Regresstion Tutorial

Regresstion Tutorial - x ? (d) What is the variance of the...

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The University of Western Ontario Department of Statistical and Actuarial Sciences Statistical Sciences 3859a Tutorial 1 September 2009 – Tutorial Hour 0 1. The rate of spread R (in m/s ) of a wildfire is related to wind speed W (in km/h ). Suppose data have been collected on 5 fires: R W 30 35 32 40 18 20 35 50 12 15 (a) Write out a linear regression model relating rate of spread to wind speed, including an error term. (Do not estimate the parameters) (b) What assumptions are usually made about the error term? (c) What is the expected value of the rate of spread when wind speed is
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Unformatted text preview: x ? (d) What is the variance of the rate of spread when wind speed is x ? (e) Suppose W is a random variable with mean and variance 2 W . What is the (un-conditional) variance of the rate of spread? Also, nd the unconditional expected rate of spread. (f) How would you change the model if rate of spread is linearly related to the square root of wind speed? 2. Write out a linear regression model which could be used to predict the prime interest rate P from the core ination rate C ....
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