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From a multiple regression analysis of stock market data, the following ANOVA table output was obtained from EXCEL.
df SS MS F
Regression 2 97.21 48.605 12.72186
Residual 17 64.95 3.820588
Total 19 162.16

2006-12-13 03:46:56 · 1 answers · asked by Anonymous in Science & Mathematics Mathematics

1 answers

First you need R-squared

R-Squared = 1 - SS(E)/SS(T) = 1- 64.95/162.16 = .40053

Adjusted = 1 - (1-R-squared)(n-1)/(n-p-1)
So a stab at this is = 1 - (.40053)(19)/17 = 0.552348

You need to check my n-1 and n-p-1, but the idea is there

2006-12-13 13:06:35 · answer #1 · answered by Modus Operandi 6 · 0 0

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