Solution to Tutorial 8

Solution to Tutorial 8 - Solution to Tutorial 8 1. (a) Hard...

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Solution to Tutorial 8 1. (a) Hard hat: E ( Y )= β 0 + β 2 + β 1 X 1 Bump hat: E ( Y β 0 + β 3 + β 1 X 1 None: E ( Y β 0 + β 1 X 1 (b) (1) H 0 : β 3 =0 ; H a : β 3 6 ; (1) H 0 : β 3 = β 2 ; H a : β 3 6 = β 2 ; 2. (1) β 3 means the diference in the intercepts between M2 and M4 (2) β 4 β 3 is the diference in the intercepts between M2 and M3 (3) when all the other Factors are ±xed, the expected increment oF Y as X 1 increase by one unit. (4) β 7 = 0 means there is no diference on the efect oF X 1 on the response For M3 and M4. (5) β 5 β 6 is diference on the efect oF X 1 on the response For M1 and M2. 3. See R-code 4. See R-code 5. a. X = 11 . . . 10 . . . thus X 0 X = nn 1 n 1 n 1 We have ( X 0 X ) 1 = 1 n n 1 1 n n 1 1 n n 1 n ( n n 1 ) n 1 1

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This note was uploaded on 10/04/2010 for the course STAT ST3131 taught by Professor Xiayingcun during the Fall '09 term at National University of Singapore.

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Solution to Tutorial 8 - Solution to Tutorial 8 1. (a) Hard...

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