quiz01.sp01

quiz01.sp01 - Test 1, St 512, Dickey, Spring 2001 (there...

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Sheet1 Page 1 Test 1, St 512, Dickey, Spring 2001 (there are always several versions of tests) 1. (56 points) I ran a simple linear regression of Y on X using n=60 data points. My model is Y = alpha + beta X + e and my fitted equation ^ Y = a + bX was found to be ^ Y = 12 + 0.36 X (0.25) (0.12) where the numbers in parentheses are the standard errors of my estimated regression coefficients. The error mean square from my regression was MSE=10 and for the appropriate error degrees of freedom, my t table shows that the probability of t being between -2.00 and 2.00 is 0.95, that is, Pr{-2.00< t <2.00} = 0.95. (a) Estimate the variance ________ of the error term e and give the degrees of freedom ____ associated with your estimate. (b) Is it appropriate to test H0:b=0? (yes, no) If so compute t=________ and tell whether you reject or do not reject H0:b=0 at the 0.05 significance level. (c) Is it appropriate to test H0:beta= 0 ? (yes, no) If so compute t=________

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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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quiz01.sp01 - Test 1, St 512, Dickey, Spring 2001 (there...

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