ANOVA SUMMARY OUTPUT for HA2

Normal Probability Plot

120
110
100
Y

90
80
0 20 40 60 80 100 120
Sample Percentile

Regression Statistics

Multiple R
0.735885803

R Square
0.541527915

Adjusted R Square
0.439645229

Standard Error
4.101631196

Observations
 12

ANOVA

df
SS
MS
F
Significance F
Regression
2
178.8395938
89.41979689
5.315210441
0.029916311
Residual
9
151.4104062
16.82337847
Reject H0
Total
11
330.25

Coefficients
Standard Error
t Stat
P-value
Lower 95%
Intercept
133.4604824
 26.22941121
5.088199708
0.000655523
74.12543199
X Variable 1
-1.248503457
0.444633704
-2.807937063
0.020445826
-2.254334775
X Variable 2
-0.351008372
0.455165147
-0.771167068
0.460373848
-1.380663469

Upper 95%
Lower 95.0%
Upper 95.0%
Decision

192.7955329
74.12543199
192.7955329
significant

-0.242672139
-2.254334775
-0.242672139
significant

0.678646725
-1.380663469
0.678646725
not significant
RESIDUAL OUTPUT

PROBABILITY OUTPUT
 Observation
Predicted Y
Residuals
Standard Residuals

Percentile
Y
1
100.4614323
-0.461432263
-0.124373094

4.166666667
94
2
103.1139692
6.886030792
1.856040466

12.5
95
3
102.2564224
2.743577566
0.73949582

20.83333333
98
4
94.92093172
-0.920931722
-0.248225225

29.16666667
99
5
96.36491352
-1.364913521
-0.367894772

37.5
100
6
100.9679707
-1.967970666
-0.530441019

45.83333333
104
7
105.4154978
 -1.41549778
-0.381529104

54.16666667
105
8
108.8099998
-0.809999779
-0.218324956

62.5
105
9
105.2599677
-0.25996775
-0.070070942

70.83333333
105
10
105.8064545
-7.806454463
-2.104128753

79.16666667
108
11
104.713481
0.286518964
0.077227478

87.5
110
12
104.9089594
5.091040622
1.3722241

95.83333333
110
Excel for MLR Q1.

x x
0 1 x2 y y^ X'X X'y error SSE y-ybar
6 10 100.461 -
1 9 2 0 4 12 95 712 1233 0.46143 151.4104 -2.75
5 11 6.88603
1 8 8 0 103.114 95 845 5663 9636 1 SST 7.25
6 10 102.256 4233 2.74357
1 7 4 5 4 712 5663 4 73094 8 330.25 2.25
1 1 6 94 94.9209 - R 2
-8.75
 4 0 3 0.92093
1 6 96.3649 -
-1
1 2 3 95 1 (X'X) beta 1.36491 0.541528 -7.75
1 5 40.894 - 133.460 -
2
1 0 7 99 100.968 4 0.114 0.703 5 1.96797 R a -3.75
5 10 105.415 0.1140 0.011 -
1 7 5 4 5 5 8 0.003 -1.2485 -1.4155 0.439645 1.25
5 10 - -
1 4 6 8 108.81 -0.703 0.003 0.012 0.35101 -0.81 VIF 5.25
5 10 -
1 6 9 5 105.26 0.25997 2.181158 2.25
6 105.806 - Not
1 5 1 98 5 7.80645 dangerous -4.75
5 10 104.713 0.28651
1 7 7 5 5 9 2.25
6 11 5.09104
1 6 0 0 104.909 1 7.25

cov(beta)
1.91864 -
687.982 8 11.8276
0.19769 -
1.918648 9 0.05872
0.20717
-11.8276 -0.05872 5

Paramete Estimate tn-p-

r d SE(b) t0 1(0.025) Decision
133.460 26.2294
b0 5 1 5.0882 significant
-
0.44463 2.8079 2.68501
b1 -1.2485 4 4 1 significant
-
0.45516 0.7711 not
b2 -0.35101 5 7 significant

x0 x1 x2 y
1 9 62 100
1 8 58 110
1 7 64 105
1 14 60 94
1 12 63 95
1 10 57 99
1 7 55 104
1 4 56 108
 1 6 59 105
1 5 61 98
1 7 57 105
1 6 60 110
ynew
103.198
1 8 60 6
106.267
1 6 61 3
109.841
1 4 57 1

-1 X'y verify Y error

X'X (X'X) Beta
-
47.1540 0.22318 - 121.939 106.469 1.4693
8 71 475 4 6 0.82543 815 3 4 6
-
0.22318 - - 107.852 9.8521
71 699 4245 6 0.01722 0.00633 7121 1.58486 2 6
- -
- 0.00633 0.01484 - 105.086 0.0865
475 4245 28283 0.82543 3 9 48336 0.10103 6 6
106.368 3.6316
3 7
Beta
-1new X'y new
X'Xnew (X'X) new
425.776 121.939
4 24 237 6787 -193 -95 4 3
5.83333 2.66666 2551.89 -
24 146 1418 -193 3 7 3 1.58486
2.66666 1.33333 25232.7 -
237 1418 14051 -95 7 3 1 0.10103

