Statistics: given total sum of squares, find R²

In summary: There are more efficient methods than using the explicit formulas to find the coefficients, but that might be a bit off-topic for this thread.In summary, the conversation discusses various sums and variables related to a regression equation, including the total sum of squares (SST), total sum of estimators (SSE), and the sample size (n). The formula for R² is also mentioned, but there is uncertainty about how to find the parameters β1, β0, and the variance of β. The conversation concludes with a suggestion to use statistical packages or explicit formulas to find these values.
  • #1
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Homework Statement



Given:
Σ(xi - x̄)² = 500
Σ(yi - ybar)² = 800 (total sum of squares, SST))
Σ(ŷ - ybar)² = 400 (total sum of estimators, SSE)
Σ(xi - x̄)²(yi) = 200
Σ(xi - x̄)²(εi) = 0
n = 1000
s² = 4

Find (or explain why you cannot find):
β1
β0
variance of β


Homework Equations


[/B]
Σ(xi - x̄)² = 500
Σ(yi - ybar)² = 800 (total sum of squares, SST))
Σ(ŷ - ybar)² = 400 (total sum of estimators, SSE)
Σ(xi - x̄)²(yi) = 200
Σ(xi - x̄)²(εi) = 0
n = 1000
s² = 4

The Attempt at a Solution



R² = SSE/SST = 400/800 = 200

But to be honest, I have no idea how to find β1, β0, or the variance of β... Can anyone help?
 
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  • #2
Normally, in a regression equation like this, ##\beta_0 = \mu ## which is the overall sample mean. I don't see any immediately discernible information for finding those parameters, but it maybe in there with some algebra.
Your ##R^2## equation looks right, but that is not equal to 200. ##R^2## is always between 0 and 1.
 
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  • #3
939 said:

The Attempt at a Solution



R² = SSE/SST = 400/800 = 200

But to be honest, I have no idea how to find β1, β0, or the variance of β... Can anyone help?

Since when is 400 / 800 = 200? Is this the New Math everyone keeps talking about?
 
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  • #4
lol yea stupid error, 0.5, sorry :(
 
  • #5
Last edited:

Related to Statistics: given total sum of squares, find R²

1. What is the formula for calculating R²?

R², or the coefficient of determination, is calculated by dividing the explained sum of squares (SSR) by the total sum of squares (SST). R² = SSR/SST.

2. What does the total sum of squares represent?

The total sum of squares (SST) represents the total variation in the data. It is calculated by summing the squared differences between each data point and the mean of all the data points.

3. How is the explained sum of squares (SSR) calculated?

The explained sum of squares (SSR) is calculated by summing the squared differences between the predicted values and the mean of all the data points.

4. What does R² tell us about the data?

R² is a measure of how well the regression line fits the data. It represents the proportion of variation in the data that can be explained by the regression model. A higher R² value indicates a better fit.

5. Can R² be negative?

No, R² can only range from 0 to 1. A negative R² value would indicate that the regression line is worse than using the mean of all the data points to predict outcomes.

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