QUA2321: Quantitative Methods II Fall 2015

| August 30, 2017

Question
QUA2321: Quantitative Methods II

Fall 2015

Grading Criteria: 5% of final grade

A paper copy is due in class on or before Thursday December 10, 2015 – NO EXCEPTIONS

Emailed assignments will not be accepted.

Late assignments will not be accepted.

A multiple linear regression has been performed using four independent random variables, X1, X2, X3 and X4. The regression output is:

Coefficient

Standard Error

Constant

6.96

X1

1.23

1.11

X2

5.59

2.35

X3

-2.11

1.96

X4

3.45

0.55

Source

DF

SS

MS

Regression

4

75.65

Error

Total

29

110.55

a) Complete the ANOVA table.

b) What is the multiple standard error of the estimate?

c) What is R2?

d) Write the regression equation.

e) What is the predicted value for X1=2, X2=10, X3=3 and X4=5?

f) Perform a global test of hypothesis to check if any of the regression coefficients are different from 0. What do you decide? Use the .05 significance level.

g) Do an individual test of each independent variable. Which variables would you consider eliminating? Use the .05 significance level.

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