2
$\begingroup$

I am pretty confused right now. This is my homework, I need to find the missing values (coefficients, standard errors, r, and r squared) only using the regression result. I went over my textbook a few times, but couldn't figure it out. Can someone please help me start how to do this. Thank you in advance. enter image description here

$\endgroup$
2
  • $\begingroup$ You need to add the self-study tag. $\endgroup$ Nov 25 '19 at 2:27
  • $\begingroup$ Did it, thanks a lot! $\endgroup$
    – student1
    Nov 25 '19 at 2:35
1
$\begingroup$

Perhaps you could start with the fact that dividing a regression coefficient by its standard error gives you the t-statistic. Such division essentially transforms your regression coefficient into its respective value in the t-distribution. Then, for each regression coefficient, you may find its respective p-value (i.e. its level of statistical significance) by using this online caluclator. For each regression coefficient, you need to enter its respective t-value. You also need to provide the residual degrees of freedom value. It is calculated in the following way: df = N - k - 1 = 2404 - 6 -1 = 2397 in your case. Note, N is your sample size; k is the number of independent variables, and -1 is an extra degree of freedom you lose for calculating the intercept.

You may find beneficial to check this explanation of the OLS regression analysis output, published by the UCLA Institute of Reseach and Digital Education.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.