Here is partial output from a simple regression analysis. The regr

Idilwsiw2

Idilwsiw2

Answered question

2021-11-19

Here is partial output from a simple regression analysis.
The regression equation is
EAFE = 4.76 + 0.663 S&P
Analysis of Variance
SourceDFSSMSFPRegression13445.93445.99.500.005Residual ErrorTotal2913598.3
Calculate the values of the following:
The regression standard error, se (Round to 3 decimal places)
The coefficient of determination, r2 (Round to 4 decimal places)
The correlation coefficient, r (Round to 4 decimal places)

Answer & Explanation

Kevin Hunt

Kevin Hunt

Beginner2021-11-20Added 20 answers

Step 1
The formula of Se is as follows:
Se=SSTSSRdf(total)df(source)
Given:
SST=13598.3,
SSR=3445.9,
df(total)=29
df(source)=1
On substituting the values, the calculation for Se is as follows:
Se=13598.33445.9291
=10152.428
=19.042
Therefore, Se=19.042
Step 2
The formula of r2=SSRSST
Given:
SST=13598.3,
SSR=3445.9,
On substituting the values, the calculation for R2 is as follows:
r2=3445.913598.3
=0.2534.
Therefore, r2=0.2534.
Step 3
The r is the square root of r2. Take the square root of 0.2534 to obtain r.
r=0.2534
=0.5034
Therefore, r=0.5034.

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