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In a multiple regression equation k = 7 and n = 24, the MSE value is 5

Statistics

In a multiple regression equation k = 7 and n = 24, the MSE value is 5.60, and SST is 536.30. a. At the 0.05 significance level, can we conclude that any of the regression coefficients are not equal to 0? (Round the Fvalue to 2 decimal places.) Ho: B1 = B2 = B3 = B4 = B5 = 0 H1: Not all B's equal zero. df = df2 = so Ho is rejected if F> b. Complete the ANOVA table. (Round the SS, MS and Fvalues to 2 decimal places.) Source SS DF MS Regression Error 5.60 Total 536.30 23 So Ho is rejected Not all v the regression coefficients equal zero.

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a)

?df1?=6?

?df2?=17?

?H0?? is rejected if F> F-critical value.

 

b)

SS(Regression)= 441.10

SS(Error) = 95.20

 

df(Regression) = 6

df(Error) = 17

 

MS(Regression)= 73.52

 

F = 13.13

 

F- critical value = 2.62

Step-by-step explanation

a)

?df1?=k−1=7−1?

?df1?=6?

 

?df2?=n−k=24−7?

?df2?=17?

?H0?? is rejected if F> F-critical value (?Fα?,k−1,n−k? ) or (?Fα?,df1?,df2?? )

 

b)

SS(Error) = DF(error) * MS(error) = 17 * 5.60

SS(Error) = 95.20

 

SS(Regression)= SS(total) - SS(error) = 536.30 - 95.20

SS(Regression)= 441.10

 

 

df(Regression) = 6

df(Error) = 17

 

MS(Regression) = ?df(regression)MS(regression)??

 

=?6441.10??

 

MS(Regression)= 73.52

 

 

F =?MS(error)MS(regression)??

 

F = ?5.6073.52??

 

F = 13.13

 

This is summarized in the attached file below;

anova.PNG

 

F- critical value

?Fα?,df1?,df2?? = ?F0.05?,6,17? = 2.62

Since F is greater than F-critical value that is 13.13>2.62 hence we reject the null hypothesis at 0.05 level of significance and conclude that not all the regression coefficient are equal to zero.