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, SPLUS 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.