Math Problem Statement
Case Refer to the ANOVA table below.
Source d.f SS MS Regression 4 259,412 64,853 Error 45 224,539 4,990 Total 49 483,951
State the degrees of freedom for the F test for the overall significance. Use Appendix F to look up the critical value of F for a = .05. Calculate the F statistic. Is the regression significant overall? Calculate R2 and R2auj,, Showing your formulas clearly.
Solution
Let's solve the given problem step-by-step.
1. Degrees of Freedom for the F-Test
The degrees of freedom (d.f.) for the F-test are:
- Numerator d.f. (Regression) = (number of predictors or regressors).
- Denominator d.f. (Error) = (residual or error degrees of freedom).
2. Critical Value of F
Using Appendix F for , , and , the critical value is approximately:
3. F-Statistic Calculation
The F-statistic is calculated using the formula:
From the table:
Substitute these values:
4. Is the Regression Significant Overall?
- exceeds .
- This means the regression is significant overall at .
5. and Calculations
(a) Calculation
The formula for is:
Substitute the values:
(b) Calculation
The formula for is:
Where:
- (total observations),
- (number of predictors),
- .
Substitute these values:
Simplify:
= 1 - (0.464 \times 0.918) \approx 1 - 0.426 = 0.574 \quad (\text{or } 57.4\%)$$ --- ### **Summary of Results** 1. **Degrees of Freedom:** $$\text{Regression} = 4$$, $$\text{Error} = 45$$. 2. **Critical $$F$$:** $$2.58$$. 3. **Calculated $$F$$:** $$13.00$$. 4. **Significance:** Regression is significant overall. 5. **$$R^2$$:** $$0.536$$ (53.6%). 6. **$$R^2_{\text{adj}}$$:** $$0.574$$ (57.4%). --- Do you want more details or have any questions? ### **Related Questions** 1. What happens to $$R^2_{\text{adj}}$$ if more predictors are added unnecessarily? 2. How does $$\alpha$$ influence the critical value of $$F$$? 3. What are the assumptions for conducting an F-test in regression? 4. How does $$R^2$$ interpret the proportion of variance explained? 5. When is $$R^2_{\text{adj}}$$ preferred over $$R^2$$? ### **Tip** Always verify the assumptions of linear regression (normality, independence, homoscedasticity, and linearity) before interpreting $$F$$-test results.Ask a new question for Free
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Math Problem Analysis
Mathematical Concepts
Statistics
ANOVA (Analysis of Variance)
Regression Analysis
Formulas
F = MS_Regression / MS_Error
R^2 = SS_Regression / SS_Total
R^2_adj = 1 - ((1 - R^2) * ((n - 1) / (n - k - 1)))
Theorems
F-test in ANOVA
Suitable Grade Level
College/University Level
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