110307028 財管一 謝凱儀 統計學 Homework 4 26.4.
2022
2,3,5,8,12
1. Thompson Photo Works purchased several new, highly sophisticated
processing machines. The production department needed some guidance with
respect to qualifications needed by an operator. Is age a factor? Is the length
of service as an operator (in years) important? To evaluate the factors needed
to estimate performance on the new processing machines, four variables were
selected:
𝐗 𝟏 = 𝐋𝐞𝐧𝐠𝐭𝐡 𝐨𝐟 𝐭𝐢𝐦𝐞 𝐚𝐧 𝐞𝐦𝐩𝐥𝐨𝐲𝐞𝐞 𝐰𝐚𝐬 𝐢𝐧 𝐭𝐡𝐞 𝐢𝐧𝐝𝐮𝐬𝐭𝐫𝐲
𝐗 𝟐 = 𝐌𝐞𝐜𝐡𝐚𝐧𝐢𝐜𝐚𝐥 𝐚𝐩𝐭𝐢𝐭𝐮𝐝𝐞 𝐭𝐞𝐬𝐭 𝐬𝐜𝐨𝐫𝐞
𝐗 𝟑 = 𝐏𝐫𝐢𝐨𝐫 𝐨𝐧 − 𝐭𝐡𝐞 − 𝐣𝐨𝐛 𝐫𝐚𝐭𝐢𝐧𝐠
𝐗 𝟒 = 𝐀𝐠𝐞
Performance on the new machine is designated 𝐲.
Thirty employees were randomly selected and data were collected for each of
the variables. A few results follow:
Name Performan Length of Mechanical Prior Age,
ce on New Time in Aptitude On-the-job 𝐗𝟒
Machine, Industry, Score, Rating,
𝐲 𝐗𝟏 𝐗𝟐 𝐗𝟑
Mike 112 12 312 121 52
Miraglia
Sue Trythall 113 2 380 123 27
? = 𝟏𝟏. 𝟔 + 𝟎. 𝟒𝐱 𝟏 + 𝟎. 𝟐𝟖𝟔𝐱 𝟐 + 𝟎. 𝟏𝟏𝟐𝐱 𝟑 + 𝟎. 𝟎𝟎𝟐𝐱 𝟒
The equation is: 𝒚
a. What is the equation called?
Ans: General multiple regression equation
b. How many dependent variables are there? Independent variables?
Ans: 1 dependent variable. 4 independent variables.
c. What is the number 0.286 called?
Ans: coefficient
d. As age increases by one year, how much does estimated performance on
the new machine increase?
Ans: 0.002
e. Carl Knox applied for a job at Photo Works. He has been in the business
for 6 years and scored 280 on the mechanical aptitude test. Carl’s prior
on-the-job performance rating is 97, and he is 35 years old. Estimate
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110307028 財管一 謝凱儀 統計學 Homework 4 26.4.2022
Carl’s performance on the new machine.
Ans:
𝑦J = 11.6 + 0.4(97) + 0.286(6) + 0.112(280) + 0.002(35) = 83.546
2. A consulting group was hired by the Human Resources Department at
General Mills, Inc. to survey company employees regarding their degree of
satisfaction with their quality of life. A special index, called the index of
satisfaction, was used to measure satisfaction. Six factors were studied,
namely, age at the time of first marriage (𝐱 𝟏 ), annual income (𝐱 𝟐 ), number of
children living (𝐱 𝟑 ), value of all assets (𝐱 𝟒 ), status of health in the form of an
index (𝐱 𝟓 ), and the average number of social activities per week- such as
bowling and dancing (𝐱 𝟔 ). Suppose the multiple regression equation is:
? = 𝟏𝟔. 𝟐𝟒 + 𝟎. 𝟎𝟏𝟕𝐱 𝟏 + 𝟎. 𝟎𝟎𝟐𝟖𝐱 𝟐 + 𝟒𝟐𝐱 𝟑 + 𝟎. 𝟎𝟎𝟏𝟐𝐱 𝟒 + 𝟎. 𝟏𝟗𝐱 𝟒 + 𝟐𝟔. 𝟖𝐱 𝟓
𝒚
a. What is the estimated index of satisfaction for a person who first married
at 18, has an annual income of $26,500, has three children living, has
assets of $156,000, has an index of health status of 141, and has 2.5 social
activities a week on the average?
Ans:
𝑦J = 16.24 + 0.017(18) + 0.0028(26,500) + 42(3) + 0.0012(156,000)
+ 0.19(141) + 26.8(2.5) = 497.736
b. Which would add more to satisfaction, an additional income of $10,000 a
year or two more social activities a week?
Ans:
𝑦J = 16.24 + 0.017(18) + 0.0028(36,500) + 42(3) + 0.0012(156,000) +
0.19(141) + 26.8(2.5) =525.736
𝑦J = 16.24 + 0.017(18) + 0.0028(26,500) + 42(3) + 0.0012(156,000) +
0.19(141) + 26.8(4.5) =551.336
Two more social activities a week.
3. Consider the ANOVA table that follows.
Analysis of Variance
Source DF SS MS F P
Regression 2 77.907 28.954 4.14 0.021
Residual Error 62 583.693 9.414
Total 64 661.600
a. Determine the standard error of estimate. About 95% of the residuals
will be between what two values?
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110307028 財管一 謝凱儀 統計學 Homework 4 26.4.2022
Ans:
𝑆𝑆𝐸
𝑆'·)*+...- = [
𝑛 − (𝑘 + 1)
583.693
=[
65 − (2 + 1)
= 3.06829
b. Determine the coefficient of multiple determination. Interpret this value.
Ans:
77.907
𝑅* = = 0.11776
661.600
c. Determine the coefficient of multiple determination, adjusted for the
degrees of freedom.
Ans:
583.693
* 65 − (2 + 1)
𝑅./0 =1−
661.600
65 − 1
583.693 65 − 1
=1−` × b
65 − (2 + 1) 661.600
583.693 64
=1−c × d
62 661.600
= 0.08930
4. The following regression output was obtained from a study of architectural
firms. The dependent variable is the total amount of fees in millions of
dollars.
a. Write out the regression equation.
Ans:
𝑦J = 7.987 + 0.122x) − 1.220x* − 0.063x+ + 0.523x1 − 0.065x2
b. How large is the sample? How many independent variables are there?
Ans: 51. There are 5 independent variables.
c. Conduct a global test of hypothesis to see if any of the set of regression
coefficients could be different from 0. Use the .05 significance level. What
is your conclusion?
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110307028 財管一 謝凱儀 統計學 Homework 4 26.4.2022
Ans:
371000/5
𝐹=
2647.38/[52 − (5 + 1)]
= 1289
There is a difference
d. Conduct a test hypothesis for each independent variable. Use the .05
significance level. Which variable would you consider eliminating first?
Ans:
X+ will eliminate first
e. Outline a strategy for deleting independent variables in this case?
Ans:
Because the p-value is not significant, so no difference from 0.
5. A real estate developer wishes to study the relationship between the size of home a
client purchase (in square feet) and other variables. Possible independent variables
include the family income, family size, whether there is a senior adult parent
living with the family (1 for yes, 0 for no), and the total years od education
beyond high school for the husband and wife. The sample information is reported
here.
Develop an appropriate multiple regression equation. Which independent
variables would you include in the final regression equation? Use the stepwise
method. Write out the regression equation. Report and interpret the adjusted 𝑅* .
Ans:
