this is Qbank 8641…Bascially the questions are to fill in the blanks, which is not very tricky, but my question is how do they get to the 7 for the sum of Sqr error? Erica Basenj, CFA, has been given an assignment by her boss. She has been requested to review the following regression output to answer questions about the relationship between the monthly returns of the Toffee Investment Management (TIM) High Yield Bond Fund and the returns of the index (independent variable). Regression Statistics R² ?? Standard Error ?? Observations 20 ANOVA df SS MS F Significance F Regression 1 23,516 23,516 ? ? Residual 18 ? 7 Total 19 23,644 Regression Equation Coefficients Std. Error t-statistic P-value Intercept 5.2900 1.6150 ? ? Slope 0.8700 0.0152 ? ?
sorry hope formating is better now R² --------------------?? Standard Error ----?? Observations ------20 ANOVA …df…SS…MS…F…Significance F Regression …1…23,516…23,516…?..? Residual…18…?..7 Total …19…23,644 Regression Equation …Coefficients …Std. Error …t-statistic …P-value Intercept …5.2900…1.6150… ?.. ? Slope …0.8700…0.0152… ?..?
Total variation = explained + unexplained 23644 = 23516 + SSE SSE = 128 also MSE = SSE / n-(k+1) 7 = SSE / 18 were 128 and 126 both choices or did they round off that 7?
128 was the correct answer for SSE - and completly understand the 7 - I have no idea what I was smoking when I asked this question?
SSE = 128 F = 3359.428571 Significance F = F(1,18) = 4.41 R² = 0.99458636 SEE = 2.66667 Intercept-t =3.27554 Slope-t = 57.23684