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Statistics 512: Problem Set No. 8
Due November 6, 2009
1. For this problem, the idea is to demonstrate the similarity between regression with dummy
variables and ANOVA. To do this run the SAS code
stat512prob8.sas
.
(a) Compare the ANOVA table and parameter results from the GLM analysis and Param
eterization #1. What do the coeﬃcients associated with
X
1
and
X
2
(i.e.
b
1
and
b
2
)
estimate in terms of treatment means? What constraint system does this parameteriza
tion correspond to?
(b) Compare the ANOVA table and parameter results from the GLM analysis and Param
eterization #2. What do the coeﬃcients associated with
X
1
and
X
2
(i.e.
b
1
and
b
2
)
estimate in terms of treatment means? What constraint system does this parameteriza
tion correspond to?
(c) Calculate
b
0
+
b
1
and
b
1

b
2
for both the parameterizations and show that the answers
are the same. What does these quantities estimate in terms of the treatment means (i.e.
why are they the same)?
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 Fall '08
 Staff
 Statistics

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