Unformatted text preview: (a) Fit the regression of the transformed response on year . What is a 95% conﬁdence interval for the slope, β 1 ? (b) Create a lag plot, based on the residuals from the ﬁtted regression. (c) Calculate the estimated ﬁrst autocorrelation coeﬃcient, r 1 . (d) Conduct the largesample test for serial correlation. (e) Calculate the adjusted standard error for the slope, using the formula SE * ( ˆ β 1 ) = r 1 + r 1 1r 1 SE( ˆ β 1 ) , where SE( ˆ β 1 ) is the unadjusted standard error from the regression in part (a). (f) Use your adjusted standard error to construct a conﬁdence interval for β 1 . Compare to part (a). Include all relevant R input and output. Describe the output in your own words. You may ﬁnd the code included in the lab exercises useful....
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 Fall '08
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 Regression Analysis, Standard Error, logistic regression model

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