tut6_09 - 1 The University of Western Ontario Department of...

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1 The University of Western Ontario Department of Statistical and Actuarial Sciences Statistical Sciences 3859a Tutorial Assignment 6 1. Consider the property valuation data in table.b4 in the MPV library. (a) Fit a multiple regression model relating the sale price to lot size, number of rooms, and age of the home. (b) Check which of the following coefficient vectors lie in the 95% confidence ellipsoid for β ˜ : i. (14, 1, 3, -.1) ii. (14.2, 1.1, 2.9, -.13) iii. (14.3, 1.1, 2.9, -.13) iv. (14.2, 1, 2.9, -.13) v. (14.2, 1.1, 3, -.13) (c) Use the Bonferroni technique to compute simultaneous 95% confidence intervals for the coefficients of the intercept, lot size, number of rooms and age of the home. (d) Repeat the above question using the Scheffe technique. 2. Consider the peanut oil extraction data in table.b7 . (a) On the basis of the following output, write out the fitted multiple regression model. > summary(y.lm) Call: lm(formula = y ~ x1 + x2 + x3 + x4 + x5, data = table.b7) Residuals: Min 1Q Median 3Q Max -12.250 -4.438 0.125 5.250 9.500 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 5.208e+01 1.889e+01 2.757 0.020218 x1 5.556e-02 2.987e-02 1.860 0.092544 x2 2.821e-01
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