exam2 - Statistics 579 Applied Multivariate Methods Exam 2...

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Statistics 579 Applied Multivariate Methods Exam 2 This is an examination in which all work is to be done individually. Outside consultation, or the discussion of this examination with others, is not permitted. 1. The file Cereal.dat contains data on breakfast cereals produced by three different American Manufacturers: General Mills (G), Kellogg (K), and Quaker (Q). Each case in the data file contains data on the following variables: Brand, Manufacturer, Calories, Protein, Fat, Sodium, Fiber, Carbohydrates, Sugar, Potassium, and Group (1=G, 2=K, 3=Q). a) Using an appropriate variable selection procedure, use discriminant analysis to determine which variables are useful for discriminating between the 3 groups. Use α =0.05. b) Using the variables selected, and assuming multivariate normal data with a common covariance matrix, with priors proportional to sample size, classify the cereal brands according to manufacturer. Estimate the classification error rate.
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