ANOVA Normal Probability Plot
SUMMARY
115
OUTPUT for HA2
110
105
Regression Statistics
Y
100
Multiple R 0.735885803 95
R Square 0.541527915 90
Adjusted R Square 0.439645229 0 20 40 60 80 100 120
Standard Error 4.101631196 Sample Percentile
Observations 12
ANOVA
df SS MS F Significance F
Regression 2 178.8395938 89.41979689 5.315210441 0.029916311
Residual 9 151.4104062 16.82337847 Reject H0
Total 11 330.25
Coefficients Standard Error t Stat P-value Lower 95%
Intercept 133.4604824 26.22941121 5.088199708 0.000655523 74.12543199
-
X Variable 1 1.248503457 0.444633704 -2.807937063 0.020445826 -2.254334775
-
X Variable 2 0.351008372 0.455165147 -0.771167068 0.460373848 -1.380663469
Upper 95% Lower 95.0% Upper 95.0% Decision
192.7955329 74.12543199 192.7955329 significant
- - -
0.242672139 2.254334775 0.242672139 significant
-
0.678646725 1.380663469 0.678646725 not significant
RESIDUAL
OUTPUT PROBABILITY OUTPUT
Observation Predicted Y Residuals Standard Residuals Percentile Y
1 100.4614323 -0.461432263 -0.124373094 4.166666667 94
2 103.1139692 6.886030792 1.856040466 12.5 95
3 102.2564224 2.743577566 0.73949582 20.83333333 98
4 94.92093172 -0.920931722 -0.248225225 29.16666667 99
5 96.36491352 -1.364913521 -0.367894772 37.5 100
6 100.9679707 -1.967970666 -0.530441019 45.83333333 104
7 105.4154978 -1.41549778 -0.381529104 54.16666667 105
8 108.8099998 -0.809999779 -0.218324956 62.5 105
9 105.2599677 -0.25996775 -0.070070942 70.83333333 105
10 105.8064545 -7.806454463 -2.104128753 79.16666667 108
11 104.713481 0.286518964 0.077227478 87.5 110
12 104.9089594 5.091040622 1.3722241 95.83333333 110
Excel for MLR Q1.
x0 x1 x2 y y^ X'X X'y error SSE y-ybar
1 9 62 100 100.4614 12 95 712 1233 -0.46143 151.4104 -2.75
1 8 58 110 103.114 95 845 5663 9636 6.886031 SST 7.25
1 7 64 105 102.2564 712 5663 42334 73094 2.743578 330.25 2.25
1 14 60 94 94.92093 -0.92093 R2 -8.75
1 12 63 95 96.36491 (X'X)-1 beta -1.36491 0.541528 -7.75
-
1 10 57 99 100.968 40.8944 0.114 0.703 133.4605 -1.96797 R2a -3.75
-
1 7 55 104 105.4155 0.11405 0.0118 0.003 -1.2485 -1.4155 0.439645 1.25
1 4 56 108 108.81 -0.703 -0.003 0.012 -0.35101 -0.81 VIF 5.25
1 6 59 105 105.26 -0.25997 2.181158 2.25
Not
1 5 61 98 105.8065 -7.80645 dangerous -4.75
1 7 57 105 104.7135 0.286519 2.25
1 6 60 110 104.909 5.091041 7.25
cov(beta)
687.982 1.918648 -11.8276
1.918648 0.197699 -0.05872
-11.8276 -0.05872 0.207175
tn-p-
Parameter Estimated SE(b) t0 1(0.025) Decision
b0 133.4605 26.22941 5.0882 significant
-
b1 -1.2485 0.444634 2.80794 2.685011 significant
- not
b2 -0.35101 0.455165 0.77117 significant
x0 x1 x2 y
1 9 62 100
1 8 58 110
1 7 64 105
1 14 60 94
1 12 63 95
1 10 57 99
1 7 55 104
1 4 56 108
1 6 59 105
1 5 61 98
1 7 57 105
1 6 60 110
ynew
1 8 60 103.1986
1 6 61 106.2673
1 4 57 109.8411
X'X (X'X)-1 X'y Beta verify Y error
-
8 71 475 47.15404 0.223186 -0.82543 815 121.9393 106.4694 1.46936
-
71 699 4245 0.223186 0.01722 -0.00633 7121 -1.58486 107.8522 9.85216
- -
475 4245 28283 -0.82543 0.006333 0.014849 48336
-0.10103 105.0866 0.08656
106.3683 3.63167
Beta
X'y new
X'Xnew (X'X)-1new new
4 24 237 6787 -193 -95 425.7764 121.9393
24 146 1418 -193 5.833333 2.666667 2551.893 -1.58486
237 1418 14051 -95 2.666667 1.333333 25232.71 -0.10103
Excel sheet for HA3
This excel for 3.1,3.3,3.4
y1 y2 x0 x1 x2 x3 X'X
10 100 1 9 62 1 12 105 7
12 110 1 8 58 1.3 105 1085 62
