6) The following results are from data where the dependent variable is EXPENSE FEES, the independent variables are SAFETY RATING, PERFORMANCE, and LOAD which is a dummy variable =1 for load funds and = 0 for no-load funds. Complete the results: SUMMARY OUTPUT Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations 20 ANOVA df SS MS Significance F Regression 0.7694 0.0087 Residual Total 19 1.517 Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Intercept 1.391 2.025 0.687 0.502 -2.901 5.683 Safety Rating -0.0338 0.2666 -0.1267 0.9008 -0.5990 0.5315 Performance (%) 0.0069 0.0035 0.0636 -0.0004 0.0142 Load 0.233 0.102 2.293 0.036

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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6) The following results are from data where the dependent variable is EXPENSE FEES, the independent variables are SAFETY RATING, PERFORMANCE, and LOAD which is a dummy variable = 1 for load funds and = 0 for no-load funds. **Complete the results** g) Is the regression equation as a whole significant at the 1% level of significance? How do you know? h) What is the effect on expense fees of a fund being a load fund versus a no-load fund?
6) The following results are from data where the dependent variable is EXPENSE FEES, the independent
variables are SAFETY RATING, PERFORMANCE, and LOAD which is a dummy variable =1 for
load funds and = 0 for no-load funds.
Complete the results:
SUMMARY OUTPUT
Regression Statistics
Multiple R
R Square
Adjusted R Square
Standard Error
Observations
20
ANOVA
df
SS
MS
F
Significance F
Regression
0.7694
0.0087
Residual
Total
19
1.517
Coefficients
Standard Error
t Stat
P-value
Upper 95%
Lower 95%
Intercept
1.391
2.025
0.687
0.502
-2.901
5.683
Safety Rating
-0.0338
0.2666
-0.1267
0.9008
-0.5990
0.5315
Performance (%)
0.0069
0.0035
0.0636
-0.0004
0.0142
Load
0.233
0.102
2.293
0.036
Transcribed Image Text:6) The following results are from data where the dependent variable is EXPENSE FEES, the independent variables are SAFETY RATING, PERFORMANCE, and LOAD which is a dummy variable =1 for load funds and = 0 for no-load funds. Complete the results: SUMMARY OUTPUT Regression Statistics Multiple R R Square Adjusted R Square Standard Error Observations 20 ANOVA df SS MS F Significance F Regression 0.7694 0.0087 Residual Total 19 1.517 Coefficients Standard Error t Stat P-value Upper 95% Lower 95% Intercept 1.391 2.025 0.687 0.502 -2.901 5.683 Safety Rating -0.0338 0.2666 -0.1267 0.9008 -0.5990 0.5315 Performance (%) 0.0069 0.0035 0.0636 -0.0004 0.0142 Load 0.233 0.102 2.293 0.036
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