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This document presents the results of a linear regression model with four predictors. It provides statistics on the significance of the regression coefficients and 95% confidence intervals for each coefficient.

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vuong02072003
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13 views2 pages

Nxet

This document presents the results of a linear regression model with four predictors. It provides statistics on the significance of the regression coefficients and 95% confidence intervals for each coefficient.

Uploaded by

vuong02072003
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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Source SS df MS Number of obs = 10

F(3, 6) = 126.08
Model 1.89835049 3 .632783496 Prob > F = 0.0000
Residual .030114574 6 .005019096 R-squared = 0.9844
Adj R-squared = 0.9766
Total 1.92846506 9 .214273896 Root MSE = .07085

log_X1 Coef. Std. Err. t P>|t| [95% Conf. Interval]

log_X2 .2640229 .0794586 3.32 0.016 .0695947 .458451


log_X3 .4883669 .0679368 7.19 0.000 .3221317 .6546022
log_X4 .1222367 .0472725 2.59 0.041 .0065651 .2379082
_cons 2.849365 .1249997 22.79 0.000 2.543501 3.155228

2. The statistical significance of regression coefficients:


Testing the pair of hypothesis that:

{ H 0 : β^ j=0 ( j=2 , 3)
H : ^β ≠ 0
1 j

^β − β^
j 0
Testing method: T = ^
Se ( β )
j

Rejection region: W α =¿)


From the results of the linear regression:
T qs 2=3.322773117∈W α  Reject Ho, accept H1 ^β 2 is statistical significant

T qs3 =7.188547297 ∈W α Reject Ho, accept H1 ^β 3 is statistical significant

T qs 4=2.585788778 ∈ W α  Reject Ho, accept H1 ^β 4 is statistical significant

3. Confidence interval for regression coefficients:


The formula of confidance interval is:
^β −Se ( ^β ) t (n−k )< β^ < ^β +Se ( ^β ) t (n−k )
j j α j j j α
2 2

The confidence interval for the intercept coefficient is calculated accordingly:


^β −Se ( β^ ) t ( n−3) < ^β < ^β + Se ( ^β ) t (n−3 )
1 1 α 1 1 1 α
2 2

2.849365 – 0.1249997× 2.365<2.849365< 2.849365+0.1249997 ×2.365


2.55374071<2.849365<3.144989291
This means in the conditions that other indicators remain unchange, X 1 is in the range
of (2.55374071;3.144989291) units.
The confidence interval for the regression coefficient ^β 2 is typically calculated as
^β −Se ( β^ ) t (n−3) < ^β < ^β + Se ( ^β ) t (n−3 )
2 2 α 2 2 2 α
2 2

0.2640229 – 0.0794586 × 2.365<0.2640229< 0.2640229+0. 0794586 ×2.365


0.076103311< 0.2640229<0.451942489
It means that if X2 increases 1%, X1 will increase in the range of
(0.076103311 ; 0.451942489)%

The confidence interval for the regression coefficient ^β 3 is typically calculated as


^β −Se ( β^ ) t (n−3 )< β^ < ^β +Se ( ^β ) t ( n−3)
3 3 α 3 3 3 α
2 2

0.4883669−0.0679368 ×2.365< 0.4883669<0.4883669+0.0679368 × 2.365


0.327696368< 0.4883669<0.649037432
It means that if X3 increases 1%, X1 will increase in the range of
(0.327696368 ; 0.649037432) %

The confidence interval for the regression coefficient ^β 4 is typically calculated as


^β −Se ( ^β ) t (n−3 )< β^ < ^β +Se ( ^β ) t (n−3 )
4 4 α 4 4 4 α
2 2

0.1222367−0.0472725 ×2.365< 0.1222367<0.1222367 +0.0472725 ×2.365


0.0104372375< 0.1222367<0.2340361625
It means that if X4 increases 1%, X1 will increase in the range of
(0.0104372375 ; 0.2340361625) %

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