3008 Q - STAT3008 Applied Regression Analysis (2011-2012...

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STAT3008 Applied Regression Analysis (2011-2012 1 st Semester) Revision on Mid-term Examination Exercises: Question 1 1 2 1 2 12 ( , ) 1.5 3.2 0.5 1.1 EYX X X X XX = +−+ For the above fitted model, one unit increase in 1 X will lead to an increase of 3.2 units in Y . Is that true? Why? Question 2 In a medical study, several measurements are taken for each patient, including the length of right arm( 1 X ) and the length of left leg( 2 X ). Benjamin claimed that including both 1 X and 2 X in the regression model as the predictors can get the greatest amount of information from the patients. Comment. Question 3 Suppose we know the true model: 11 2 2 YX X e ββ = ++ However, we fit the following model: YX e β = For both models, assume 2 () 0 , () E e Var e I σ = . (a) Find 1 E . (b) Find 1 Var . (c) Find EY . Question 4 Consider the following regression model, 2 ,() 0 , () i ii i i y x e E e Var e βσ = += = a) Find the least square estimate for . b) Show that is unbiased estimator for .
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This note was uploaded on 01/21/2012 for the course STAT 3008 taught by Professor C.y.yau during the Spring '11 term at CUHK.

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3008 Q - STAT3008 Applied Regression Analysis (2011-2012...

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