11 105 1 7 64 1.2 712 6213 423
9 94 1 14 60 0.8 (X'X)-1
9 95 1 12 63 0.8 42.27273 -0.12348 -0.692
10 99 1 10 57 0.9 -0.12348 0.006135 0.0011
11 104 1 17 55 1 -0.69285 0.001176 0.0115
12 108 1 4 56 1.2
11 105 1 6 59 1.1 X'Y beta
10 98 1 5 61 1 128 1231 23.66845 157.18
11 103 1 7 57 1.2 1097 10662 -0.15837 -0.740
12 110 1 6 60 1.2 7580 72980 -0.19578 -0.811
fitted value Error SSCPe
10.105 100.2355 -0.105 -0.23547 6.152876 34.41585
11.04648 104.2198 0.953524 5.780184 34.41585 195.9397
10.03018 100.0935 0.969819 4.906511 beta distribution
9.704732 98.15721 -0.70473 -4.15721 b01 N(23.66,260)
9.434132 97.20416 -0.43413 -2.20416 b11 N(-0.15837,0.03775)
10.92552 103.5507 -0.92552 -4.55073 b21 N(-0.19578,0.070781)
10.20852 99.99231 0.79148 4.007692 cov beta1
12.07149 108.8023 -0.07149 -0.80227 260.0988 -0.75975 -4.263
11.16743 104.8889 -0.16743 0.111093 -0.75975 0.03775 0.007238
10.93424 104.0069 -0.93424 -6.00685 -4.263 0.007238 0.070781
11.40062 105.771 -0.40062 -2.77096
10.97165 104.0778 1.028347 5.922161
cov beta2 beta distribution2
8282.904 -24.1945 -135.756 b02 N(157.1824,8282.90)
-24.1945 1.202153 0.230488 b12 N(-0.74008,1.202153)
-135.756 0.230488 2.254037 b22 N(-0.81107,2.254037)
For 3.2,3.3,3.5,3.6,3.7
X'X X'Y fited value Error
12 105 712 12.7 128 1231 10.09302 100.1695 -0.09302 -0.16
105 1085 6213 106.6 1097 10662 12.16212 110.3582 -0.16212 -0.35
712 6213 42334 752.4 7580 72980 11.0377 105.637 -0.0377 -0.63
12.7 106.6 752.4 13.75 137.3 1312 9.171699 95.22438 -0.1717 -1.22
8.88334 94.17363 0.11666 0.826
(X'X)-1 beta 9.984394 98.3725 0.015606 0.627
79.10122 -0.56953 -0.97432 -15.3305 9.949952 81.70121 10.79181 103.2017 0.208187 0.798
-0.56953 0.011538 0.004585 0.185675 0.007786 0.174111 11.74177 106.9881 0.258228 1.011
-0.97432 0.004585 0.013655 0.117168 -0.09093 -0.23418 10.9135 103.4918 0.086497 1.508
-15.3305 0.185675 0.117168 6.381578 5.71056 31.42033 10.1528 99.70727 -0.1528 -1.70
11.6742 107.2763 -0.6742 -4.27
11.39363 106.3996 0.606369 3.600
SSCPt SSCPe
1378 13194 1.042777 6.29935
13194 126605 6.29935 41.23859
SSCPr
1376.957 13187.7
13187.7 126563.8
(x'x)-1*sigma^2
sigma^2 10.09692 63.49581
0.127646 0.313731 0.001473 0.009261
0.313731 0.802716 0.001743 0.010961
0.81458 5.122595
beta distribution t value
for y1 for y2 for y1 for y2
b0 (9.949952,10.09) (81.70121,63.4958) 0.985444 1.286718
b1 (.007786,.001473) (0.174111,0.009261) 5.287093 18.79956
(-
b2
0.09093,0.001743) (-0.23418,0.010961) -52.1678 -21.3645
b3 (5.71056,0.81458) (31.42033,5.122595) 7.010432 6.133675
H0 : b3 = 0;H1 : b3 not equal to zero i.e. b3 is not
contributing in the data other b1,b2 are contributing
SSCPe SSCP0 Wilks' lambda =
3.320855 21.14149 |SSCPe|/|SSCP0|
0.15707759 according to Wilks'
lambda we reject H0
Rao Test
Q = 1,because qm=2
M=7 lam=0.15707759
value fvalue(0.05)(2,7)
(1-lam)*(MQ+1-mq/2)
/(lam*mq) 18.78198 3.25744 Reject H0
R = n(SSCP0-SSCPe)
2678.563 17496.24 lam1 lam2
15242.17 99564.87 7951.33 10.7824
Wilks'
E = n(SSCPe) lam 1.07E-05
12.51333 75.5922
wilks
75.5922 494.863 lam
0.00446
E+R
2691.076 17571.84
15317.76 100059.7
Pillai Trace
V 1.915002 Roy's Greatest Root
Reject
F 45.05987 G 0.999874
H0
Fvalue 2.3374
Hottlinh Lawlay's Trace
H 7962.112
for y1 For y2
lower Upper lower Upper
b0 -13.3335 33.23345 -64.7201 228.1225
b1 0.00439 0.011183 0.152754 0.195468
b2 -0.09495 -0.08691 -0.25945 -0.2089
b3 3.832138 7.588982 19.60763 43.23303
