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) = 44 (number of predictors or regressors).
  • Denominator d.f. (Error) = 4545 (residual or error degrees of freedom).

2. Critical Value of F

Using Appendix F for α=0.05\alpha = 0.05, d.f. numerator=4\text{d.f. numerator} = 4, and d.f. denominator=45\text{d.f. denominator} = 45, the critical value is approximately:

Fcritical(4,45,0.05)2.58.F_{\text{critical}}(4, 45, 0.05) \approx 2.58.


3. F-Statistic Calculation

The F-statistic is calculated using the formula:

F=MSRegressionMSErrorF = \frac{\text{MS}_{\text{Regression}}}{\text{MS}_{\text{Error}}}

From the table:

  • MSRegression=64,853\text{MS}_{\text{Regression}} = 64,853
  • MSError=4,990\text{MS}_{\text{Error}} = 4,990

Substitute these values:

F=64,8534,990=13.00F = \frac{64,853}{4,990} = 13.00


4. Is the Regression Significant Overall?

  • Fcalculated=13.00F_{\text{calculated}} = 13.00 exceeds Fcritical=2.58F_{\text{critical}} = 2.58.
  • This means the regression is significant overall at α=0.05\alpha = 0.05.

5. R2R^2 and Radj2R^2_{\text{adj}} Calculations

(a) R2R^2 Calculation

The formula for R2R^2 is:

R2=SSRegressionSSTotalR^2 = \frac{\text{SS}_{\text{Regression}}}{\text{SS}_{\text{Total}}}

Substitute the values:

  • SSRegression=259,412\text{SS}_{\text{Regression}} = 259,412
  • SSTotal=483,951\text{SS}_{\text{Total}} = 483,951

R2=259,412483,9510.536(or 53.6%)R^2 = \frac{259,412}{483,951} \approx 0.536 \quad (\text{or } 53.6\%)


(b) Radj2R^2_{\text{adj}} Calculation

The formula for Radj2R^2_{\text{adj}} is:

Radj2=1(1R2n1nk1)R^2_{\text{adj}} = 1 - \left( \frac{1 - R^2}{\frac{n - 1}{n - k - 1}} \right)

Where:

  • n=50n = 50 (total observations),
  • k=4k = 4 (number of predictors),
  • R2=0.536R^2 = 0.536.

Substitute these values:

Radj2=1(10.5365015041)R^2_{\text{adj}} = 1 - \left( \frac{1 - 0.536}{\frac{50 - 1}{50 - 4 - 1}} \right)

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.

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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