STA302H1F / 1001 HF - Summer 2009: Term Test - Solution

1
STA302H1F / 1001 HF - Summer 2009

Term Test - Solution
June 1, 2009

Last Name:___________________________________________

First Name:___________________________________________

Student Number:____________________________________

Instructions:

Time: 1 hour and 40 minutes.

No aids allowed except a nonprogrammable calculator.

If you do not understand a question, or are having some other difficulty, do not
hesitate to ask your instructor or T.A for clarification.

There are 10 pages including this page. The last 2 pages include some useful
formulae and a table of values from the t distribution. Please check that you are not
missing any page.

Show all your work and answer in the space provided, in ink. Pencil may be used, but
then remarks will not be allowed. Use back of pages for rough work.

Total point: 50.

Good luck!!!

1 2 3 Total

50
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Downloader ID: 20780
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0 Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
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D o w n l o a d e r I D : 2 0 7 8 0
2
Question 1

Consider the simple linear regression model,
i i i
X Y + + =
1 0
, with the usual Gauss
Markov conditions, i.e., ( ) ( )
2
, 0 = =
i i
Var E for all i and ( ) 0 , =
j i
Cov for all i j.

a) (2 marks) In lecture we showed that
=
=
n
i
i
e
1
0 and
=
=
n
i
i i
X e
1
0 . Given these
results, what is
=
n
i
i i
Y e
1
? Justify your answer.

( ) 0
1
1
1
0
1
1 0
1
= + = + =

= = = =
n
i
i i
n
i
i
n
i
i i
n
i
i i
X e b e b X b b e Y e

b) (5 marks) Show that the total Sum of Squares in a regression can be decomposed as

( ) ( )

= =
+
n
i
i i
n
i
i
Y Y Y Y
1
2
1
2

You may use any results that were derived in lecture.

We have,
( ) ( )
( ) ( ) ( )( )

= = =
= =
+ + =
+ = =
n
i
i i i
n
i
i i
n
i
i
n
i
i i i
n
i
i
Y Y Y Y Y Y Y Y
Y Y Y Y Y Y SSTO
1 1
2
1
2
1
2
1
2

2

and

( )( ) ( ) 0

1 1 1 1
= + = =

= = = =
n
i
i
n
i
i i
n
i
i i
n
i
i i i
e Y e Y e Y Y Y Y Y Y

So ( ) ( )

= =
+ =
n
i
i i
n
i
i
Y Y Y Y SSTO
1
2
1
2

D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
3
c) (5 marks) Assume that X
i
are not random. Derive the formula for Cov(b
0
, b
1
) given in
the formulae sheet on page 9. You may use any other formulae from that page that
you require except the formulae whose derivation require knowing Cov(b
0
, b
1
).

There are two ways to derive this formula

First is to use the formula for b
0
: X b b Y
1 0
+ = and the know variance of Y . That
is,

( ) ( ) ( ) ( )
1 0 1
2
0
, 2 b b Cov X b Var X b Var Y Var + + =

( )
1 0
2
2
2
2
2
, 2
1
b b Cov X
S
X
S
X
n n
XX XX
+ +
+ =

Rearranging gives ( )
XX
S
X
b b Cov
2
1 0
,

= where ( )
=
=
n
i
i XX
X X S
1
2

The second way to find Cov(b
0
, b
1
) is

( ) ( ) ( ) ( ) ( ) ( )
1 1 1 1 1 1 1 1 0
, , , , , b Var X b Y Cov b b Cov X b Y Cov b X b Y Cov b b Cov = = =

Now,
( )
( ) ( ) [ ]
( ) ( )
( )
0
1 1
,
1 1
,
1 1
, ,
1
, ,
2 2
2
1
=

=
=
X X
n S
n
X n Y Y Cov X
n S
Y Var X n Y X Y Cov
n S
Y Y Cov X n Y X Y Cov
S
S
Y X n Y X
Y Cov b Y Cov
i
XX
i i i
XX
i i i
XX
i i
XX
XX
i i

So, ( ) ( )
XX
S
X
b Var X b b Cov
2
1 1 0
,

= = .

Item ID: 1510
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
I t e m I D : 1 5 1 0 D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
4
Question 2

(6 marks (2 each)) For each of the following statements regarding simple linear
regression, state whether you agree or disagree. Briefly explain your choice.

a) The sample mean of the residuals always equal the true mean of the error term.

