商务与经济统计习题答案（第8版，中文版）SBE8-SM16.docVIP

Chapter 16 Regression Analysis: Model Building 16 - PAGE 30 16 - PAGE 29 16 - PAGE 1 Chapter 16 Regression Analysis: Model Building Learning Objectives 1. Learn how the general linear model can be used to model problems involving curvilinear relationships. 2. Understand the concept of interaction and how it can be accounted for in the general linear model. 3. Understand how an F test can be used to determine when to add or delete one or more variables. 4. Develop an appreciation for the complexities involved in solving larger regression analysis problems. 5. Understand how variable selection procedures can be used to choose a set of independent variables for an estimated regression equation. 6. Know how the Durban-Watson test can be used to test for autocorrelation. 7. Learn how analysis of variance and experimental design problems can be analyzed using a regression model. Solutions: 1. a. The Minitab output is shown below: The regression equation is Y = - 6.8 + 1.23 X Predictor Coef Stdev t-ratio p Constant -6.77 14.17 -0.48 0.658 X 1.2296 0.4697 2.62 0.059 s = 7.269 R-sq = 63.1% R-sq(adj) = 53.9% Analysis of Variance SOURCE DF SS MS F p Regression 1 362.13 362.13 6.85 0.059 Error 4 211.37 52.84 Total 5 573.50 b. Since the p-value corresponding to F = 6.85 is 0.59 ???????? the relationship is not significant. c. - 40+ * - Y - * * - * - 30+ - - - - * 20+ - - - - * 10+ ++++++X 20.0 25.0 30.0 35.0 40.0 45.0 The scatter diagram suggests that a c