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Category > Management Posted 07 Feb 2018 My Price 8.00

dependent variable

The data in EX8-12ENGSTAT.MTWconsist of two columns of 100 random numbers, each generated from the standard normal distribution. Thus, there is no relationship between the numbers, but when either column of numbers is used to represent the predictor variable and the other is used to represent the dependent variable, the pvalue for testing H0: β1 = 0 is .026 (i.e., significant at the .05 level), but the value of R2 is only .049 (i.e., 4.9%).

 

(a) What does this suggest about looking at p-values in regression, especially when n is large?

 

(b) Use the second column of numbers in the file to represent the dependent variable and construct a scatter plot. Does the plot suggest any relationship between the two “variables”?

 

(c) Can the numerical value of the t-statistic for testing H0: β1 = 0 be determined from what has been given in the problem statement (i.e., not using the data)? If so, what is the value? If not, explain why the value can’t be computed.

 

(d) Can the absolute value of this t-statistic be determined? If so, what is the value?

 

 

 


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Maurice Tutor
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Status NEW Posted 07 Feb 2018 10:02 PM My Price 8.00

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