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Regression Analysis: Degrees of Freedom, Error Variance, R2 & Model Comparison

Learn how to calculate degrees of freedom, error variance, R2, and compare models using AIC values. Enhance your regression analysis skills now!

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Regression Analysis: Degrees of Freedom, Error Variance, R2 & Model Comparison

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  1. 1. Let • If n = 40, the degrees of freedom associated with this regression model is ______36______. • If SSE = 180 and if n = 40, then what is the unbiased estimate of the error variance? SSE/df= 180/36 =5 • What is the standard error of the regression? • Sqrt(5) =2.4 • d) What is the MSE? MSE = SSE/n =180/40=4.5 • e) If SST = 1000, then what is the R2? SSR/SST • SSR = SST – SSE = 1000-180=820; 820/1000 =0.82 • f) The regression equation explains ____% of the variation in Y. 82% DRQ #12 solution 2. If the AIC for model A is 26.79 and the AIC for model B is 27.89, which model is preferred? A

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