DSC330_hw4_solutions

# DSC330_hw4_solutions - DSC 330 HW4 SOLUTIONS 1 Solutions(a...

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Unformatted text preview: DSC 330 HW4 SOLUTIONS 1. Solutions: (a) Write the definitions of simple linear regression, quadratic regression and cubic regression models, respectively Solutions: SLR: u1D44C = u1D6FD + u1D6FD 1 u1D465 + u1D716, u1D716 ∼ u1D441 (0 ,u1D70E 2 ) Quadratic: u1D44C = u1D6FD + u1D6FD 1 u1D465 + u1D6FD 2 u1D465 2 + u1D716, u1D716 ∼ u1D441 (0 ,u1D70E 2 ) Cubic: u1D44C = u1D6FD + u1D6FD 1 u1D465 + u1D6FD 2 u1D465 2 + u1D6FD 3 u1D465 3 + u1D716, u1D716 ∼ u1D441 (0 ,u1D70E 2 ) (b) Fit the above three models using SPSS. Solutions: refer to Appendix A. (c) Compare model 1 with model 2 by doing an F-test and a t-test, respectively. Solutions: u1D43B : u1D6FD 2 = 0 v.s. u1D43B u1D44E : u1D6FD 2 ∕ = 0. (Same for t-test and F-test) t-test: u1D461 = 20 . 494 from SPSS output. RR: u1D461 < − 1 . 960 or u1D461 > 1 . 960. ( u1D461 365 − (2+1) ,. 05 / 2 = u1D461 362 , . 025 = 1 . 96) F-test for model comparison: u1D439 = ( u1D446u1D446u1D438 u1D445 − u1D446u1D446u1D438 u1D453 ) / ( u1D458 − u1D454 ) u1D440u1D446u1D438 u1D453 = (2070 . 158 − 958...
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DSC330_hw4_solutions - DSC 330 HW4 SOLUTIONS 1 Solutions(a...

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