STAT5044: Regression and ANOVA, Fall 2013
Exam 1 on Nov 05
Your Name: brief solution
Please make sure to specify all of your notations in each problem
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1
Problem# 1.
(a) Write down a simple
STAT5044: Regression and ANOVA, Fall 2013
Final exam on Dec 16
Your Name:
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1
Problem# 1.
Hastie and Tibshirani (1990) descri
STAT5044: Regression and ANOVA, Fall 2013
Exam 2 on Dec 09
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1
Problem# 1.
M1 : yi = 1 xi + i
M2 : yi = 0 + 1 xi +
STAT5044: Regression and ANOVA, Fall 2012
Final Exam on Dec 17
Your Name:
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1
Problem# 1. Answer each question.
A study was c
STAT5044: lab 1
Inyoung Kim
Outline
1
How to estimate the regression line in R
Example
A substance used in biological and medical research is shipped
by airfreight to users in cartons of 1,000 ampules
STAT5044: lab 2
Inyoung Kim
Outline
1
How to estimate the regression line and make inference
Example
A substance used in biological and medical research is shipped
by airfreight to users in cartons of
STAT5044: Lab4
Inyoung Kim
Outline
1
How to estimate WLS using R
Example
A health researcher, interested in studying the relationship between diastolic
blood pressure and age among healthy adult women
STAT5044: lab 8
Inyoung Kim
1 / 13
Outline
1
How to handle collinearity
2 / 13
Example
Car drivers like to adjust the seat position for their own comfort.
Car designers would nd it helpful to know whe
STAT5044: Regression and Anova
Inyoung Kim
Outline
1
Goal of Regression and Anova class
2
Course structure
2 / 21
Goal of this class
We will learn how to describe the relationship between two quantita
STAT5044: Regression and Anova
Inyoung Kim
Outline
1
Regression
2
Simple Linear regression
3
Basic concepts in regression
4
How to estimate unknown parameters
5
Properties of Least Squares Estimators:
STAT5044: Regression and Anova
Inyoung Kim
1 / 14
Outline
1
Polynomial Regression
2 / 14
Polynomial Regression (nonlinearity)
Using taylor series approximate polynomial function
mth order polynomial,
STAT5044: Regression and Anova
Inyoung Kim
Outline
1
Collinearity
Collinearity
A near-linear relationship (high correlation coefcient) among
covariates
Does not reduce bias much (because it can be exp
STAT5044: Regression and ANOVA, Fall 2011
Final Exam on Dec 14
Your Name:
Please make sure to specify all of your notations in each problem
GOOD LUCK!
1
Problem# 1.
Consider the following model,
2
yi
STAT5044: Regression and Anova
Inyoung Kim
Outline
1
Testing
2
Condence interval
3
ANOVA table
2 / 29
Testing procedure
Step 1: Decide what question we want to test:
Null hypothesis and alternative h
STAT5044: Regression and Anova
Inyoung Kim
Outline
1
Matrix Expression
2
Linear and quadratic forms
3
Properties of quadratic form
4
Properties of estimates
5
Distributional properties
2 / 51
Matrix E
STAT5044: Regression and ANOVA, Fall 2015
Final Exam on Dec 14
Your Name:
Please make sure to specify all of your notations in each problem
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1
Problem# 1. We are interested in the associatio
STAT5044: Regression and ANOVA, Fall 2014
Exam 1 on Oct 16
Your Name: Brief Solution
Please make sure to specify all of your notations in each problem
GOOD LUCK!
1
Problem# 1. Consider the following m
STAT5044: Regression and ANOVA, Fall 2015
Exam 2 on Dec 3
Your Name: brief solution
Please make sure to specify all of your notations in each problem
GOOD LUCK!
1
Problem# 1. Consider the following mo
STAT5044: Regression and ANOVA, Fall 2015
Exam 1 on Nov 2
Your Name:brief solution
Please make sure to specify all of your notations in each problem
GOOD LUCK!
1
Problem# 1. Consider the following mod
STAT5044: Regression and ANOVA, Fall 2012
Exam 2 on Dec 3
Your Name:brief solution
Please make sure to specify all of your notations in each problem
GOOD LUCK!
1
Problem# 1.
The United Nations (UN) wa
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STAT5044: Regression and ANOVA
Inyoung Kim
Consider two models: (M1) Y N (0 , 2 I), (M2) Y N (X, 2 I)
Assume that True model is (M2). We fit the model M1
0 = Y =
P
i=1
yi
n
+ 1 xi
0
E(0 ) =
n
= 0 +
STAT5044: Regression and Anova
Inyoung Kim
Outline
1
Goal of Regression and Anova class
2
Course structure
2 / 21
Goal of this class
We will learn how to describe the relationship between two quantita
STAT5044: Regression and Anova
Inyoung Kim
Outline
1
Prediction
2 / 13
Prediction
Two meaning
Predict conditional mean of Y given a xnew :
We can use that estimation of conditional mean is 0 + 1 xnew
STAT5044: Regression and Anova
Inyoung Kim
Outline
1
Regression
2
Simple Linear regression
3
Basic concepts in regression
4
How to estimate unknown parameters
5
Properties of Least Squares Estimators:
STAT5044: Regression and Anova
Inyoung Kim
1 / 25
Outline
1
Multiple Linear Regression
2 / 25
Basic Idea
An extra sum of squares the marginal reduction in the error sum
of squares when one or several