The University of Western Ontario
Department of Statistical and Actuarial Sciences
Statistical Sciences 9924
Midterm Examination
Instructions: There are 2 parts to this exam. Part A contains 5 written questions, some of which
contain multiple parts. In to
The University of Western Ontario
Department of Statistical and Actuarial Sciences
SS 9924a Advanced Regression
Test 1
Duration: 90 minutes
Date: 17 October 2012
Time: 3:30 PM
Total Marks = 20
1. (4 marks) Consider the linear regression model y = X + , wh
The University of Western Ontario
Department of Statistical and Actuarial Sciences
SS 9924a Advanced Regression Test 1
Duration: 50 minutes
Date: 24 October 2011
Time: 14:30
Instructions: Do all three questions. Total Marks = 20.
1. (6 marks) Suppose a da
The University of Western Ontario
Department of Statistical and Actuarial Sciences
Statistical Sciences 9924
Part B
Answer the following Multiple Choice questions by circling the letter corresponding to the best
response.
1. The term MCAR is an abbreviati
The University of Western Ontario
Department of Statistical and Actuarial Sciences
SS 9924a Advanced Regression
Test 1 Solutions
1. (a) Requirements: X has full rank; The linearity condition holds; E [] = 0.
(b) The Gauss-Markov theorem requires that the
The University of Western Ontario
Department of Statistical and Actuarial Sciences
SS 9924a Advanced Regression
Quiz 1
Duration: 80 minutes
Date: 21 October 2010
Time: 12:00 noon
Instructions: Do all three questions. Total Marks = 20.
1. (10 marks) A 6 3
The University of Western Ontario
Department of Statistical and Actuarial Sciences
SS 9924a Advanced Regression
Test 2 Solutions
1. (8 marks) Consider the data
x
y
-1 0 1 2 3 4
101259
and the regression model
y i = g ( xi ) + i
where 1 , 2 , . . . , 5 are
The University of Western Ontario
Department of Statistical and Actuarial Sciences
SS 9924a Advanced Regression
Test 2
Duration: 90 minutes
Date: 21 November 2012 Time: 3:30 PM Total Marks = 20
1. (8 marks) Consider the data
x
y
-1 0 1 2 3 4
101259
and th
The University of Western Ontario
Department of Statistical and Actuarial Sciences
SS 9924a Advanced Regression
Test 2
Duration: 50 minutes
Date: 30 November 2011
Time: 2:30 PM
Total Marks = 20
1. (9 marks) Consider the linear regression model y = X + , w
The University of Western Ontario
Department of Statistical and Actuarial Sciences
SS 9924a Advanced Regression
Test 2
Duration: 80 minutes
Date: 18 November 2010
Time: 12:00 Noon
Instructions: Do all of the questions in the booklet provided. Total marks