mont4e_sm_ch12_sec03_04

mont4e_sm_ch12_sec03_04 - Sections 12-3 and 12-4 12-35. ^...

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Sections 12-3 and 12-4 12-35. a) 00 2 , 2 / 0 ˆ ˆ c t p n σ β α ± 183 . 292 927 . 49 128 . 121 055 . 171 ) 217 . 51 )( 365 . 2 ( 055 . 171 ) ˆ ( 055 . 171 0 0 7 , 025 . ± ± ± se t 11 2 , 2 / 1 ˆ ˆ c t p n ± 393 . 7 033 . 0 680 . 3 713 . 3 ) 556 . 1 )( 365 . 2 ( 713 . 3 ) ˆ ( 713 . 3 1 1 7 , 025 . ± ± ± se t 22 2 , 2 / 2 ˆ ˆ c t p n ± 513 . 0 765 . 2 639 . 1 126 . 1 ) 693 . 0 )( 365 . 2 ( 126 . 1 ) ˆ ( 126 . 1 2 0 7 , 025 . ± ± ± se t b) 18 1 = x 471 . 189 ˆ 43 0 2 = = y x 127 . 220 815 . 158 ) 305065 . 0 ( 7875 . 550 ) 365 . 2 ( 471 . 189 305065 . 0 ) ' ( 0 | 0 1 ' 0 ± = x Y X X X X μ c) α = 0.05 18 1 = x 471 . 189 ˆ 43 0 2 = = y x 12-23
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878 . 252 064 . 126 ) 305065 . 1 ( 7875 . 550 ) 365 . 2 ( 471 . 189 ) ) ' ( 1 ( ˆ ˆ 305065 . 0 ) ' ( 0 0 1 ' 0 2 , 2 / 0 1 ' 0 ± + ± = y X X X X t y X X X X p n σ α 12-36.a) 00 2 , 2 / 0 ˆ ˆ c t p n β ± 8678 . 21 6922 . 25 78 . 23 9122 . 1 ) 055 . 10 )( 365 . 2 ( 9122 . 1 ) ˆ ( 9122 . 1 0 0 7 , 025 . ± ± ± se t 11 2 , 2 / 1 ˆ ˆ c t p n ± 2887 . 0 1025 . 0 1956 . 0 0931 . 0 ) 0827 . 0 )( 365 . 2 ( 0931 . 0 ) ˆ ( 0931 . 0 1 1 7 , 025 . ± ± ± se t 22 2 , 2 / 2 ˆ ˆ c t p n ± 7257 . 0 2193 . 0 4725 . 0 2532 . 0 ) 1998 . 0 )( 365 . 2 ( 2532 . 0 ) ˆ ( 2532 . 0 2 0 7 , 025 . ± ± ± se t b) x 1 200 = 37 . 29 ˆ 50 0 2 = = y x 429 . 39 311 . 19 059 . 10 37 . 29 ) 211088 . 0 ( 694 . 85 ) 365 . 2 ( 37 . 29 211088 . 0 ) ' ( 0 | 0 1 ' 0 ± ± = x Y X X X X μ c) α = 0.05 x 1 200 = 37 . 29 ˆ 50 0 2 = = y x 463 . 53 277 . 5 093 . 24 37 . 29 ) 211088 . 1 ( 694 . 85 ) 365 . 2 ( 37 . 29 ) ) ' ( 1 ( ˆ ˆ 211088 . 0 ) ' ( 0 0 1 ' 0 2 , 2 / 0 1 ' 0 ± ± + ± = y X X X X t y X X X X p n 12-37. a) 269 . 1 477 . 20 1 12-24
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159 . 22 428 . 14 076 . 1 245 . 0 3 2 β b) 91.372 ˆ 0 | = x Y μ 721 . 4 ) ˆ ( 0 = y se 921 . 2 16 , 005 . = t 162 . 105 582 . 77 ) 721 . 4 ( 921 . 2 372 . 91 0 ± y c) 91.372 ˆ 0 | = x Y 3.163 ) ˆ ( 0 | = x Y se 611 . 100 133 . 82 ) 163 . 3 )( 921 . 2 ( 372 . 91 0 | ± x Y 12.38. a) 95 % CI on coefficients 4172 . 1 0973 . 0 1 8319 . 0 7941 . 1 7613 . 6 7953 . 1 0026 . 17 9646 . 1 4 3 2 b) 44 . 290 ˆ 0 | = x Y 61 . 7 ) ˆ ( 0 | = x Y se 365 . 2 7 , 025 . = t 44 . 308 44 . 272 ) 61 . 7 )( 365 . 2 ( 44 . 290 ) ˆ ( ˆ 0 0 0 | | , 2 / | ± ± x Y x Y p n x Y se t α c) ) ) ( 1 ( ˆ ˆ 0 1 0 2 , 2 / 0 x X X x + ± σ p n t y 64 . 323 25 . 257 ) 038 . 14 ( 365 . 2 44 . 290 0 ± y 12-39. a) 3295 . 0 9467 . 6 1 1417 . 0 3651 . 0 2 b) 5156 . 30 8276 . 45 1 04251 . 0 03433 . 0 8984 . 0 3426 . 1 12 2 These part b. intervals are much wider. Yes, the addition of this term increased the standard error of the regression coefficient estimators.
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This note was uploaded on 10/12/2009 for the course IND E 315 taught by Professor Kailashkapur during the Spring '09 term at University of Washington.

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mont4e_sm_ch12_sec03_04 - Sections 12-3 and 12-4 12-35. ^...

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