Given the information below calculate SST, SSR, and SSE, determine the coefficient of determination then use ANOVA and the 0.05 level in testing whether r2 is significantly different from zero.
x: 4 1 4 6 least squares equation
y: 381 403 394 385 y = 404.94 - 3.78x© BrainMass Inc. brainmass.com June 3, 2020, 10:13 pm ad1c9bdddf
First let's signify data in upper case and deviations from mean in lower case so
X = data
x = (X - Xbar)
Y = data
y = (Y - Ybar)
lets define SST, SSR, and SSE
SST = total sum of squares = Sum (yi^2)
SSR = residual sum of squares = Sum (ei^2)
SSE = explained sum of squares = Sum ...
I begin by defining the sums of squares.
SST = total sum of squares
SSR = residual sum of squares
SSE = explained sum of squares
Next, I construct the ANOVA table and compute r2.
Finally I test the hypothesis that r2 is different from 0.