{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

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

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
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 = 0; (1) H 0 : β 3 = β 2 ; H a : β 3 = β 2 ; 2. (1) β 3 means the difference in the intercepts between M2 and M4 (2) β 4 β 3 is the difference in the intercepts between M2 and M3 (3) when all the other factors are fixed, the expected increment of Y as X 1 increase by one unit. (4) β 7 = 0 means there is no difference on the effect of X 1 on the response for M3 and M4. (5) β 5 β 6 is difference on the effect of X 1 on the response for M1 and M2. 3. See R-code 4. See R-code 5. a. X = 1 1 1 1 . . . 1 1 1 0 1 0 . . . 1 0 thus X X = n n 1 n 1 n 1 We have ( X X ) 1 = 1 n n 1 1 n n 1 1 n n 1 n ( n n 1 ) n 1
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon
Image of page 2
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}