1. In a multiple regression model with 3 predictors for a sample
of size 53, it is found that SST=325.68, SSE=102.34. The value of
the F-statistic is
2. A regression model with 3 predictors is fitted to a sample of
size 32. For a particular set of values of the 3 predictors, it is
found that s.e.(ε^)=1.125 and the 95% confident interval for the
response is (0.326, 4.978). Find the prediction interval of the
response for the same set of predictors’ values.
3. A linear regression model with 4 predictors is fitted to a
random sample of size 35. It is found that value of the multiple
coefficient of determination is R2 = 0.35. Test for the overall
utility of the model at α=0.05 and identify which of the following
statements is the most appropriate.
Answer:
4. A researcher is evaluating a linear regression model with 5
predictors using a random sample of size 66. He considers whether
it makes sense to drop two predictors to simplify the model. The
sum of squared errors resulted from the 5 and 3 predictors are
SSE(x1,x2,x3,x4,x5) = 120 and SSE(x1,x2,x3) = 130. Which of the
following is the most appropriate statement?
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