Exam 14: Introduction to Multiple Regression

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TABLE 14-17 Given below are results from the regression analysis where the dependent variable is the number of weeks a worker is unemployed due to a layoff (Unemploy) and the independent variables are the age of the worker (Age), the number of years of education received (Edu), the number of years at the previous job (Job Yr), a dummy variable for marital status (Married: 1 = married, 0 = otherwise), a dummy variable for head of household (Head: 1 = yes, 0 = no) and a dummy variable for management position (Manager: 1 = yes, 0 = no). We shall call this Model 1. The coefficients of partial determination ( 2 Yj. (Allvariables except j j ) ) of each of the 6 predictors are, respectively, 0.2807, 0.0386, 0.0317, 0.0141, 0.0958, and 0.1201. Regression Statistics Multiple R 0.7035 R Square 0.4949 Adjusted R 0.4030 Square Standard 18.4861 Error 40 Observations  ANOVA \text { ANOVA } df SS MS F significance F Regression 6 11048.6415 1841.4402 5.3885 0.00057 Residual 33 11277.2586 341.7351 Total 39 22325.9 Coefficients Standard Error t Stat P-value Lower 95\% Upper 95\% Intercept 32.6595 23.18302 1.4088 0.1683 -14.5067 79.8257 Age 1.2915 0.3599 3.5883 0.0011 0.5592 2.0238 Edu -1.3537 1.1766 -1.1504 0.2582 -3.7476 1.0402 Job Yr 0.6171 0.5940 1.0389 0.3064 -0.5914 1.8257 Married -5.2189 7.6068 -0.6861 0.4974 -20.6950 10.2571 Head -14.2978 7.6479 -1.8695 0.0704 -29.8575 1.2618 Manager -24.8203 11.6932 -2.1226 0.0414 -48.6102 -1.0303 Model 2 is the regression analysis where the dependent variable is Unemploy and the independent variables are Age and Manager. The results of the regression analysis are given below: Regression Statistics Multiple R 0.6391 R Square 0.4085 Adjusted R 0.3765 Square Standard Error 18.8929 Observations 40  ANOVA \text { ANOVA } df SS MS F Significance F Regression 2 9119.0897 4559.5448 12.7740 0.0000 Residual 37 13206.8103 356.9408 Total 39 22325.9 Coefficients Standard Error t Stat P -value Intercept -0.2143 11.5796 -0.0185 0.9853 Age 1.4448 0.3160 4.5717 0.0000 Manager -22.5761 11.3488 -1.9893 0.0541 -Referring to Table 14-17 Model 1, we can conclude that, holding constant the effect of the other independent variables, the number of years of education received has no impact on the mean number of weeks a worker is unemployed due to a layoff at a 1% level of significance if all we have is the information of the 95% confidence interval estimate for ??.

