STAT 420
Fall 2007
October 4, 2007
Version B
Name ______________________________
Exam 1
Page
Possible
Earned
1
7
2
10
3
11
4
4
5
9
6
10
7
9
Total
60
Be sure to show all your work; your
partial credit might depend on it.
No credit will be given
without supporting work.
The exam is closed book and closed notes.
You are allowed to use a calculator and
one 8½" x 11" sheet with notes on it.
___________________________________________________________________________
Academic Integrity
The University statement on your obligation to maintain academic integrity is:
If you engage in an act of academic dishonesty, you become liable to severe disciplinary action. Such acts include
cheating; falsification or invention of information or citation in an academic endeavor; helping or attempting to help
others commit academic infractions; plagiarism; offering bribes, favors, or threats; academic interference; computer
related infractions; and failure to comply with research regulations.
Rule 33 of the Code of Policies and Regulations Applying to All Students gives complete details of rules governing
academic integrity for all students. You are responsible for knowing and abiding by these rules.
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x
1
x
2
y
1
0
12
1
2
11
2
7
16
2
1
25
3
11
8
3
9
9
4
16
13
4
12
18
5
15
24
1.
Consider the following data set:
Consider the model
Y
i
=
β
0
+
β
1
x
i
1
+
β
2
x
i
2
+
e
i
.,
i
= 1, … , 10.
where
e
i
’s are i.i.d.
N
(
0,
2
e
σ
)
.
5
17
14
Then
X
T
X
=
°
°
°
±
²
³
³
³
´
µ
1170
350
90
350
110
30
90
30
10
,
(
X
T
X
)
–
1
=
°
°
°
±
²
³
³
³
´
µ




025
0
1
0
075
0
1
0
45
0
45
0
075
0
45
0
775
0
.
.
.
.
.
.
.
.
.
,
RSS =
Σ
(
y
–
y
ˆ
)
2
= 126,
X
T
Y
=
°
°
°
±
²
³
³
³
´
µ
1350
470
150
,
°
ˆ
=
°
°
°
±
²
³
³
³
´
µ

2
9
6
,
and SYY =
Σ
(
y
–
y
)
2
= 306.
a) (7) Perform the “significance of regression” test at a 1% level of significance.
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 Spring '07
 STEPANOV
 Regression Analysis, bivariate normal distribution, leastsquares regression line

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