MGQ 301 Study Guide - Final Guide: Explained Variation, Confidence Interval, Standard Deviation
19 Dec 2016
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P-value: probability more extreme than the test statistic (cid:532)when p is low the null must go! (cid:533) Right: =norm. s. inv (1-alpha) =t. inv (1-alpha, df) =f. inv. rt (alpha, k, n-k-1) =norm. s. inv (alpha/2) =t. inv. 2t (alpha, df) =f. inv. rt (alpha, dfr, dfe) =t. dist. 2t (abs(t), df) =f. dist. rt (+f, k, n- k-1) Reject confidence interval not contain 0 (cid:2777):(cid:2746)(cid:2778)+(cid:2746)(cid:2779)+(cid:2780)=(cid:2777) (cid:2778):(cid:1820) (cid:1801)(cid:1819)(cid:1820) (cid:1815)(cid:1814) (cid:2746) (cid:2777) Significant: when p-value (cid:2777) Minimize the sse-residual(cid:4666)y (cid:1877) (cid:4667), maximize the ssr-regression (cid:4666)(cid:1877) (cid:1877) (cid:4667) (cid:2200)(cid:2779) (cid:1802) (cid:1819) (cid:2201)(cid:2779) (cid:1814) Mse: best predictor of the variance for the overall regression-anova. (cid:1845): standard error multiple r= (cid:3020)(cid:3020)(cid:3019)(cid:3020)(cid:3020)(cid:3021): correlation coefficient (cid:1844)(cid:2870)=(cid:3020)(cid:3020)(cid:3019)(cid:3020)(cid:3020)(cid:3021): coefficient of determination. Adjusted (cid:1844)(cid:2870): adjusted for number of independent variables df. H0 is false (cid:883) (cid:574) (power of test) (cid:1816) ii error=(cid:574) Level of confidence: only works for 2-tail: dist/significance of overall regression/coefficient of determination: always.