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TABLE 14-16 What are the factors that determine the acceleration time (in sec.) from 0 to 60 miles per hour of a car? Data on the following variables for 171 different vehicle models were collected: Accel Time: Acceleration time in sec. Cargo Vol: Cargo volume in cu. ft. HP: Horsepower MPG: Miles per gallon SUV: 1 if the vehicle model is an SUV with Coupe as the base when SUV and Sedan are both 0 Sedan: 1 if the vehicle model is a sedan with Coupe as the base when SUV and Sedan are both 0 The regression results using acceleration time as the dependent variable and the remaining variables as the independent variables are presented below. Regression Statistics Multiple R 0.8013 R Square 0.6421 Adjusted R Square 0.6313 Standard Error 1.0507 Observations 171  ANOVA \text { ANOVA } df SS MS F Significance F Regression 5 326.8700 65.3740 59.2168 0.0000 Residual 165 182.1564 1.1040 Total 170 509.0263 Coefficients Standard Error t Stat P-value Lower 95\% Upper 95\% Intercept 12.8627 1.0927 11.7713 0.0000 10.7052 15.0202 Cargo Vol 0.0259 0.0102 2.5518 0.0116 0.0059 0.0460 HP -0.0200 0.0018 -11.3307 0.0000 -0.0235 -0.0165 MPG -0.0620 0.0303 -2.0464 0.0423 -0.1218 -0.0022 SUV 0.7679 0.4314 1.7802 0.0769 -0.0838 1.6196 Sedan 0.6427 0.2790 2.3034 0.0225 0.0918 1.1935 The various residual plots are as shown below.  TABLE 14-16 What are the factors that determine the acceleration time (in sec.) from 0 to 60 miles per hour of a car? Data on the following variables for 171 different vehicle models were collected: Accel Time: Acceleration time in sec. Cargo Vol: Cargo volume in cu. ft. HP: Horsepower MPG: Miles per gallon SUV: 1 if the vehicle model is an SUV with Coupe as the base when SUV and Sedan are both 0 Sedan: 1 if the vehicle model is a sedan with Coupe as the base when SUV and Sedan are both 0 The regression results using acceleration time as the dependent variable and the remaining variables as the independent variables are presented below.   \begin{array}{|lr|} \hline{\text { Regression Statistics }} \\ \hline \text { Multiple R } & 0.8013 \\ \hline \text { R Square } & 0.6421 \\ \hline \text { Adjusted R Square } & 0.6313 \\ \hline \text { Standard Error } & 1.0507 \\ \hline \text { Observations } & 171 \\ \hline \end{array}    \text { ANOVA }   \begin{array}{|lrrrrrr} \hline & d f & \text { SS } & \text { MS } &{\text { F }} &{\text { Significance F }} \\ \hline \text { Regression } & 5 & 326.8700 & 65.3740 & 59.2168 & 0.0000 \\ \hline \text { Residual } & 165 & 182.1564 & 1.1040 & & \\ \hline \text { Total } & 170 & 509.0263 & & & \\ \hline \end{array}    \begin{array}{|lr|rrr|r|r|} \hline & \text { Coefficients } & \text { Standard Error } &{\text { t Stat }} & \text { P-value } & \text { Lower 95\% } & \text { Upper 95\% } \\ \hline \text { Intercept } & 12.8627 & 1.0927 & 11.7713 & 0.0000 & 10.7052 & 15.0202 \\ \hline \text { Cargo Vol } & 0.0259 & 0.0102 & 2.5518 & 0.0116 & 0.0059 & 0.0460 \\ \hline \text { HP } & -0.0200 & 0.0018 & -11.3307 & 0.0000 & -0.0235 & -0.0165 \\ \hline \text { MPG } & -0.0620 & 0.0303 & -2.0464 & 0.0423 & -0.1218 & -0.0022 \\ \hline \text { SUV } & 0.7679 & 0.4314 & 1.7802 & 0.0769 & -0.0838 & 1.6196 \\ \hline \text { Sedan } & 0.6427 & 0.2790 & 2.3034 & 0.0225 & 0.0918 & 1.1935 \\ \hline \end{array}     The various residual plots are as shown below.                      The coefficients of partial determination  \left( R ^ { 2 }_{Y j} \right. . (All variables except  \left. j \right)  of each of the 5 predictors are, respectively,  0.0380,0.4376,0.0248,0.0188 , and  0.0312 . The coefficient of multiple determination for the regression model using each of the 5 variables  X _ { j }  as the dependent variable and all other  X  variables as independent variables  \left( R _ { j } ^ { 2 } \right)  are, respectively,  0.7461,0.5676,0.6764,0.8582,0.6632 . -Referring to 14-16, what is the value of the test statistic to determine whether Cargo Vol makes a significant contribution to the regression model in the presence of the other independent variables at a 5% level of significance?  TABLE 14-16 What are the factors that determine the acceleration time (in sec.) from 0 to 60 miles per hour of a car? Data on the following variables for 171 different vehicle models were collected: Accel Time: Acceleration time in sec. Cargo Vol: Cargo volume in cu. ft. HP: Horsepower MPG: Miles per gallon SUV: 1 if the vehicle model is an SUV with Coupe as the base when SUV and Sedan are both 0 Sedan: 1 if the vehicle model is a sedan with Coupe as the base when SUV and Sedan are both 0 The regression results using acceleration time as the dependent variable and the remaining variables as the independent variables are presented below.   \begin{array}{|lr|} \hline{\text { Regression Statistics }} \\ \hline \text { Multiple R } & 0.8013 \\ \hline \text { R Square } & 0.6421 \\ \hline \text { Adjusted R Square } & 0.6313 \\ \hline \text { Standard Error } & 1.0507 \\ \hline \text { Observations } & 171 \\ \hline \end{array}    \text { ANOVA }   \begin{array}{|lrrrrrr} \hline & d f & \text { SS } & \text { MS } &{\text { F }} &{\text { Significance F }} \\ \hline \text { Regression } & 5 & 326.8700 & 65.3740 & 59.2168 & 0.0000 \\ \hline \text { Residual } & 165 & 182.1564 & 1.1040 & & \\ \hline \text { Total } & 170 & 509.0263 & & & \\ \hline \end{array}    \begin{array}{|lr|rrr|r|r|} \hline & \text { Coefficients } & \text { Standard Error } &{\text { t Stat }} & \text { P-value } & \text { Lower 95\% } & \text { Upper 95\% } \\ \hline \text { Intercept } & 12.8627 & 1.0927 & 11.7713 & 0.0000 & 10.7052 & 15.0202 \\ \hline \text { Cargo Vol } & 0.0259 & 0.0102 & 2.5518 & 0.0116 & 0.0059 & 0.0460 \\ \hline \text { HP } & -0.0200 & 0.0018 & -11.3307 & 0.0000 & -0.0235 & -0.0165 \\ \hline \text { MPG } & -0.0620 & 0.0303 & -2.0464 & 0.0423 & -0.1218 & -0.0022 \\ \hline \text { SUV } & 0.7679 & 0.4314 & 1.7802 & 0.0769 & -0.0838 & 1.6196 \\ \hline \text { Sedan } & 0.6427 & 0.2790 & 2.3034 & 0.0225 & 0.0918 & 1.1935 \\ \hline \end{array}     The various residual plots are as shown below.                      The coefficients of partial determination  \left( R ^ { 2 }_{Y j} \right. . (All variables except  \left. j \right)  of each of the 5 predictors are, respectively,  0.0380,0.4376,0.0248,0.0188 , and  0.0312 . The coefficient of multiple determination for the regression model using each of the 5 variables  X _ { j }  as the dependent variable and all other  X  variables as independent variables  \left( R _ { j } ^ { 2 } \right)  are, respectively,  0.7461,0.5676,0.6764,0.8582,0.6632 . -Referring to 14-16, what is the value of the test statistic to determine whether Cargo Vol makes a significant contribution to the regression model in the presence of the other independent variables at a 5% level of significance?  TABLE 14-16 What are the factors that determine the acceleration time (in sec.) from 0 to 60 miles per hour of a car? Data on the following variables for 171 different vehicle models were collected: Accel Time: Acceleration time in sec. Cargo Vol: Cargo volume in cu. ft. HP: Horsepower MPG: Miles per gallon SUV: 1 if the vehicle model is an SUV with Coupe as the base when SUV and Sedan are both 0 Sedan: 1 if the vehicle model is a sedan with Coupe as the base when SUV and Sedan are both 0 The regression results using acceleration time as the dependent variable and the remaining variables as the independent variables are presented below.   \begin{array}{|lr|} \hline{\text { Regression Statistics }} \\ \hline \text { Multiple R } & 0.8013 \\ \hline \text { R Square } & 0.6421 \\ \hline \text { Adjusted R Square } & 0.6313 \\ \hline \text { Standard Error } & 1.0507 \\ \hline \text { Observations } & 171 \\ \hline \end{array}    \text { ANOVA }   \begin{array}{|lrrrrrr} \hline & d f & \text { SS } & \text { MS } &{\text { F }} &{\text { Significance F }} \\ \hline \text { Regression } & 5 & 326.8700 & 65.3740 & 59.2168 & 0.0000 \\ \hline \text { Residual } & 165 & 182.1564 & 1.1040 & & \\ \hline \text { Total } & 170 & 509.0263 & & & \\ \hline \end{array}    \begin{array}{|lr|rrr|r|r|} \hline & \text { Coefficients } & \text { Standard Error } &{\text { t Stat }} & \text { P-value } & \text { Lower 95\% } & \text { Upper 95\% } \\ \hline \text { Intercept } & 12.8627 & 1.0927 & 11.7713 & 0.0000 & 10.7052 & 15.0202 \\ \hline \text { Cargo Vol } & 0.0259 & 0.0102 & 2.5518 & 0.0116 & 0.0059 & 0.0460 \\ \hline \text { HP } & -0.0200 & 0.0018 & -11.3307 & 0.0000 & -0.0235 & -0.0165 \\ \hline \text { MPG } & -0.0620 & 0.0303 & -2.0464 & 0.0423 & -0.1218 & -0.0022 \\ \hline \text { SUV } & 0.7679 & 0.4314 & 1.7802 & 0.0769 & -0.0838 & 1.6196 \\ \hline \text { Sedan } & 0.6427 & 0.2790 & 2.3034 & 0.0225 & 0.0918 & 1.1935 \\ \hline \end{array}     The various residual plots are as shown below.                      The coefficients of partial determination  \left( R ^ { 2 }_{Y j} \right. . (All variables except  \left. j \right)  of each of the 5 predictors are, respectively,  0.0380,0.4376,0.0248,0.0188 , and  0.0312 . The coefficient of multiple determination for the regression model using each of the 5 variables  X _ { j }  as the dependent variable and all other  X  variables as independent variables  \left( R _ { j } ^ { 2 } \right)  are, respectively,  0.7461,0.5676,0.6764,0.8582,0.6632 . -Referring to 14-16, what is the value of the test statistic to determine whether Cargo Vol makes a significant contribution to the regression model in the presence of the other independent variables at a 5% level of significance?  TABLE 14-16 What are the factors that determine the acceleration time (in sec.) from 0 to 60 miles per hour of a car? Data on the following variables for 171 different vehicle models were collected: Accel Time: Acceleration time in sec. Cargo Vol: Cargo volume in cu. ft. HP: Horsepower MPG: Miles per gallon SUV: 1 if the vehicle model is an SUV with Coupe as the base when SUV and Sedan are both 0 Sedan: 1 if the vehicle model is a sedan with Coupe as the base when SUV and Sedan are both 0 The regression results using acceleration time as the dependent variable and the remaining variables as the independent variables are presented below.   \begin{array}{|lr|} \hline{\text { Regression Statistics }} \\ \hline \text { Multiple R } & 0.8013 \\ \hline \text { R Square } & 0.6421 \\ \hline \text { Adjusted R Square } & 0.6313 \\ \hline \text { Standard Error } & 1.0507 \\ \hline \text { Observations } & 171 \\ \hline \end{array}    \text { ANOVA }   \begin{array}{|lrrrrrr} \hline & d f & \text { SS } & \text { MS } &{\text { F }} &{\text { Significance F }} \\ \hline \text { Regression } & 5 & 326.8700 & 65.3740 & 59.2168 & 0.0000 \\ \hline \text { Residual } & 165 & 182.1564 & 1.1040 & & \\ \hline \text { Total } & 170 & 509.0263 & & & \\ \hline \end{array}    \begin{array}{|lr|rrr|r|r|} \hline & \text { Coefficients } & \text { Standard Error } &{\text { t Stat }} & \text { P-value } & \text { Lower 95\% } & \text { Upper 95\% } \\ \hline \text { Intercept } & 12.8627 & 1.0927 & 11.7713 & 0.0000 & 10.7052 & 15.0202 \\ \hline \text { Cargo Vol } & 0.0259 & 0.0102 & 2.5518 & 0.0116 & 0.0059 & 0.0460 \\ \hline \text { HP } & -0.0200 & 0.0018 & -11.3307 & 0.0000 & -0.0235 & -0.0165 \\ \hline \text { MPG } & -0.0620 & 0.0303 & -2.0464 & 0.0423 & -0.1218 & -0.0022 \\ \hline \text { SUV } & 0.7679 & 0.4314 & 1.7802 & 0.0769 & -0.0838 & 1.6196 \\ \hline \text { Sedan } & 0.6427 & 0.2790 & 2.3034 & 0.0225 & 0.0918 & 1.1935 \\ \hline \end{array}     The various residual plots are as shown below.                      The coefficients of partial determination  \left( R ^ { 2 }_{Y j} \right. . (All variables except  \left. j \right)  of each of the 5 predictors are, respectively,  0.0380,0.4376,0.0248,0.0188 , and  0.0312 . The coefficient of multiple determination for the regression model using each of the 5 variables  X _ { j }  as the dependent variable and all other  X  variables as independent variables  \left( R _ { j } ^ { 2 } \right)  are, respectively,  0.7461,0.5676,0.6764,0.8582,0.6632 . -Referring to 14-16, what is the value of the test statistic to determine whether Cargo Vol makes a significant contribution to the regression model in the presence of the other independent variables at a 5% level of significance?  TABLE 14-16 What are the factors that determine the acceleration time (in sec.) from 0 to 60 miles per hour of a car? Data on the following variables for 171 different vehicle models were collected: Accel Time: Acceleration time in sec. Cargo Vol: Cargo volume in cu. ft. HP: Horsepower MPG: Miles per gallon SUV: 1 if the vehicle model is an SUV with Coupe as the base when SUV and Sedan are both 0 Sedan: 1 if the vehicle model is a sedan with Coupe as the base when SUV and Sedan are both 0 The regression results using acceleration time as the dependent variable and the remaining variables as the independent variables are presented below.   \begin{array}{|lr|} \hline{\text { Regression Statistics }} \\ \hline \text { Multiple R } & 0.8013 \\ \hline \text { R Square } & 0.6421 \\ \hline \text { Adjusted R Square } & 0.6313 \\ \hline \text { Standard Error } & 1.0507 \\ \hline \text { Observations } & 171 \\ \hline \end{array}    \text { ANOVA }   \begin{array}{|lrrrrrr} \hline & d f & \text { SS } & \text { MS } &{\text { F }} &{\text { Significance F }} \\ \hline \text { Regression } & 5 & 326.8700 & 65.3740 & 59.2168 & 0.0000 \\ \hline \text { Residual } & 165 & 182.1564 & 1.1040 & & \\ \hline \text { Total } & 170 & 509.0263 & & & \\ \hline \end{array}    \begin{array}{|lr|rrr|r|r|} \hline & \text { Coefficients } & \text { Standard Error } &{\text { t Stat }} & \text { P-value } & \text { Lower 95\% } & \text { Upper 95\% } \\ \hline \text { Intercept } & 12.8627 & 1.0927 & 11.7713 & 0.0000 & 10.7052 & 15.0202 \\ \hline \text { Cargo Vol } & 0.0259 & 0.0102 & 2.5518 & 0.0116 & 0.0059 & 0.0460 \\ \hline \text { HP } & -0.0200 & 0.0018 & -11.3307 & 0.0000 & -0.0235 & -0.0165 \\ \hline \text { MPG } & -0.0620 & 0.0303 & -2.0464 & 0.0423 & -0.1218 & -0.0022 \\ \hline \text { SUV } & 0.7679 & 0.4314 & 1.7802 & 0.0769 & -0.0838 & 1.6196 \\ \hline \text { Sedan } & 0.6427 & 0.2790 & 2.3034 & 0.0225 & 0.0918 & 1.1935 \\ \hline \end{array}     The various residual plots are as shown below.                      The coefficients of partial determination  \left( R ^ { 2 }_{Y j} \right. . (All variables except  \left. j \right)  of each of the 5 predictors are, respectively,  0.0380,0.4376,0.0248,0.0188 , and  0.0312 . The coefficient of multiple determination for the regression model using each of the 5 variables  X _ { j }  as the dependent variable and all other  X  variables as independent variables  \left( R _ { j } ^ { 2 } \right)  are, respectively,  0.7461,0.5676,0.6764,0.8582,0.6632 . -Referring to 14-16, what is the value of the test statistic to determine whether Cargo Vol makes a significant contribution to the regression model in the presence of the other independent variables at a 5% level of significance? The coefficients of partial determination (RYj2\left( R ^ { 2 }_{Y j} \right. . (All variables except j)\left. j \right) of each of the 5 predictors are, respectively, 0.0380,0.4376,0.0248,0.01880.0380,0.4376,0.0248,0.0188 , and 0.03120.0312 . The coefficient of multiple determination for the regression model using each of the 5 variables XjX _ { j } as the dependent variable and all other XX variables as independent variables (Rj2)\left( R _ { j } ^ { 2 } \right) are, respectively, 0.7461,0.5676,0.6764,0.8582,0.66320.7461,0.5676,0.6764,0.8582,0.6632 . -Referring to 14-16, what is the value of the test statistic to determine whether Cargo Vol makes a significant contribution to the regression model in the presence of the other independent variables at a 5% level of significance?

