Statistics 545
Group Assignment 1
Name:
Answer each question with a check mark indicating that your group
did it.
1. Ice Breakers: Everyone in your group, introduce yourself, say
your major, and briey
Overview/Review
Regression 545
Department of Statistics
West Virginia University
Fall Semester/ 2012
Overview
Statistics starts with a problem
Proceed to data collection
Move to data analysis
Provide
Linear Algebra Review
Linear Algebra Review
Regression 545
Department of Statistics
West Virginia University
Fall Semester/ 2012
Statistics
Applied Regression Analysis
Linear Algebra Review
Notations
Estimation
Estimation
Regression 545
Department of Statistics
West Virginia University
Estimation
Set-Up
Linear model
y1
.
Y =.
.
response
yn
and data vectors (predictors)
x11
x12
.
. , X2 = . ,
X1 =
Condence Intervals for
Regression 545
Department of Statistics
West Virginia University
Condence Intervals for
Condence Intervals essentially provide an approach to quantify
the outcome of an entire
Examples of
Regression 545
Department of Statistics
West Virginia University
Interesting Examples
1
When y = 0 + , we have that X = 1 = 1 (columns of 1s
of length n)
X T X = 1T 1
1
= 1T y
n
=y
so
=
Testing Examples
Testing Examples
Regression 545
Department of Statistics
West Virginia University
Testing Examples
Testing just One Predictor
Dene RSS as the large models RSS and RSS as that for he
s
Lecture 2: Matrix Representation
Regression 545
Department of Statistics
West Virginia University
Set-Up
the n p matrix such that
x11 x1p
.
.
.
.
.
.
.
.
xn1 xnp
= X+
0 + 1 x11 + + p x1p
.
.
X is a v
Identiability
Identiability
Regression 545
Department of Statistics
West Virginia University
Fall Semester/ 2012
Identiability
So far.
We have observed that the least squares estimator is the
solution
Statistics 545
Group Assignment 4
Name:
1. Simulate the model y = 1 + 0.5x1 0.5x2 + where N (0, 2 ).
Here is the initial R-code:
>
>
>
>
>
>
set.seed(100)
n=50
x1=runif(n,1,2)
x2=runif(n,0,1)
sigsq=1
Statistics 545
Group Assignment 5
Name:
1. The chocolate candy bar data set from Assignment 2 is available
on eCampus.
(a) Fit the model with Price as the response and the other seven
numerical variab
Statistics 545
Group Assignment 6
Name:
1. Load sat data in the faraway package in R and t math expend
+ salary + ratio +takers.
(a) Denote expend as A, salary as B, ratio as C, takers as D. Put
an X
Statistics 545
Group Assignment 3
Name:
1. The data set prostate in the faraway package comes from a study
of 97 men with prostate cancer who were due to receive a radical
prostatecomy. Let lpsa be th
Statistics 545
Group Assignment 2
Name:
1. The data set consists of chocolate candy bars available in Queensland Australia stores in 2002. The data is available on eCampus
and use the read.csv command
Statistics 503
R Lecture
Download and Install R
Go to:
http:/cran.r-project.org/
Click on Windows 95 and then base
Click Icon
Open R
Iris Data
Fisher (1936)
50 specimens for each of three species (