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problemset11 - (a Fit the regression of the transformed...

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Problem Set 11 STAT 3022, section 001 11/29/2011 The following should be completed by Tuesday, December 6. Assigned Reading Section 20.1: Case Studies (pp 579–583) Section 20.2: The Logistic Regression Model (pp 583–587) Section 20.3: Estimation of Logistic Regression Coefficients (pp 587–592) Skim Section 20.3.1, focus on 20.3.2. Section 20.5: Strategies for Data Analysis Using Logistic Regression (pp 595–596) Section 20.6: Analyses of Case Studies (pp 596–600) Problems To Turn In “Pencil and Paper” Problems - No R output needed (unless you use R to calculate your answer) 18.17, 19.10, 19.12a * For 18.17, also perform a Chi-Squared test and confirm the results agree with the test for equal proportions. * For 19.12, only do part (a). Problem to do in R 15.15; data = http://users.stat.umn.edu/ ~ graalum/data/ch15/ex1515.csv * You will need to transform the response. Then complete the following:
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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 large-sample test for serial correlation. (e) Calculate the adjusted standard error for the slope, using the formula SE * ( ˆ β 1 ) = r 1 + r 1 1-r 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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