Exam 1

  1. Metainformation

    Tag Value
    fileInferential_Statistics_vufgb-rsquared-020-en_vufgb-rsquared-020-en
    namevufgb-rsquared-020-en
    sectionInferential Statistics/Regression/R squared, Inferential Statistics/Regression/Multiple linear regression, Inferential Statistics/Parametric Techniques/ANOVA, Inferential Statistics/Regression/Sum of squares
    typeschoice
    solutionFALSE, FALSE, FALSE, TRUE
    TypeCalculation, Interpreting output
    ProgramSPSS
    LanguageEnglish
    LevelStatistical Thinking

    Question

    A multiple regression analysis is performed in SPSS. Below is the incomplete ANOVA table.

    Calculate the R-squared (R2R^{2}) of the model.


    1. FALSE: 0.33
    2. FALSE: 0.50
    3. FALSE: 0.60
    4. TRUE: 0.67

    Solution

    The formula for the R2R^{2} is $frac(TSSSSE)TSSfrac{(TSS-SSE)}{TSS}. The TSS=600TSS = 600. The SSE=MSE˜timesdf=10˜times20=200SSE = MSE ˜times df = 10 ˜times 20 = 200.

    The R2R^{2} is then (600200)600=400600=0.67\frac{(600-200)}{600} = \frac{400}{600} = 0.67. Note that the 400 in the numerator corresponds to the Regression Sum of Squares, which can also be captioned by 250×1+150×1250 \times 1+150 \times 1 calculate.


    1. Incorrect
    2. Incorrect
    3. Incorrect
    4. Correct