NO.PZ2023040502000011
问题如下:
Pres party dummy is equal to 1 if the US President is a member of the Democratic Party and 0 if a member of the Republican Party.
Is the regression model as a whole significant at the
0.05 level?
选项:
A.No, because the calculated F-statistic is less than
the critical value for F.
Yes, because the calculated F-statistic is greater
than the critical value for F.
Yes, because the calculated χ2 statistic is greater
than the critical value for
解释:
The F-test is used to determine if the
regression model as a whole is significant.
F = Mean square regression (MSR) ÷ Mean squared
error (MSE)
MSE = SSE/[n – (k + 1)] = 19,048 ÷
427 = 44.60
MSR = SSR/k = 1071 ÷ 3 =
357
F = 357 ÷ 44.60 = 8.004
The critical value for
degrees of freedom of 3 and 427 with
这道题算数我可以算懂,但从R^2的来看,本题大部分SS都是error,很少被regression capture到,为啥最后算出来是significant。