(Short Answer)
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TABLE 14-7 The department head of the accounting department wanted to see if she could predict the GPA of students using the number of course units (credits) and total SAT scores of each. She takes a sample of students and generates the following Microsoft Excel output: SUMMARY OUTPUT SUMMARY OUTPUT Regression Statistics Multiple R 0.916 R Square 0.839 Adjusted R Square 0.732 Standard Error 0.24685 Observations 6 ANOVA df SS MS F Signif F Regression 2 0.95219 0.47610 7.813 0.0646 Residual 3 0.18281 0.06094 Total 5 1.13500 Coeff StdError t Stat p -value Intercept 4.593897 1.13374542 4.052 0.0271 Units -0.247270 0.06268485 -3.945 0.0290 SAT Total 0.001443 0.00101241 1.425 0.2494 -Referring to Table 14-7, the predicted GPA for a student carrying 15 course units and who has a total SAT of 1,100 is ________.

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If a categorical independent variable contains 4 categories, then ________ dummy variable(s)will be needed to uniquely represent these categories.

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TABLE 14-17 Given below are results from the regression analysis where the dependent variable is the number of weeks a worker is unemployed due to a layoff (Unemploy) and the independent variables are the age of the worker (Age), the number of years of education received (Edu), the number of years at the previous job (Job Yr), a dummy variable for marital status (Married: 1 = married, 0 = otherwise), a dummy variable for head of household (Head: 1 = yes, 0 = no) and a dummy variable for management position (Manager: 1 = yes, 0 = no). We shall call this Model 1. The coefficients of partial determination ( 2 Yj. (Allvariables except j j ) ) of each of the 6 predictors are, respectively, 0.2807, 0.0386, 0.0317, 0.0141, 0.0958, and 0.1201. Regression Statistics Multiple R 0.7035 R Square 0.4949 Adjusted R 0.4030 Square Standard 18.4861 Error 40 Observations  ANOVA \text { ANOVA } df SS MS F significance F Regression 6 11048.6415 1841.4402 5.3885 0.00057 Residual 33 11277.2586 341.7351 Total 39 22325.9 Coefficients Standard Error t Stat P-value Lower 95\% Upper 95\% Intercept 32.6595 23.18302 1.4088 0.1683 -14.5067 79.8257 Age 1.2915 0.3599 3.5883 0.0011 0.5592 2.0238 Edu -1.3537 1.1766 -1.1504 0.2582 -3.7476 1.0402 Job Yr 0.6171 0.5940 1.0389 0.3064 -0.5914 1.8257 Married -5.2189 7.6068 -0.6861 0.4974 -20.6950 10.2571 Head -14.2978 7.6479 -1.8695 0.0704 -29.8575 1.2618 Manager -24.8203 11.6932 -2.1226 0.0414 -48.6102 -1.0303 Model 2 is the regression analysis where the dependent variable is Unemploy and the independent variables are Age and Manager. The results of the regression analysis are given below: Regression Statistics Multiple R 0.6391 R Square 0.4085 Adjusted R 0.3765 Square Standard Error 18.8929 Observations 40  ANOVA \text { ANOVA } df SS MS F Significance F Regression 2 9119.0897 4559.5448 12.7740 0.0000 Residual 37 13206.8103 356.9408 Total 39 22325.9 Coefficients Standard Error t Stat P -value Intercept -0.2143 11.5796 -0.0185 0.9853 Age 1.4448 0.3160 4.5717 0.0000 Manager -22.5761 11.3488 -1.9893 0.0541 -Referring to Table 14-17 Model 1, we can conclude that, holding constant the effect of the other independent variables, the number of years of education received has no impact on the mean number of weeks a worker is unemployed due to a layoff at a 10% level of significance if all we have is the information on the 95% confidence interval estimate for ??.

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TABLE 14-18 A logistic regression model was estimated in order to predict the probability that a randomly chosen university or college would be a private university using information on mean total Scholastic Aptitude Test score (SAT) at the university or college, the room and board expense measured in thousands of dollars (Room/Brd), and whether the TOEFL criterion is at least 550 (Toefl550 = 1 if yes, 0 otherwise.) The dependent variable, Y, is school type (Type = 1 if private and 0 otherwise). The Minitab output is given below: Logistic Regression Table Odds 95\% Predictor Coef SE Coef Ratio Lower Upper Constant -27.118 6.696 -4.05 0.000 SAT 0.015 0.004666 3.17 0.002 1.01 1.01 1.02 Toefl550 -0.390 0.9538 -0.41 0.682 0.68 0.10 4.39 Room/Brd 2.078 0.5076 4.09 0.000 7.99 2.95 21.60 Log-Likelihood =21.883= - 21.883 Test that all slopes are zero: G=62.083,DF=3,p\mathrm { G } = 62.083 , \mathrm { DF } = 3 , p -value =0.000= 0.000 Goodness-of-Fit Tests Method Chi-Square DF P Pearson 143.551 76 0.000 Deviance 43.767 76 0.999 Hosmer-Lemeshow 15.731 8 0.046 -Referring to Table 14-18, what is the p-value of the test statistic when testing whether SAT makes a significant contribution to the model in the presence of the other independent variables?

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TABLE 14-4 A real estate builder wishes to determine how house size (House) is influenced by family income (Income), family size (Size), and education of the head of household (School). House size is measured in hundreds of square feet, income is measured in thousands of dollars, and education is in years. The builder randomly selected 50 families and ran the multiple regression. Microsoft Excel output is provided below: SUMMARY OUTPUT Regression Statistics Multiple R 0.865 R Square 0.748 Adjusted R Square 0.726 Standard Error 5.195 Observations 50 ANOVA df SS MS F Signif F Regression 3605.7736 1201.9245 0.0000 Residual 1214.2264 26.3962 Total 49 4820.0000 Coeff StdError t Stat p -value Intercept -1.6335 5.8078 -0.281 0.7798 Income 0.4485 0.1137 3.9545 0.0003 Size 4.2615 0.8062 5.286 0.0001 School -0.6517 0.4319 -1.509 0.1383 -Referring to Table 14-4, which of the following values for the level of significance is the smallest for which at least two explanatory variables are significant individually?

(Multiple Choice)
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In a multiple regression model, the value of the coefficient of multiple determination

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The coefficient of multiple determination r²Y.₁₂ measures the proportion of variation in Y that is explained by X₁ and X₂.

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TABLE 14-11 A weight-loss clinic wants to use regression analysis to build a model for weight-loss of a client (measured in pounds). Two variables thought to affect weight-loss are client's length of time on the weight-loss program and time of session. These variables are described below: Y = Weight-loss (in pounds) X₁ = Length of time in weight-loss program (in months) X₂ = 1 if morning session, 0 if not X₃ = 1 if afternoon session, 0 if not (Base level = evening session) Data for 12 clients on a weight-loss program at the clinic were collected and used to fit the interaction model: Y = β₀ + β₁X₁ + β₂X₂ + β₃X₃ + β₄X₁X₂ + β₅X₁X₂ + ε Partial output from Microsoft Excel follows: Regression Statistics Multiple R 0.73514 R Square 0.540438 Adjusted R Square 0.157469 Standard Error 12.4147 Observations 12 ANOVA F=5.41118F = 5.41118 \quad Significance F=0.040201F = 0.040201 Coeff StdError t Stat p -value Intercept 0.089744 14.127 0.0060 0.9951 Length 6.22538 2.43473 2.54956 0.0479 Morn Ses 2.217272 22.1416 0.100141 0.9235 Aft Ses 11.8233 3.1545 3.558901 0.0165 Length*Morn Ses 0.77058 3.562 0.216334 0.8359 Length Aft Ses -0.54147 3.35988 -0.161158 0.8773 -Referring to Table 14-11, what null hypothesis would you test to determine whether the slope of the linear relationship between weight-loss (Y)and time in the program (X?)varies according to time of session?

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TABLE 14-4 A real estate builder wishes to determine how house size (House) is influenced by family income (Income), family size (Size), and education of the head of household (School). House size is measured in hundreds of square feet, income is measured in thousands of dollars, and education is in years. The builder randomly selected 50 families and ran the multiple regression. Microsoft Excel output is provided below: SUMMARY OUTPUT Regression Statistics Multiple R 0.865 R Square 0.748 Adjusted R Square 0.726 Standard Error 5.195 Observations 50 ANOVA df SS MS F Signif F Regression 3605.7736 1201.9245 0.0000 Residual 1214.2264 26.3962 Total 49 4820.0000 Coeff StdError t Stat p -value Intercept -1.6335 5.8078 -0.281 0.7798 Income 0.4485 0.1137 3.9545 0.0003 Size 4.2615 0.8062 5.286 0.0001 School -0.6517 0.4319 -1.509 0.1383 -Referring to Table 14-4, what are the regression degrees of freedom that are missing from the output?

