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  • X8 A B C: Global Test

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    The document describes performing a logistic regression analysis and hypothesis test on a dataset with one independent variable (X4) and three additional independent variables (A, B, C). A null hypothesis is proposed that all regression coefficients are equal to 0, and an alternative hypothesis is that at least one coefficient is non-zero. An ANOVA table with test statistics is presented to test this hypothesis.

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    M3

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    The document describes performing a logistic regression analysis and hypothesis test on a dataset with one independent variable (X4) and three additional independent variables (A, B, C). A null hypothesis is proposed that all regression coefficients are equal to 0, and an alternative hypothesis is that at least one coefficient is non-zero. An ANOVA table with test statistics is presented to test this hypothesis.

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    11 views26 pages

    X8 A B C: Global Test

    Uploaded by

    aloysius_malius
    The document describes performing a logistic regression analysis and hypothesis test on a dataset with one independent variable (X4) and three additional independent variables (A, B, C). A null hypothesis is proposed that all regression coefficients are equal to 0, and an alternative hypothesis is that at least one coefficient is non-zero. An ANOVA table with test statistics is presented to test this hypothesis.

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    of 26

    GLOBAL TEST

    X8 A B C
    54 0 0 1
    50 0 0 1
    44 0 0 1
    39 0 0 1 Step 1a

    43 0 0 1
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    54 0 0 1
    39 0 0 1
    42 0 0 1 Ŷ = β̂0 + β̂4X4 +β̂AA +β̂BB +β̂CC
    52 0 0 1
    41 0 0 1 Ŷ = ln(p̂ i / 1-p̂ i)
    51 0 0 1

    47 0 0 1 p̂ i = eŶi / 1+ eŶi
    45 0 0 1
    43 0 0 1
    54 0 0 1 HYPOTHESIS
    50 0 0 1 H0: β4 = βA = βB = βC = 0
    54 0 0 1 H1: At least one of the βj is nonzero
    44 0 0 1
    48 0 0 1 REJECTION
    47 0 0 1 Reject H0 if Fcal > Fcritical
    43 0 0 1
    43 0 0 1
    55 0 0 1
    46 0 0 1 TEST STATISTICS
    49 0 0 1
    57 0 0 1 ANOVA Table
    41 0 0 1
    46 0 0 1 Source of variati
    40 0 0 1 Regression
    54 0 0 1 Residual
    45 0 0 1 Total
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    43 0 0 1
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    49 0 0 1
    57 0 0 1
    48 0 0 1
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    Variables in the Equation
    B S.E. Wald df Sig.
    X8 .064 .021 9.098 1 .003
    A 23.654 7284.216 .000 1 .997
    B 23.711 3274.506 .000 1 .994
    C .384 .280 1.872 1 .171
    Constant -5.5591.E+00 1.024 29.468 1 5.684E-08

    β̂4X4 +β̂AA +β̂BB +β̂CC

    βA = βB = βC = 0
    ast one of the βj is nonzero where j=4,A,B,C

    0
    if Fcal > Fcritical

    TATISTICS

    Sum of squares df Mean square F


    SSR=(p̂ i-Ȳ)2 k MSR=SSR/k F=MSR/MSE
    SSE=(Yi-p̂ i) 2
    n-k-1 MSE=SSE/n-k-1
    SST=(Yi-Ȳ)2 n-1
    Exp(B)
    1.066
    1.8743.E+10
    1.9846.E+10
    1.467
    .004

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