hw04_2011 - (empirical and theoretical • Proportion of 95...

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STA 6208 – Homework 4 – Due Monday, 2/21/11 Kuehl: Chapter 5 Exercises: 1,2,4 Part 2: Derive the Expected Mean Squares for Treatments and Error for the 1-Way Random Effects Model. Part 4: Simulate 1000 random samples from each of the following models, and obtain the following quantities (always use μ =100). ( 29 ( 29 { } { } 2 2 ~ 0, ~ 0, ij i ij i a ij e i ij y a e a NID e NID a e μ σ σ = + + probability of rejecting H 0 : σ a 2 >0 at α = 0.05 significance level
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Unformatted text preview: (empirical and theoretical). • Proportion of 95% CIs for σ e 2 that contain the true value • Proportion of Point estimates of σ a 2 that are negative • Sampling Distribution of Point Estimates for ρ I Conduct this for all combinations of the following parameter values and sample sizes: t={3,6} r={4,8} σ a = {5,10} σ e = {2,4}...
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