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TABLE 14-5 A microeconomist wants to determine how corporate sales are influenced by capital and wage spending by companies. She proceeds to randomly select 26 large corporations and record information in millions of dollars. The Microsoft Excel output below shows results of this multiple regression. SUMMARY OUTPUT Regression Statistics Multiple R 0.830 R Square 0.689 Adjusted R Square 0.662 Standard Error 17501.643 Observations 26 ANOVA df SS MS F Signif F Regression 2 15579777040 7789888520 25.432 0.0001 Residual 23 7045072780 306307512 Total 25 22624849820 Coeff StdError t Stat p -value Intercept 15800.0000 6038.2999 2.617 0.0154 Capital 0.1245 0.2045 0.609 0.5485 Wages 7.0762 1.4729 4.804 0.0001 -Referring to Table 14-5, suppose the microeconomist wants to test whether the coefficient on Capital is significantly different from 0. What is the value of the relevant t-statistic?

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TABLE 14-7 The department head of the accounting department wanted to see if she could predict the GPA of students using the number of course units (credits) and total SAT scores of each. She takes a sample of students and generates the following Microsoft Excel output: SUMMARY OUTPUT SUMMARY OUTPUT Regression Statistics Multiple R 0.916 R Square 0.839 Adjusted R Square 0.732 Standard Error 0.24685 Observations 6 ANOVA df SS MS F Signif F Regression 2 0.95219 0.47610 7.813 0.0646 Residual 3 0.18281 0.06094 Total 5 1.13500 Coeff StdError t Stat p -value Intercept 4.593897 1.13374542 4.052 0.0271 Units -0.247270 0.06268485 -3.945 0.0290 SAT Total 0.001443 0.00101241 1.425 0.2494 -Referring to Table 14-7, the department head wants to test H₀: β₁ = β₂ = 0. The p-value of the test is ________.

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TABLE 14-17 Given below are results from the regression analysis where the dependent variable is the number of weeks a worker is unemployed due to a layoff (Unemploy) and the independent variables are the age of the worker (Age), the number of years of education received (Edu), the number of years at the previous job (Job Yr), a dummy variable for marital status (Married: 1 = married, 0 = otherwise), a dummy variable for head of household (Head: 1 = yes, 0 = no) and a dummy variable for management position (Manager: 1 = yes, 0 = no). We shall call this Model 1. The coefficients of partial determination ( 2 Yj. (Allvariables except j j ) ) of each of the 6 predictors are, respectively, 0.2807, 0.0386, 0.0317, 0.0141, 0.0958, and 0.1201. Regression Statistics Multiple R 0.7035 R Square 0.4949 Adjusted R 0.4030 Square Standard 18.4861 Error 40 Observations  ANOVA \text { ANOVA } df SS MS F significance F Regression 6 11048.6415 1841.4402 5.3885 0.00057 Residual 33 11277.2586 341.7351 Total 39 22325.9 Coefficients Standard Error t Stat P-value Lower 95\% Upper 95\% Intercept 32.6595 23.18302 1.4088 0.1683 -14.5067 79.8257 Age 1.2915 0.3599 3.5883 0.0011 0.5592 2.0238 Edu -1.3537 1.1766 -1.1504 0.2582 -3.7476 1.0402 Job Yr 0.6171 0.5940 1.0389 0.3064 -0.5914 1.8257 Married -5.2189 7.6068 -0.6861 0.4974 -20.6950 10.2571 Head -14.2978 7.6479 -1.8695 0.0704 -29.8575 1.2618 Manager -24.8203 11.6932 -2.1226 0.0414 -48.6102 -1.0303 Model 2 is the regression analysis where the dependent variable is Unemploy and the independent variables are Age and Manager. The results of the regression analysis are given below: Regression Statistics Multiple R 0.6391 R Square 0.4085 Adjusted R 0.3765 Square Standard Error 18.8929 Observations 40  ANOVA \text { ANOVA } df SS MS F Significance F Regression 2 9119.0897 4559.5448 12.7740 0.0000 Residual 37 13206.8103 356.9408 Total 39 22325.9 Coefficients Standard Error t Stat P -value Intercept -0.2143 11.5796 -0.0185 0.9853 Age 1.4448 0.3160 4.5717 0.0000 Manager -22.5761 11.3488 -1.9893 0.0541 -Referring to Table 14-17 Model 1, we can conclude that, holding constant the effect of the other independent variables, there is a difference in the mean number of weeks a worker is unemployed due to a layoff between a worker who is married and one who is not at a 10% level of significance if we use only the information of the 95% confidence interval estimate for ??.

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TABLE 14-7 The department head of the accounting department wanted to see if she could predict the GPA of students using the number of course units (credits) and total SAT scores of each. She takes a sample of students and generates the following Microsoft Excel output: SUMMARY OUTPUT SUMMARY OUTPUT Regression Statistics Multiple R 0.916 R Square 0.839 Adjusted R Square 0.732 Standard Error 0.24685 Observations 6 ANOVA df SS MS F Signif F Regression 2 0.95219 0.47610 7.813 0.0646 Residual 3 0.18281 0.06094 Total 5 1.13500 Coeff StdError t Stat p -value Intercept 4.593897 1.13374542 4.052 0.0271 Units -0.247270 0.06268485 -3.945 0.0290 SAT Total 0.001443 0.00101241 1.425 0.2494 -Referring to Table 14-7, the department head wants to use a t test to test for the significance of the coefficient of X₁. For a level of significance of 0.05, the critical values of the test are ________.

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TABLE 14-10 You worked as an intern at We Always Win Car Insurance Company last summer. You notice that individual car insurance premiums depend very much on the age of the individual, the number of traffic tickets received by the individual, and the population density of the city in which the individual lives. You performed a regression analysis in Excel and obtained the following information:  Regression Analysis \text { Regression Analysis } Regression Statistics Multiple R 0.63 R Square 0.40 Adjusted R Square 0.23 Standard Error 50.00 Observations 15.00  ANOVA \text { ANOVA } df SS MS F Significance F Regression 3 5994.24 2.40 0.12 Residual 11 27496.82 Total 45479.54 Coefficients Standard Error t Stat P-value Lower 99.0\% Upper 99.0\% Intercept 123.80 48.71 2.54 0.03 -27.47 275.07 AGE -0.82 0.87 -0.95 0.36 -3.51 1.87 TICKETS 21.25 10.66 1.99 0.07 -11.86 54.37 DENSITY -3.14 6.46 -0.49 0.64 -23.19 16.91 -Referring to Table 14-10, to test the significance of the multiple regression model, the null hypothesis should be rejected while allowing for 1% probability of committing a type I error.

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TABLE 14-15 The superintendent of a school district wanted to predict the percentage of students passing a sixth-grade proficiency test. She obtained the data on percentage of students passing the proficiency test (% Passing), daily mean of the percentage of students attending class (% Attendance), mean teacher salary in dollars (Salaries), and instructional spending per pupil in dollars (Spending) of 47 schools in the state. Following is the multiple regression output with Y = % Passing as the dependent variable, X₁ = % Attendance, X₂= Salaries and X₃= Spending: Regression Statistics Multiple R 0.7930 R Square 0.6288 Adjusted R 0.6029 Square Standard 10.4570 Error Observations 47  ANOVA \text { ANOVA } df SS MS Significance F Regression 3 7965.08 2655.03 24.2802 0.0000 Residual 43 4702.02 109.35 Total 46 12667.11 Coefficients Standard Error t Stat P-value Lower 95\% Upper 95\% Intercept -753.4225 101.1149 -7.4511 0.0000 -957.3401 -549.5050 \% Attendance 8.5014 1.0771 7.8929 0.0000 6.3292 10.6735 Salary 0.000000685 0.0006 0.0011 0.9991 -0.0013 0.0013 Spending 0.0060 0.0046 1.2879 0.2047 -0.0034 0.0153 -Referring to Table 14-15, which of the following is a correct statement?

