STAT 112 --- Quiz 5 --- Solutions 3/10/04 An article published in Geography used multiple regression to predict annual rainfall levels in California. Data on the annual average precipitation (y), altitude (x1), latitude (x2), and distance from the Pacific Coast (x3) for 30 meteorological stations scattered throughout California were collected. The model y 0 1 x1 2 x2 3 x3 was fit to the data. The following is the SAS output for the regression of y on the three predictor variables: Analysis of Variance Source DF Sum of Squares Mean Square Model Error Total 3 26 29 4809.35596 3202.29762 8011.65359 Root MSE Dependent Mean Coeff Var F Value Pr > F 1603.11865 123.16529 13.02 <.0001 R-Square Adj R-Sq 0.6003 0.5542 11.09799 19.80733 56.02968 Parameter Estimates Variable Intercept altitude latitude distance DF Parameter Estimate Standard Error t Value 1 1 1 1 -102.35743 0.00409 3.45108 -0.14286 29.20548 0.00122 0.79486 0.03634 -3.50 3.36 4.34 -3.93 Pr > |t| 0.0017 0.0024 0.0002 0.0006 a. (6 pts) State and test the null for the overall utility of the model. Use α=0.05. H0: β1= β2 = β3=0 versus H1: at least one is non-zero. To test this hypothesis, we use the F-test statistic defined by SS Re g F k SSE n (k 1) MS Re g MSE 13.02 The value of the F-test statistic is given in the ANOVA table. The p-value of the test is smaller than .0001, which is smaller than .05. Hence we reject the null in favor of the alternative and we find the model to be useful. b. (6 pts) Does distance from the coast affect the precipitation? α=0.01. This is equivalent to testing H0: β3=0 versus H1: β3≠ 0. This is a t-test. The t-test statistic has value -3.93 and the p-value of the test is 0.0006 < .01. Hence we reject the null in favor of the alternative to conclude that distance from the coast has a statistically significant effect on precipitation. c. (4 pts) What is the value of the estimate of β2, the coefficient of latitude? What is its meaning? The estimate of β2 is 3.45108 and represents the increase in precipitation if latitude is increased by 1 unit while both altitude and distance are held fixed. d. (4 pts) 95% prediction intervals for y are attached. Locate and interpret the interval for the Giant Forest meteorological station (station #9). The 95% prediction interval for the precipitation at the Giant Forest meteorological station is (3.7054, 54.8014). Hence we expect that with probability 95% this interval covers the true exact annual average precipitation at the Giant Forest meteorological station.