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Unformatted text preview: STAT 502 – Assignment #6 Coverage: KKMN Chapter 9 & 16 Name: ____________________________ SCORE: ____ of 40 Homework Problems—These should be done individually! Please note that HW problems generally do not require SAS coding. #1. (7 points) Consider the data described in problems 8.4 and 9.7 in the text. Output for various models is shown on page 158. Use this output to complete (by hand) the following three model selection procedures: a. Forward b. Backward c. Stepwise Please indicate each step as you run a procedure. Use significance level 0.15. #2. (4 points) Show mathematically that if you have a model with k variables, then the Fstatistic for testing model significance may be written: ( 29 ( 29 2 model 2 / 1 / 1 R k F R n k = Hint: This is not intended to be hard – start with the above equation and write R 2 in terms of sums of squares (and eventually mean squares). #3. (7 points) There is a generalization of the formula found in #2 for the general linear test (or partial...
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 Spring '08
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 Statistics, Regression Analysis, Stepwise regression, Best Model, tadd, Fmodel

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