HW08solution - | DFFITS | ’s are less than 1 2 Some | DFBETAS | ’s are greater than 2 √ n = 0 3 but all of them are less than 1 3 The 50th

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STAT 512 HW #8 solution Due by Friday March 11, 2005 1. KNNL 10.11 (5 points for each question.) a. Bonferroni: 1 - α/n = 1 - 0 . 1 / 46 / 2 = 0 . 998913. t(0.998913; 41) = i: 1 2 ··· 45 46 t i : 0.0116 -0.9332 ··· -0.5671 1.0449 3.27. If | t i | ≤ 3 . 27 conclude no outliers, otherwise outliers. Conclude no outliers. b. 2 p/n = 2(4) / 46 = 0 . 1739. Cases 9, 28, and 39. c. X 0 new = [130582 . 0] ( X 0 X ) - 1 = 3 . 24771 0 . 00922 - 0 . 06793 - 0 . 06730 0 . 00922 0 . 00046 - 0 . 00032 - 0 . 00466 - 0 . 06730 - 0 . 00032 0 . 00239 - 0 . 01771 - 0 . 06793 - 0 . 00466 - 0 . 01771 0 . 49826 h new,new = 0 . 3267, extrapolation d. DFBETAS DFFITS b 0 b 1 b 2 b 3 D Case 11: 0.5688 0.0991 -0.3631 -0.1900 0.3900 0.0766 Case 17: 0.6657 -0.4491 -0.4711 0.4432 0.0893 0.1051 Case 27: -0.6087 -0.0172 -0.4172 -0.2499 0.1614 0.0867 Conclusion: 1. All
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Unformatted text preview: | DFFITS | ’s are less than 1; 2. Some | DFBETAS | ’s are greater than 2 / √ n = 0 . 3 but all of them are less than 1; 3. The 50th percentil of F(4,42) is 0.85. All three | D | ’s are less than 0.85. We conclude these three cases are not influential. e. Case 11: 1.10%, case 17: 1.32% , case 27: 1.12%. None of them are influential. f. i: 1 2 ··· 45 46 D i : 0.000003 0.015699 ··· 0.006400 0.024702 Conclusion: As in d, none of them are influential since all | D | ’s are less than 0.85. 1...
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This note was uploaded on 04/17/2009 for the course STAT 512 taught by Professor Staff during the Spring '08 term at Purdue University-West Lafayette.

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