Page 101 - Basic Statistics

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Table 5.5 The analysis of variance

Source of Sum of Degrees Mean
variation squares of Squares F
(SS ) Freedom ( MS )

Regression ............. .... .............

Residual ............. .... ............. F = .............

Total ............. ....

Test results: F > F(;1;n-2), ie ........ > ........., then H 0 is ............ at the 5 percent

significance level.. It was concluded that...................................................................

c. The coefficient of determination:

2
R = SS(Reg) / SS(Total)

= ………… / …………
= …………

The interpretation of is that .......... % of the variation in the dependent variable

is “ explained” by its linear relationship with the independent variable.

d. Testing of the coefficient  1

H 0 :  1 = 0

H 1 :  1  0

2
Variance: S ˆ = MS(Res) / (  X − (  X ) 2 / ) n
β 1 j j

~~* CHAPTER 5 LINEAR REGRESSION MODEL *~~