Excel sheet for HA3

This excel for 3.1,3.3,3.4
y1 y2 x0 x1 x2 x3 X'X
10 100 1 9 62 1 12 105 712
12 110 1 8 58 1.3 105 1085 6213
11 105 1 7 64 1.2 712 6213 42334
-1
9 94 1 14 60 0.8 (X'X)
42.2727
9 95 1 12 63 0.8 3 -0.12348 -0.69285
0.00613 0.00117
10 99 1 10 57 0.9 -0.12348 5 6
0.00117 0.01150
11 104 1 17 55 1 -0.69285 6 4
 12 108 1 4 56 1.2
11 105 1 6 59 1.1 X'Y beta
23.6684 157.182
10 98 1 5 61 1 128 1231 5 4
11 103 1 7 57 1.2 1097 10662 -0.15837 -0.74008
12 110 1 6 60 1.2 7580 72980 -0.19578 -0.81107
fitted value Error SSCPe
100.235 6.15287
10.105 5 -0.105 -0.23547 6 34.41585
11.0464 104.219 0.95352 5.78018 34.4158
8 8 4 4 5 195.9397
10.0301 100.093 0.96981 4.90651
8 5 9 1 beta distribution
9.70473 98.1572
2 1 -0.70473 -4.15721 b01 N(23.66,260)
9.43413 97.2041
2 6 -0.43413 -2.20416 b11 N(-0.15837,0.03775)
10.9255 103.550
2 7 -0.92552 -4.55073 b21 N(-0.19578,0.070781)
10.2085 99.9923 4.00769
2 1 0.79148 2 cov beta1
12.0714 108.802 260.098
9 3 -0.07149 -0.80227 8 -0.75975 -4.263
11.1674 104.888 0.11109 0.00723
3 9 -0.16743 3 -0.75975 0.03775 8
10.9342 104.006 0.07078
4 9 -0.93424 -6.00685 -4.263 0.007238 1
11.4006
2 105.771 -0.40062 -2.77096
10.9716 104.077 1.02834 5.92216
5 8 7 1
cov beta2 beta distribution2
8282.90
4 -24.1945 -135.756 b02 N(157.1824,8282.90)
1.20215 0.23048
-24.1945 3 8 b12 N(-0.74008,1.202153)
0.23048 2.25403
-135.756 8 7 b22 N(-0.81107,2.254037)

For 3.2,3.3,3.5,3.6,3.7

X'X X'Y fited value Error

10.0930 100.169
12 105 712 12.7 128 1231 2 5 -0.09302 -0.16954
12.1621 110.358
105 1085 6213 106.6 1097 10662 2 2 -0.16212 -0.35823
712 6213 42334 752.4 7580 72980 11.0377 105.637 -0.0377 -0.63702
9.17169 95.2243
12.7 106.6 752.4 13.75 137.3 1312 9 8 -0.1717 -1.22438
 94.1736 0.82637
8.88334 3 0.11666 5
9.98439 0.01560 0.62749
-1
(X'X) beta 4 98.3725 6 9
81.7012 10.7918 103.201 0.20818 0.79833
79.10122 -0.56953 -0.97432 -15.3305 9.949952 1 1 7 7 3
0.00458 0.17411 11.7417 106.988 0.25822 1.01188
-0.56953 0.011538 5 0.185675 0.007786 1 7 1 8 9
0.01365 103.491 0.08649 1.50823
-0.97432 0.004585 5 0.117168 -0.09093 -0.23418 10.9135 8 7 3
0.11716 31.4203 99.7072
-15.3305 0.185675 8 6.381578 5.71056 3 10.1528 7 -0.1528 -1.70727
107.276
11.6742 3 -0.6742 -4.27627
11.3936 106.399 0.60636 3.60037
3 6 9 7
SSCPt SSCPe
1.04277
1378 13194 7 6.29935
13194 126605 6.29935 41.23859
SSCPr
1376.95
7 13187.7
126563.
13187.7 8

(x'x)-1*sigma^2
10.0969 63.4958
sigma^2 2 1
0.12764 0.31373 0.00147 0.00926
6 1 3 1
0.31373 0.80271 0.00174 0.01096
1 6 3 1
5.12259
0.81458 5
beta distribution t value
for y1 for y2 for y1 for y2
(81.70121,63.4958 0.98544 1.28671
b0
(9.949952,10.09) ) 4 8
(0.174111,0.00926 5.28709 18.7995
b1
(.007786,.001473) 1) 3 6
(-
b2 0.09093,0.001743 (- - -
) 0.23418,0.010961) 52.1678 21.3645
(31.42033,5.12259 7.01043 6.13367
b3
(5.71056,0.81458) 5) 2 5

H0 : b3 = 0;H1 : b3 not equal to zero i.e. b3 is

SSCPe SSCP0
3.32085 21.1414 Wilks' lambda = | according to Wilks'
5 9 SSCPe|/|SSCP0| lambda we reject
0.15707759 H0
Rao Test
Q = 1,because
qm=2
M=7 lam=0.15707759
(1-lam)*(MQ+1-mq/2) / value fvalue(0.05)(2,7)
(lam*mq) 18.7819 3.2574 Reject
8 4 H0

R = n(SSCP0-
SSCPe)
2678.56 17496.2
3 4 lam1 lam2
15242.1 99564.8 7951.3
7 7 3 10.7824

Wilks'
E = n(SSCPe) lam 1.07E-05
12.5133
3 75.5922
wilks
75.5922 494.863 lam
0.0044
6
E+R
2691.07 17571.8
6 4
15317.7 100059.
6 7

Pillai Trace
1.91500 Roy's Greatest
V 2 Root
Reject
45.0598
H0
F 7 G 0.999874
Fvalue 2.3374
Hottlinh Lawlay's Trace
7962.11
H 2

for y1 For y2
lower Upper lower Upper
- 33.2334 - 228.122
b0 13.3335 5 64.7201 5
 0.01118 0.15275 0.19546
b1 0.00439 3 4 8
- - -
b2 0.09495 0.08691 0.25945 -0.2089
3.83213 7.58898 19.6076 43.2330
b3 8 2 3 3