be stated that when x1 is there, some error was there. The increase in...
SOLUTION.PDF

Answer To This Question Is Available To Download

Related Questions & Answers

More Questions »

Submit New Assignment

Copy and Paste Your Assignment Here