hwk6 - STAT 8260 Theory of Linear Models Homework 6 Due...

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STAT 8260 — Theory of Linear Models Homework 6 – Due Thursday, April 24 Homework Guidelines: Homework is due by 4:30pm on the due date specified above. You may turn it in at the beginning of class or place it in my mailbox in the Statistics Building. No late homeworks will be accepted without permission granted prior to the due date. Use only standard (8 . 5 × 11 inch) paper and use only one side of each sheet. Homework should show enough detail so that the reader can clearly understand the procedures of the solutions. This is absolutely essential for you to receive full credit for your answer since the answers to most of the problems in Rencher appear in the back of the book. Problems should appear in the order that they were assigned. Some problem numbers differ between the first and second editions of the book. When a problem number is given in parentheses, owners of the second edition should do the problem in parentheses, first edition user’s should do the problem not in parentheses. E.g., if I assign problems 1,4, 7(8), 9(11), then 1st edition users should do problems 1,4,7,9, and 2nd edition users should do problems 1,4,8,11. You may use a statistical software package or (better) a matrix manipulation language like Matlab, R, S-PLUS or SAS PROC IML) to help you do some of the problems, but please include your code and output with your answers. Assignment: Read chapter 11 from our text (or chapter 12 if you have the second edition). In addition, do the following problems from that chapter: 5, 6, 19 (but in this problem use γ = ± τ 2 - τ 1 μ + τ 2 instead of the value of γ given in the statement of the problem), and 25. In addition, do the following six problems. 1. Prove the theorem on the bottom of p.172 of our class notes.
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hwk6 - STAT 8260 Theory of Linear Models Homework 6 Due...

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