/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none} Problem 1 For the data set below, use a pa... [FREE SOLUTION] | 91Ó°ÊÓ

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For the data set below, use a partial \(F\) -test to determine whether the variables \(x_{4}\) and \(x_{5}\) do not significantly help to predict the response variable, \(y .\) Use the \(\alpha=0.05\) level of significance. $$ \begin{array}{llllll} x_{1} & x_{2} & x_{3} & x_{4} & x_{5} & y \\ \hline 0.8 & 2.8 & 2.5 & 10.6 & 15.7 & 11.0 \\ \hline 3.9 & 2.6 & 5.7 & 9.2 & 4.2 & 10.8 \\ \hline 1.8 & 2.4 & 7.8 & 10.1 & 1.5 & 10.6 \\ \hline 5.1 & 2.3 & 7.1 & 9.2 & 1.9 & 10.3 \\ \hline 4.9 & 2.5 & 5.9 & 11.2 & 5.6 & 10.3 \\ \hline 8.4 & 2.1 & 8.6 & 10.4 & 4.9 & 10.3 \\ \hline 12.9 & 2.3 & 9.2 & 11.1 & 1.9 & 10.0 \\ \hline 6.0 & 2.0 & 1.2 & 8.6 & 22.3 & 9.4 \\ \hline 14.6 & 2.2 & 3.7 & 10.5 & 11.5 & 8.7 \\ \hline 9.3 & 1.1 & 5.5 & 8.8 & 6.1 & 8.7 \\ \hline \end{array} $$

Short Answer

Expert verified
Fit both models, calculate the F-statistic, and compare it to the critical value. If F > critical value, reject the null hypothesis.

Step by step solution

01

Establish the Full Model

Write down the full regression model that includes all predictors: \( y = \beta_0 + \beta_1 x_1 + \beta_2 x_2 + \beta_3 x_3 + \beta_4 x_4 + \beta_5 x_5 + \epsilon \).
02

Establish the Reduced Model

Write down the reduced regression model without the predictors \(x_4\) and \(x_5\): \( y = \beta_0 + \beta_1 x_1 + \beta_2 x_2 + \beta_3 x_3 + \epsilon \).
03

Fit Both Models

Use a statistical software or a calculator to fit both the full model and the reduced model to the data. Obtain the residual sum of squares (RSS) for both models. Let RSS_full be the RSS of the full model, and RSS_reduced be the RSS of the reduced model.
04

Calculate the Partial F-Statistic

Use the formula \[ F = \frac{(RSS_{reduced} - RSS_{full}) / (p - q)}{RSS_{full} / (n - p)} \] where \( p \) is the number of parameters in the full model, \( q \) is the number of parameters in the reduced model, and \( n \) is the number of data points. Substitute the RSS values and the correct parameter counts into this formula.
05

Determine the Critical Value

Look up the critical value from the F-distribution table at \(\alpha = 0.05\), with degrees of freedom \( (p - q, n - p) \).
06

Compare the F-Statistic to the Critical Value

If \( F \) is greater than the critical value, reject the null hypothesis that \(x_4\) and \(x_5\) do not significantly help to predict the response variable. Otherwise, do not reject the null hypothesis.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Full Regression Model
The full regression model, also referred to as the complete model, includes all the predictor variables that might influence the response variable, which in this case is represented by **y**. The model is expressed as:
\[ y = \beta_0 + \beta_1 x_1 + \beta_2 x_2 + \beta_3 x_3 + \beta_4 x_4 + \beta_5 x_5 + \text{ε} \]
Here, **\beta_0** is the intercept, and **\beta_1, \beta_2, \beta_3, \beta_4, \beta_5** are the coefficients for the predictors **x_1, x_2, x_3, x_4, x_5** respectively. **ε** denotes the error term or residual.
The goal of this model is to consider all possible influences on **y** to make the best possible prediction. It accounts for the collective impact of all the predictor variables, leaving no potential predictor out.
Reduced Regression Model
The reduced regression model simplifies the full model by excluding certain predictor variables. Specifically, it focuses on predicting the response variable **y** without considering **x_4** and **x_5**. The reduced model can be expressed as:
\[ y = \beta_0 + \beta_1 x_1 + \beta_2 x_2 + \beta_3 x_3 + \text{ε} \]
By comparing the reduced model to the full model, one can determine the impact and significance of the excluded variables. In this scenario, the partial F-test will quantify whether the exclusion of **x_4** and **x_5** still allows for a reliable prediction of the response variable **y**. If **x_4** and **x_5** indeed do not significantly help predict **y**, the reduced model should perform almost as well as the full model.
Residual Sum of Squares (RSS)
Residual Sum of Squares (RSS) is a key metric in regression analysis. It measures the total deviation of the observed values from the values predicted by the model. For a given model, the RSS is computed as:
\[ \text{RSS} = \text{Σ} ( y_i - \text{ŷ}_i )^2 \]
Here, **y_i** represents the observed response values, and **Å·_i** denotes the predicted response values from the model.
- **RSS_full**: This is the residual sum of squares from the full regression model, including all predictors.
- **RSS_reduced**: This is the residual sum of squares from the reduced model, excluding **x_4** and **x_5**.
The higher the RSS, the less accurate the model is in predicting the response variable. Thus, a major component of the partial F-test is comparing RSS values between the full and reduced models.
F-Distribution
The F-distribution is a statistical distribution that is typically used in analysis of variance (ANOVA) and regression analysis. When conducting a partial F-test, the F-distribution helps determine if the inclusion of additional variables in the model significantly improves its predictive capability. The partial F-statistic is calculated using:
\[ F = \frac{(RSS_{reduced} - RSS_{full}) / (p - q)}{RSS_{full} / (n - p)} \]
Here, **p** and **q** are the number of parameters in the full and reduced models, respectively, and **n** is the sample size. The formula essentially compares the improvement in fit between the full and reduced models, normalized by their respective degrees of freedom.
- **Numerator**: Represents the improvement in the model fit due to inclusion of **x_4** and **x_5**.
- **Denominator**: Reflects the average variation unexplained by the full model.
A higher F-statistic suggests that the additional predictors significantly improve the model. To conclude if this is statistically significant, the F-statistic is compared against a critical value from the F-distribution table, given a specific significance level (usually **α = 0.05**). If the F-statistic exceeds this critical value, we reject the null hypothesis that **x_4** and **x_5** do not significantly help to predict **y**.

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Most popular questions from this chapter

Why is it important to perform graphical as well as analytical analyses when analyzing relations between two quantitative variables?

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