quiz03.sp02

quiz03.sp02 - Quiz 3 St 512 Spring 2002 Dickey 1.(48 pts.)...

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Sheet1 Page 1 Quiz 3 St 512 Spring 2002 Dickey 1.(48 pts.) Here are three PROC GLM statements, all run on the same data with no roundoff errors, and the error sums of squares (SSE) that resulted from each. For the last one, the error mean square and model degrees of freedom are also given: PROC GLM MODEL Y = X [SSE = 7000] PROC GLM MODEL Y = X X*X [SSE = 2100] PROC GLM MODEL Y = X X*X X*X*X [SSE = 1600] PROC GLM CLASS X [SSE = 1000, MSE=50, Model df = 7] (A) What are the error ____ and total ____ degrees of freedom for the last model? (B) What is the highest degree _____ polynomial (theoretically) that could be fit to this data? (C) Compute the lack of fit F test _____ for the cubic model. (D) Suppose the lack of fit test in (C) has p-value 0.2874. Using the usual 5% level test, to which of these statements does this result correspond? (i) At least one of the terms X, X*X, or X*X*X is needed in the model (ii) None of the terms X, X*X, or X*X*X is needed in the model (iii) No terms of higher order than 3 are needed
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This note was uploaded on 08/01/2008 for the course ST 512 taught by Professor Dickey during the Summer '07 term at N.C. State.

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quiz03.sp02 - Quiz 3 St 512 Spring 2002 Dickey 1.(48 pts.)...

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