In a regression through the origin, it can be shown that SSR=r2SST. Given that r=2x, SSR=x, and SST=10, find x.
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Question 2
Skill question
A linear regression model is constrained to pass through the origin. The following sums of squares have been calculated for the model: SSE=20 and SST=100.
Calculate the value of SSR and the coefficient of determination, R2, for this model.
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Question 3
Skill question
Interpreting the coefficient of determination (R2)
A standard linear regression gives a sample correlation r=0.75. Compute R2 and explain its interpretation.
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Question 4
Skill question
A model explains 30% of the total variation in y. State R2 and compute the ratio SSE/SST.
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Question 5
Skill question
Given that ∑(xi−xˉ)(yi−yˉ)=45, ∑(xi−xˉ)2=40, and ∑(yi−yˉ)2=90.
(a) Calculate the value of the Pearson correlation coefficient, r.
(b) Calculate the value of the coefficient of determination, R2.
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Question 6
Skill question
The sample Pearson correlation between x and y is r=0.8 and the total sum of squares is SST=100. Assuming a standard linear regression with an intercept, find the regression sum of squares SSR.
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Question 7
Skill question
Simple linear regression statistics.
For a dataset, it is found that SST=200 and SSR=160. Compute R2 and find the residual sum of squares, SSE.
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Question 8
Skill question
Model A on a dataset has SSRA=180 and SST=250, while Model B has SSEB=10 and SST=100. Compute the coefficient of determination (R2) for both models and state which is better.
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Question 9
Skill question
If SSR=40 and the total sum of squares SST=50, find R2.
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Question 10
Skill question
Given the regression sum of squares SSR=45 and the residual sum of squares SSE=15, calculate the coefficient of determination R2.
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Question 11
Skill question
Statistics: Linear Regression
A regression yields SSE=25 and SST=125. Find R2 and describe what it tells you about the model's fit.