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R Squre

This summary output provides the results of a linear regression analysis conducted on a dataset with 6 observations. The multiple R-squared value is 0.875, indicating the model explains 87.5% of the variance in the data. The ANOVA table shows the regression captures most of the explanatory power, with a significance of 0.044. The coefficients show age as a significant predictor of the response variable (p-value 0.049), while the dummy variable is not significant (p-value of 1).

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Misbah Mirza
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38 views11 pages

R Squre

This summary output provides the results of a linear regression analysis conducted on a dataset with 6 observations. The multiple R-squared value is 0.875, indicating the model explains 87.5% of the variance in the data. The ANOVA table shows the regression captures most of the explanatory power, with a significance of 0.044. The coefficients show age as a significant predictor of the response variable (p-value 0.049), while the dummy variable is not significant (p-value of 1).

Uploaded by

Misbah Mirza
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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SUMMARY OUTPUT

Regression Statistics
Multiple R 0.9354143467
R Square 0.875
Adjusted R Square 0.84375
Standard Error 0.7071067812
Observations 6

ANOVA
df SS MS F Significance F
Regression 1 14 14 28 0.006122256638172
Residual 4 2 0.5
Total 5 16

Coefficients Standard Error t Stat P-value Lower 95% Upper 95%


Intercept 2 0.988023520059 2.024243 0.11295 -0.743193066089086 4.743193
x 1 0.188982236505 5.291503 0.006122 0.475301194487434 1.524699
Lower 95.0%
Upper 95.0%
-0.743193 4.743193
0.475301 1.524699
x y
3 4
3 6
5 7
6 8
6 8
7 9
years x y X-Ẋ Y-Ῡ (X-Ẋ)2 (Y-Ῡ)2 (X-Ẋ)(Y-Ῡ)
1982 3 4 -2 -3 4 9 6
1983 3 6 -2 -1 4 1 2
1984 5 7 0 0 0 0 0
1985 6 8 1 1 1 1 1
1986 6 8 1 1 1 1 1
1987 7 9 2 2 4 4 4
14 16 14
5 7

b= sum(X-Ẋ)(Y-Ῡ) 1
2
sum(X-Ẋ)

a= Ῡ-b(Ẋ) 2

y(hat)= a+b(x)

e= y-y(hat)

R-sq= 1-[Sum(y-y.hat)2/sum(y-y.bar)2] 0.875


a b b(x) y(hat)=a+b(x) e=y-y(hat) (y-y(hat))2
2 1 3 5 -1 1
2 1 3 5 1 1
2 1 5 7 0 0
2 1 6 8 0 0
2 1 6 8 0 0
2 1 7 9 0 0
42
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.9354143467
R Square 0.875
Adjusted R Square 0.84375
Standard Error 0.7071067812
Observations 6

ANOVA
df SS MS F Significance F
Regression 1 14 14 28 0.00612225664
Residual 4 2 0.5
Total 5 16

Coefficients Standard Error t Stat P-value


Intercept 2 0.988023520059 2.024243 0.112950498
x 1 0.188982236505 5.291503 0.0061222566
Intercept-Dummy Data Slope Dummy Da
x(Age) D(Color) y(Mil) X*D
3 0 4 0
3 0 6 0
5 1 7 5
6 0 8 0
6 1 8 6
7 1 9 7
Slope Dummy Data
x(Age) D(Color) y(Mil)
3 0 4
3 0 6
5 1 7
6 0 8
6 1 8
7 1 9
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.9354143467
R Square 0.875
Adjusted R Square 0.7916666667
Standard Error 0.8164965809
Observations 6

ANOVA
df SS MS F Significance F
Regression 2 14 7 10.5 0.04419417382
Residual 3 2 0.6666666667
Total 5 16

Coefficients Standard Error t Stat P-value


Intercept 2 1.247219128925 1.6035674515 0.207142844
x(Age) 1 0.288675134595 3.4641016151 0.0405193264
D(Color) 0.00 0.881917103688 1.35974E-16 1
Mil = Intercept + Color + Age
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.9354143467
R Square 0.875
Adjusted R Square 0.7916666667
Standard Error 0.8164965809
Observations 6

ANOVA
df SS MS F Significance F
Regression 2 14 7 10.5 0.04419417382
Residual 3 2 0.6666666667
Total 5 16

Coefficients Standard Error t Stat P-value


Intercept 2 1.311011060213 1.5255401428 0.2245420291
X*D 0 0.155902391116 0 1
x(Age) 1 0.311804782231 3.2071349029 0.0490634892

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