exam2 - ISYE6414 Summer 2009 Exam II Dr Kobi Abayomi July 6...

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ISYE6414 Summer 2009 Exam II Dr. Kobi Abayomi July 6, 2009 You must show all work to receive full credit. 1
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1 Set up the design matrix X and coefficient estimators ˆ β for each of the following. Assume i = 1 ... 4 Y i = β 0 + β 1 X i 1 + β 2 X i 1 X i 2 + ± i logY i = β 0 + β 1 X i 1 + β 2 X i 2 + ± i Y i = β 1 X i 1 + β 2 X i 2 + β 3 X 2 i 1 + ± i Y i = β 0 + β 1 X i 1 + β 2 logX i 2 + ± i 2
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2 Let Y be the profit/loss for a particular investment. Let Z be a categorical variable indicating membership in a political party: Z = ( Democrat,Republican,Independent ) For this data i = 1 ... 4: z = Dem. Rep. Indep. Indep. y = 75 -50 25 -25 If you set up the design matrix the way I have in mind, then ( x T x ) - 1 = 1/2 -1/2 -1/2 -1/2 3/2 1/2 -1/2 1/2 1/2 Compute ˆ β, ˆ Y , ˆ ± . Compute the predicted value of profit-loss for a Republican and give the
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This note was uploaded on 09/01/2011 for the course ISYE 6414 taught by Professor Staff during the Fall '08 term at Georgia Tech.

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exam2 - ISYE6414 Summer 2009 Exam II Dr Kobi Abayomi July 6...

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