DSC330_hw2_assignments

DSC330_hw2_assignments - DSC 330(Spring 2011 HW2 Due April...

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Unformatted text preview: DSC 330 (Spring 2011) HW2 Due April 25th in class. 1. A simple linear regression model u1D44C = u1D6FD + u1D6FD 1 u1D465 + u1D716 , u1D716 ∼ u1D441 (0 ,u1D70E 2 ) is used to analyze the relationship between x and Y. Some summary statistics are as follows. u1D446u1D446 u1D465u1D465 = 25, u1D446u1D446 u1D465u1D44C = 20, u1D446u1D446 u1D44C u1D44C = 25, ¯ u1D465 = 0, ¯ u1D44C = 5, u1D45B = 6. Suppose the population is normal. (a) Calculate the sample correlation coefficient ˆ u1D70C and u1D445 2 . (b) Estimate the regression line. (c) Estimate u1D70E 2 and u1D70E . (d) Give the 95% confidence interval of the slope, u1D6FD 1 . (e) Do the hypothesis test, u1D43B : u1D6FD 1 = 0 u1D43B u1D44E : u1D6FD 1 ∕ = 0 at u1D6FC = 10%. (f) Do the hypothesis test, u1D43B : u1D6FD 1 = 0 . 9 u1D43B u1D44E : u1D6FD 1 ∕ = 0 . 9 at u1D6FC = 5%. (g) Test whether the effect of x on Y is positive at u1D6FC = 5%....
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