# hw01 - STA 6208 – Spring 2004 – Homework 1 Due...

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Unformatted text preview: STA 6208 – Spring 2004 – Homework 1 Due Friday, 1/16/2004 (in-class, no late assignments will be accepted) The following data represent random samples of size n = 12 from the statistical model (note that everyone has the same X levels, but the Y values were generated from this model): Y i = β + β 1 X i + ε i i = 1 , . . ., 12 ε i ∼ NID (0 , σ 2 ) Complete the following parts by hand, as well as using PROC REG in SAS : • Obtain least squares estimates of β and β 1 . • Obtain an unbiased estimate of σ 2 . • Obtain the Analysis of Variance • Obtain estimated standard errors for ˆ β and ˆ β 1 . • Test whether β 1 = 0 based on the t- and F-tests (use α = 0 . 05 significance level). • Give a 95% Confidence Interval for E [ Y | X = 20]. • Give a 95% Prediction Interval for the next outcome, given X will be 20. • RPD Chapter 1 Problems: 1,2,3,6,7,8,11,12,14,15,16,22,23 x1 x2 x3 x4 x5 x6 x7 x8 x9 x10 x11 x12-------------------------------------------------------------------------...
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## This note was uploaded on 07/28/2011 for the course STA 6208 taught by Professor Park during the Fall '08 term at University of Florida.

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hw01 - STA 6208 – Spring 2004 – Homework 1 Due...

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