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TABLE 14-16 What are the factors that determine the acceleration time (in sec.) from 0 to 60 miles per hour of a car? Data on the following variables for 171 different vehicle models were collected: Accel Time: Acceleration time in sec. Cargo Vol: Cargo volume in cu. ft. HP: Horsepower MPG: Miles per gallon SUV: 1 if the vehicle model is an SUV with Coupe as the base when SUV and Sedan are both 0 Sedan: 1 if the vehicle model is a sedan with Coupe as the base when SUV and Sedan are both 0 The regression results using acceleration time as the dependent variable and the remaining variables as the independent variables are presented below. Regression Statistics Multiple R 0.8013 R Square 0.6421 Adjusted R Square 0.6313 Standard Error 1.0507 Observations 171  ANOVA \text { ANOVA } df SS MS F Significance F Regression 5 326.8700 65.3740 59.2168 0.0000 Residual 165 182.1564 1.1040 Total 170 509.0263 Coefficients Standard Error t Stat P-value Lower 95\% Upper 95\% Intercept 12.8627 1.0927 11.7713 0.0000 10.7052 15.0202 Cargo Vol 0.0259 0.0102 2.5518 0.0116 0.0059 0.0460 HP -0.0200 0.0018 -11.3307 0.0000 -0.0235 -0.0165 MPG -0.0620 0.0303 -2.0464 0.0423 -0.1218 -0.0022 SUV 0.7679 0.4314 1.7802 0.0769 -0.0838 1.6196 Sedan 0.6427 0.2790 2.3034 0.0225 0.0918 1.1935 The various residual plots are as shown below.  TABLE 14-16 What are the factors that determine the acceleration time (in sec.) from 0 to 60 miles per hour of a car? Data on the following variables for 171 different vehicle models were collected: Accel Time: Acceleration time in sec. Cargo Vol: Cargo volume in cu. ft. HP: Horsepower MPG: Miles per gallon SUV: 1 if the vehicle model is an SUV with Coupe as the base when SUV and Sedan are both 0 Sedan: 1 if the vehicle model is a sedan with Coupe as the base when SUV and Sedan are both 0 The regression results using acceleration time as the dependent variable and the remaining variables as the independent variables are presented below.   \begin{array}{|lr|} \hline{\text { Regression Statistics }} \\ \hline \text { Multiple R } & 0.8013 \\ \hline \text { R Square } & 0.6421 \\ \hline \text { Adjusted R Square } & 0.6313 \\ \hline \text { Standard Error } & 1.0507 \\ \hline \text { Observations } & 171 \\ \hline \end{array}    \text { ANOVA }   \begin{array}{|lrrrrrr} \hline & d f & \text { SS } & \text { MS } &{\text { F }} &{\text { Significance F }} \\ \hline \text { Regression } & 5 & 326.8700 & 65.3740 & 59.2168 & 0.0000 \\ \hline \text { Residual } & 165 & 182.1564 & 1.1040 & & \\ \hline \text { Total } & 170 & 509.0263 & & & \\ \hline \end{array}    \begin{array}{|lr|rrr|r|r|} \hline & \text { Coefficients } & \text { Standard Error } &{\text { t Stat }} & \text { P-value } & \text { Lower 95\% } & \text { Upper 95\% } \\ \hline \text { Intercept } & 12.8627 & 1.0927 & 11.7713 & 0.0000 & 10.7052 & 15.0202 \\ \hline \text { Cargo Vol } & 0.0259 & 0.0102 & 2.5518 & 0.0116 & 0.0059 & 0.0460 \\ \hline \text { HP } & -0.0200 & 0.0018 & -11.3307 & 0.0000 & -0.0235 & -0.0165 \\ \hline \text { MPG } & -0.0620 & 0.0303 & -2.0464 & 0.0423 & -0.1218 & -0.0022 \\ \hline \text { SUV } & 0.7679 & 0.4314 & 1.7802 & 0.0769 & -0.0838 & 1.6196 \\ \hline \text { Sedan } & 0.6427 & 0.2790 & 2.3034 & 0.0225 & 0.0918 & 1.1935 \\ \hline \end{array}     The various residual plots are as shown below.                      The coefficients of partial determination  \left( R ^ { 2 }_{Y j} \right. . (All variables except  \left. j \right)  of each of the 5 predictors are, respectively,  0.0380,0.4376,0.0248,0.0188 , and  0.0312 . The coefficient of multiple determination for the regression model using each of the 5 variables  X _ { j }  as the dependent variable and all other  X  variables as independent variables  \left( R _ { j } ^ { 2 } \right)  are, respectively,  0.7461,0.5676,0.6764,0.8582,0.6632 . -Referring to 14-16, what is the p-value of the test statistic to determine whether Cargo Vol makes a significant contribution to the regression model in the presence of the other independent variables at a 5% level of significance?  TABLE 14-16 What are the factors that determine the acceleration time (in sec.) from 0 to 60 miles per hour of a car? Data on the following variables for 171 different vehicle models were collected: Accel Time: Acceleration time in sec. Cargo Vol: Cargo volume in cu. ft. HP: Horsepower MPG: Miles per gallon SUV: 1 if the vehicle model is an SUV with Coupe as the base when SUV and Sedan are both 0 Sedan: 1 if the vehicle model is a sedan with Coupe as the base when SUV and Sedan are both 0 The regression results using acceleration time as the dependent variable and the remaining variables as the independent variables are presented below.   \begin{array}{|lr|} \hline{\text { Regression Statistics }} \\ \hline \text { Multiple R } & 0.8013 \\ \hline \text { R Square } & 0.6421 \\ \hline \text { Adjusted R Square } & 0.6313 \\ \hline \text { Standard Error } & 1.0507 \\ \hline \text { Observations } & 171 \\ \hline \end{array}    \text { ANOVA }   \begin{array}{|lrrrrrr} \hline & d f & \text { SS } & \text { MS } &{\text { F }} &{\text { Significance F }} \\ \hline \text { Regression } & 5 & 326.8700 & 65.3740 & 59.2168 & 0.0000 \\ \hline \text { Residual } & 165 & 182.1564 & 1.1040 & & \\ \hline \text { Total } & 170 & 509.0263 & & & \\ \hline \end{array}    \begin{array}{|lr|rrr|r|r|} \hline & \text { Coefficients } & \text { Standard Error } &{\text { t Stat }} & \text { P-value } & \text { Lower 95\% } & \text { Upper 95\% } \\ \hline \text { Intercept } & 12.8627 & 1.0927 & 11.7713 & 0.0000 & 10.7052 & 15.0202 \\ \hline \text { Cargo Vol } & 0.0259 & 0.0102 & 2.5518 & 0.0116 & 0.0059 & 0.0460 \\ \hline \text { HP } & -0.0200 & 0.0018 & -11.3307 & 0.0000 & -0.0235 & -0.0165 \\ \hline \text { MPG } & -0.0620 & 0.0303 & -2.0464 & 0.0423 & -0.1218 & -0.0022 \\ \hline \text { SUV } & 0.7679 & 0.4314 & 1.7802 & 0.0769 & -0.0838 & 1.6196 \\ \hline \text { Sedan } & 0.6427 & 0.2790 & 2.3034 & 0.0225 & 0.0918 & 1.1935 \\ \hline \end{array}     The various residual plots are as shown below.                      The coefficients of partial determination  \left( R ^ { 2 }_{Y j} \right. . (All variables except  \left. j \right)  of each of the 5 predictors are, respectively,  0.0380,0.4376,0.0248,0.0188 , and  0.0312 . The coefficient of multiple determination for the regression model using each of the 5 variables  X _ { j }  as the dependent variable and all other  X  variables as independent variables  \left( R _ { j } ^ { 2 } \right)  are, respectively,  0.7461,0.5676,0.6764,0.8582,0.6632 . -Referring to 14-16, what is the p-value of the test statistic to determine whether Cargo Vol makes a significant contribution to the regression model in the presence of the other independent variables at a 5% level of significance?  TABLE 14-16 What are the factors that determine the acceleration time (in sec.) from 0 to 60 miles per hour of a car? Data on the following variables for 171 different vehicle models were collected: Accel Time: Acceleration time in sec. Cargo Vol: Cargo volume in cu. ft. HP: Horsepower MPG: Miles per gallon SUV: 1 if the vehicle model is an SUV with Coupe as the base when SUV and Sedan are both 0 Sedan: 1 if the vehicle model is a sedan with Coupe as the base when SUV and Sedan are both 0 The regression results using acceleration time as the dependent variable and the remaining variables as the independent variables are presented below.   \begin{array}{|lr|} \hline{\text { Regression Statistics }} \\ \hline \text { Multiple R } & 0.8013 \\ \hline \text { R Square } & 0.6421 \\ \hline \text { Adjusted R Square } & 0.6313 \\ \hline \text { Standard Error } & 1.0507 \\ \hline \text { Observations } & 171 \\ \hline \end{array}    \text { ANOVA }   \begin{array}{|lrrrrrr} \hline & d f & \text { SS } & \text { MS } &{\text { F }} &{\text { Significance F }} \\ \hline \text { Regression } & 5 & 326.8700 & 65.3740 & 59.2168 & 0.0000 \\ \hline \text { Residual } & 165 & 182.1564 & 1.1040 & & \\ \hline \text { Total } & 170 & 509.0263 & & & \\ \hline \end{array}    \begin{array}{|lr|rrr|r|r|} \hline & \text { Coefficients } & \text { Standard Error } &{\text { t Stat }} & \text { P-value } & \text { Lower 95\% } & \text { Upper 95\% } \\ \hline \text { Intercept } & 12.8627 & 1.0927 & 11.7713 & 0.0000 & 10.7052 & 15.0202 \\ \hline \text { Cargo Vol } & 0.0259 & 0.0102 & 2.5518 & 0.0116 & 0.0059 & 0.0460 \\ \hline \text { HP } & -0.0200 & 0.0018 & -11.3307 & 0.0000 & -0.0235 & -0.0165 \\ \hline \text { MPG } & -0.0620 & 0.0303 & -2.0464 & 0.0423 & -0.1218 & -0.0022 \\ \hline \text { SUV } & 0.7679 & 0.4314 & 1.7802 & 0.0769 & -0.0838 & 1.6196 \\ \hline \text { Sedan } & 0.6427 & 0.2790 & 2.3034 & 0.0225 & 0.0918 & 1.1935 \\ \hline \end{array}     The various residual plots are as shown below.                      The coefficients of partial determination  \left( R ^ { 2 }_{Y j} \right. . (All variables except  \left. j \right)  of each of the 5 predictors are, respectively,  0.0380,0.4376,0.0248,0.0188 , and  0.0312 . The coefficient of multiple determination for the regression model using each of the 5 variables  X _ { j }  as the dependent variable and all other  X  variables as independent variables  \left( R _ { j } ^ { 2 } \right)  are, respectively,  0.7461,0.5676,0.6764,0.8582,0.6632 . -Referring to 14-16, what is the p-value of the test statistic to determine whether Cargo Vol makes a significant contribution to the regression model in the presence of the other independent variables at a 5% level of significance?  TABLE 14-16 What are the factors that determine the acceleration time (in sec.) from 0 to 60 miles per hour of a car? Data on the following variables for 171 different vehicle models were collected: Accel Time: Acceleration time in sec. Cargo Vol: Cargo volume in cu. ft. HP: Horsepower MPG: Miles per gallon SUV: 1 if the vehicle model is an SUV with Coupe as the base when SUV and Sedan are both 0 Sedan: 1 if the vehicle model is a sedan with Coupe as the base when SUV and Sedan are both 0 The regression results using acceleration time as the dependent variable and the remaining variables as the independent variables are presented below.   \begin{array}{|lr|} \hline{\text { Regression Statistics }} \\ \hline \text { Multiple R } & 0.8013 \\ \hline \text { R Square } & 0.6421 \\ \hline \text { Adjusted R Square } & 0.6313 \\ \hline \text { Standard Error } & 1.0507 \\ \hline \text { Observations } & 171 \\ \hline \end{array}    \text { ANOVA }   \begin{array}{|lrrrrrr} \hline & d f & \text { SS } & \text { MS } &{\text { F }} &{\text { Significance F }} \\ \hline \text { Regression } & 5 & 326.8700 & 65.3740 & 59.2168 & 0.0000 \\ \hline \text { Residual } & 165 & 182.1564 & 1.1040 & & \\ \hline \text { Total } & 170 & 509.0263 & & & \\ \hline \end{array}    \begin{array}{|lr|rrr|r|r|} \hline & \text { Coefficients } & \text { Standard Error } &{\text { t Stat }} & \text { P-value } & \text { Lower 95\% } & \text { Upper 95\% } \\ \hline \text { Intercept } & 12.8627 & 1.0927 & 11.7713 & 0.0000 & 10.7052 & 15.0202 \\ \hline \text { Cargo Vol } & 0.0259 & 0.0102 & 2.5518 & 0.0116 & 0.0059 & 0.0460 \\ \hline \text { HP } & -0.0200 & 0.0018 & -11.3307 & 0.0000 & -0.0235 & -0.0165 \\ \hline \text { MPG } & -0.0620 & 0.0303 & -2.0464 & 0.0423 & -0.1218 & -0.0022 \\ \hline \text { SUV } & 0.7679 & 0.4314 & 1.7802 & 0.0769 & -0.0838 & 1.6196 \\ \hline \text { Sedan } & 0.6427 & 0.2790 & 2.3034 & 0.0225 & 0.0918 & 1.1935 \\ \hline \end{array}     The various residual plots are as shown below.                      The coefficients of partial determination  \left( R ^ { 2 }_{Y j} \right. . (All variables except  \left. j \right)  of each of the 5 predictors are, respectively,  0.0380,0.4376,0.0248,0.0188 , and  0.0312 . The coefficient of multiple determination for the regression model using each of the 5 variables  X _ { j }  as the dependent variable and all other  X  variables as independent variables  \left( R _ { j } ^ { 2 } \right)  are, respectively,  0.7461,0.5676,0.6764,0.8582,0.6632 . -Referring to 14-16, what is the p-value of the test statistic to determine whether Cargo Vol makes a significant contribution to the regression model in the presence of the other independent variables at a 5% level of significance?  TABLE 14-16 What are the factors that determine the acceleration time (in sec.) from 0 to 60 miles per hour of a car? Data on the following variables for 171 different vehicle models were collected: Accel Time: Acceleration time in sec. Cargo Vol: Cargo volume in cu. ft. HP: Horsepower MPG: Miles per gallon SUV: 1 if the vehicle model is an SUV with Coupe as the base when SUV and Sedan are both 0 Sedan: 1 if the vehicle model is a sedan with Coupe as the base when SUV and Sedan are both 0 The regression results using acceleration time as the dependent variable and the remaining variables as the independent variables are presented below.   \begin{array}{|lr|} \hline{\text { Regression Statistics }} \\ \hline \text { Multiple R } & 0.8013 \\ \hline \text { R Square } & 0.6421 \\ \hline \text { Adjusted R Square } & 0.6313 \\ \hline \text { Standard Error } & 1.0507 \\ \hline \text { Observations } & 171 \\ \hline \end{array}    \text { ANOVA }   \begin{array}{|lrrrrrr} \hline & d f & \text { SS } & \text { MS } &{\text { F }} &{\text { Significance F }} \\ \hline \text { Regression } & 5 & 326.8700 & 65.3740 & 59.2168 & 0.0000 \\ \hline \text { Residual } & 165 & 182.1564 & 1.1040 & & \\ \hline \text { Total } & 170 & 509.0263 & & & \\ \hline \end{array}    \begin{array}{|lr|rrr|r|r|} \hline & \text { Coefficients } & \text { Standard Error } &{\text { t Stat }} & \text { P-value } & \text { Lower 95\% } & \text { Upper 95\% } \\ \hline \text { Intercept } & 12.8627 & 1.0927 & 11.7713 & 0.0000 & 10.7052 & 15.0202 \\ \hline \text { Cargo Vol } & 0.0259 & 0.0102 & 2.5518 & 0.0116 & 0.0059 & 0.0460 \\ \hline \text { HP } & -0.0200 & 0.0018 & -11.3307 & 0.0000 & -0.0235 & -0.0165 \\ \hline \text { MPG } & -0.0620 & 0.0303 & -2.0464 & 0.0423 & -0.1218 & -0.0022 \\ \hline \text { SUV } & 0.7679 & 0.4314 & 1.7802 & 0.0769 & -0.0838 & 1.6196 \\ \hline \text { Sedan } & 0.6427 & 0.2790 & 2.3034 & 0.0225 & 0.0918 & 1.1935 \\ \hline \end{array}     The various residual plots are as shown below.                      The coefficients of partial determination  \left( R ^ { 2 }_{Y j} \right. . (All variables except  \left. j \right)  of each of the 5 predictors are, respectively,  0.0380,0.4376,0.0248,0.0188 , and  0.0312 . The coefficient of multiple determination for the regression model using each of the 5 variables  X _ { j }  as the dependent variable and all other  X  variables as independent variables  \left( R _ { j } ^ { 2 } \right)  are, respectively,  0.7461,0.5676,0.6764,0.8582,0.6632 . -Referring to 14-16, what is the p-value of the test statistic to determine whether Cargo Vol makes a significant contribution to the regression model in the presence of the other independent variables at a 5% level of significance? The coefficients of partial determination (RYj2\left( R ^ { 2 }_{Y j} \right. . (All variables except j)\left. j \right) of each of the 5 predictors are, respectively, 0.0380,0.4376,0.0248,0.01880.0380,0.4376,0.0248,0.0188 , and 0.03120.0312 . The coefficient of multiple determination for the regression model using each of the 5 variables XjX _ { j } as the dependent variable and all other XX variables as independent variables (Rj2)\left( R _ { j } ^ { 2 } \right) are, respectively, 0.7461,0.5676,0.6764,0.8582,0.66320.7461,0.5676,0.6764,0.8582,0.6632 . -Referring to 14-16, what is the p-value of the test statistic to determine whether Cargo Vol makes a significant contribution to the regression model in the presence of the other independent variables at a 5% level of significance?

