DSC 330 HW3
Due May 16th in class
1. Textbook 4.18 (
u1D6FC
= 5%) (There is a typo in question (b). The null hypothesis should
be
u1D43B
0
:
u1D6FD
1
=
...
=
u1D6FD
4
= 0.)
2. Textbook 4.20
3. The following two models are used to analyze a sample of size
u1D45B
= 10.
u1D44C
=
u1D6FD
0
+
u1D6FD
1
u1D465
1
+
u1D716, u1D716
∼
u1D441
(0
, u1D70E
2
)
(1)
u1D44C
=
u1D6FD
0
+
u1D6FD
1
u1D465
1
+
u1D6FD
2
u1D465
2
+
u1D716, u1D716
∼
u1D441
(0
, u1D70E
2
)
(2)
u1D445
2
= 0
.
50 and ˆ
u1D70E
= 5 for model (1).
u1D445
2
= 0
.
72 for model (2).
(a) Construct ANOVA tables for the above two models, respectively.
(b) Check model utility by doing Ftests at
u1D6FC
= 5% for the above two models,
respectively.
(c) Calculate the adjusted
u1D445
2
for the above two models, respectively.
(d) Compare the above two models by doing an Ftest at
u1D6FC
= 5%. Which one will
you recommend?
(e) The following model is used to analyze the given data and
u1D445
2
= 0
.
8.
u1D44C
=
u1D6FD
0
+
u1D6FD
1
u1D465
1
+
u1D6FD
2
u1D465
2
+
u1D6FD
3
u1D465
3
+
u1D716, u1D716
∼
u1D441
(0
, u1D70E
2
)
(3)
Check the utility of model (3) at
This preview has intentionally blurred sections. Sign up to view the full version.
View Full Document
This is the end of the preview.
Sign up
to
access the rest of the document.
 Spring '08
 Staff
 Econometrics, Linear Regression, Regression Analysis, spss output, Construct ANOVA tables

Click to edit the document details