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DRQ #11 – October 22, (4 pts) (1/2 pt)

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Presentation on theme: "DRQ #11 – October 22, (4 pts) (1/2 pt)"— Presentation transcript:

1 DRQ #11 – October 22, (4 pts) (1/2 pt) If the SST = 1,000 and SSE = 200, then SSR = ____800_____ Calculate the R2 associated with question 1. R2 = SSR/SST = .8 3. In a particular regression analysis, the sample size is 128, the number of parameters to be estimated is 8, and SSE = 1,600. a.) Degrees of freedom = n-p = = 120 b.) Residual variance = SSE/n-p = 1,600/120 = 13.33 c.) Standard error of the regression = ___3.6515___ Suppose we wish to estimate the simple linear regression model of personal consumption expenditure (PCE) as a function of disposable income (DPI): PCE = b0 + b1DPIt + ut True or False. b) c) B1 = 900/1,000 = .9


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