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TABLE 14-17 Given below are results from the regression analysis where the dependent variable is the number of weeks a worker is unemployed due to a layoff (Unemploy) and the independent variables are the age of the worker (Age), the number of years of education received (Edu), the number of years at the previous job (Job Yr), a dummy variable for marital status (Married: 1 = married, 0 = otherwise), a dummy variable for head of household (Head: 1 = yes, 0 = no) and a dummy variable for management position (Manager: 1 = yes, 0 = no). We shall call this Model 1. The coefficients of partial determination ( 2 Yj. (Allvariables except j j ) ) of each of the 6 predictors are, respectively, 0.2807, 0.0386, 0.0317, 0.0141, 0.0958, and 0.1201. Regression Statistics Multiple R 0.7035 R Square 0.4949 Adjusted R 0.4030 Square Standard 18.4861 Error 40 Observations  ANOVA \text { ANOVA } df SS MS F significance F Regression 6 11048.6415 1841.4402 5.3885 0.00057 Residual 33 11277.2586 341.7351 Total 39 22325.9 Coefficients Standard Error t Stat P-value Lower 95\% Upper 95\% Intercept 32.6595 23.18302 1.4088 0.1683 -14.5067 79.8257 Age 1.2915 0.3599 3.5883 0.0011 0.5592 2.0238 Edu -1.3537 1.1766 -1.1504 0.2582 -3.7476 1.0402 Job Yr 0.6171 0.5940 1.0389 0.3064 -0.5914 1.8257 Married -5.2189 7.6068 -0.6861 0.4974 -20.6950 10.2571 Head -14.2978 7.6479 -1.8695 0.0704 -29.8575 1.2618 Manager -24.8203 11.6932 -2.1226 0.0414 -48.6102 -1.0303 Model 2 is the regression analysis where the dependent variable is Unemploy and the independent variables are Age and Manager. The results of the regression analysis are given below: Regression Statistics Multiple R 0.6391 R Square 0.4085 Adjusted R 0.3765 Square Standard Error 18.8929 Observations 40  ANOVA \text { ANOVA } df SS MS F Significance F Regression 2 9119.0897 4559.5448 12.7740 0.0000 Residual 37 13206.8103 356.9408 Total 39 22325.9 Coefficients Standard Error t Stat P -value Intercept -0.2143 11.5796 -0.0185 0.9853 Age 1.4448 0.3160 4.5717 0.0000 Manager -22.5761 11.3488 -1.9893 0.0541 -Referring to Table 14-17 Model 1, the null hypothesis H?: ?? = ?? = ?? = ?? = ?? = ?? = 0 implies that the number of weeks a worker is unemployed due to a layoff is not related to any of the explanatory variables.

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TABLE 14-7 The department head of the accounting department wanted to see if she could predict the GPA of students using the number of course units (credits) and total SAT scores of each. She takes a sample of students and generates the following Microsoft Excel output: SUMMARY OUTPUT SUMMARY OUTPUT Regression Statistics Multiple R 0.916 R Square 0.839 Adjusted R Square 0.732 Standard Error 0.24685 Observations 6 ANOVA df SS MS F Signif F Regression 2 0.95219 0.47610 7.813 0.0646 Residual 3 0.18281 0.06094 Total 5 1.13500 Coeff StdError t Stat p -value Intercept 4.593897 1.13374542 4.052 0.0271 Units -0.247270 0.06268485 -3.945 0.0290 SAT Total 0.001443 0.00101241 1.425 0.2494 -Referring to Table 14-7, the value of the adjusted coefficient of multiple determination, r²ₐdⱼ, is ________.

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