5511HW6F11.pdf - Assignment#6 Stat 5511 Fall 2011 Due on...

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Assignment #6, Stat 5511 Fall 2011 Due on Friday, Nov.11 (1)(4) A multiple regression equation was fit with n=12 observations and 3 predictors X1, X2, X3 , We obtained SST= 49892 and SSRes= 13537 Given the following results from SAS output: VARIABLE DF Type I SS Type II SS Intercept 1 7493608 3561.965 X11 14298 13180 X21 12330 17121 x31 9726.874 9726.874 Use the partial F-test to determine the contribution of x1when x2and x3are in the model. Given that x2and x3are is in the model, is xnecessary? (use α= 0.1). (2) Do problem 3.25on p.120, using the simple linear regression model: Yi= β0+β1(XiX ) + ε(3) Consider the multiple linear regression model Yi=β0+ β1 xi 1+β2 xi2+ β3 xi3+ β4 xi4+ εiwhere εiare independent and Normal with mean 0 and variance σ2(a) Test H0: β2 = β3 H1: β2 β3 . Use α= 10%. (Give test statistic and rejection region). 1i. . vs

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