Agree

The true mean of the errors is ( ) 0 = E and we have shown that 0
1
=
=
n
i
i
e so
0 = e .

b) For the least square method to be valid, the error terms
i
must be normally
distributed with mean zero and common variance
2
.

Disagree

For the least square to be valid the only assumption is that the relationship is
linear.

c) 95% confidence interval for the mean response at a specific X = X
h
was calculated in
a regression analysis for a study. The confidence interval may be interpreted as
follows: If we were able to repeat the study and the corresponding analysis for a large
number of times with the same sample size, we would expect that 95% of the
resulting estimated mean response would fall in the original confidence interval.

Disagree

We expect that 95% of the confidence intervals will include the true (unknown)
mean response when X = X
h

D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
Item ID: 1510
Item ID: 1510
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
Item ID: 1510
Item ID: 1510
Item ID: 1510
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
Item ID: 1510
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
5

Question 3

The SAS output below was produced to examine the relationship between full-scale IQ
(FSIQ) and brain size as measured by MRI (MRIcount). Measurements were taken on 20
university students chosen because their full-scale IQ was at least 130.

a) (5 marks) Gives estimates of the following quantities:

The error variance MSE = 11.532_

The variance of the slope
10 2
10 06 . 1 00001029 . 0

=

The FSIQ of a person whose MRIcount is 2,000,000

154 . 167 000 , 000 , 2 00002863 . 0 89399 . 109 = +

The percent of total variability in FSIQ that is not explain by its linear relationship
with MRIcount % 06 . 30
2
= R

The difference in FSIQ between 2 people when the second person has MRIcount
that is 20,000 units larger than the first person
5726 . 0 00002863 . 0 20000 20000
1
= = b
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
I t e m I D : 1 5 1 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
6
b) (3 marks) Calculate a 95% confidence interval for the change in FSIQ corresponding
to a change of one unit in MRIcount.

This is a 95% CI for the slope calculated using the formula:
( )
( )
1 2 / ; 2 1
. b E S t b
n
.

We have
( )
101 . 2
025 . 0 ; 18
= t . So CI is

( ) ( ) 0000502 . 0 , 00000701 . 0 00001029 . 0 101 . 2 00002863 . 0 =

c) (3 marks) Explain the practical meaning of the estimated slope and intercept.

There is no practical meaning to the intercept in this context since an MRI count
of 0 is impossible.

The meaning of the estimated slope is that IQ increase by 0.00002863 for every
additional unit in MRI count.

d) (1 mark) What are the null and alternative hypotheses for the test with P-value of
0.0123?

0 :
1 0
= H versus 0 :
1 0
H

e) (3 marks) The P-value of 0.0123 appears twice in the SAS output. Explain clearly
how the test statistics are related for these data and show that this relationship holds
for all simple linear regressions.

The test statistics are 78 . 2 =
stat
t and 74 . 7 =
stat
F and 74 . 7 78 . 2
2
= (within round-
off error)

In general,

( )
stat
XX
XX
stat
F
MSE
SSR
MSE
S b
S MSE
b
b E S
b
t = = =
=
2
1
2
1
2
1
1 2
/
.

D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
I t e m I D : 1 5 1 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
7
f) (4 marks) Calculate a 95% interval estimate of the FSIQ for an additional student
whose MRIcount is 1,072,420.
This is a PI calculated from the formula,
( )
( )
XX
new h
n new h
S
X X
n
s t Y
2
,
; 2 ,
1
1
+ +

We have, ( ) 56 . 140 1072420 0000286 . 0 89 . 109
= + = Y

( ) ( ) 80 1088833649 5730703420 19 1
2
= = =
X XX
s n S

( )
101 . 2
025 . 0 ; 18
= t

The PI is then
( )
( )
( ) 53 . 148 , 59 . 132
80 1088833649
925948 1072420
20
1
1 396 . 3 101 . 2 56 . 140
2
=
+ +

g) (3 marks) Calculate a 95% confidence interval for the mean FSIQ of all the students
whose MRIcount is 1,072,420.
This is a CI calculated from the formula,
( )
( )
XX
h
n h
S
X X
n
s t Y
2
; 2
1
+

We have, ( ) 56 . 140 1072420 0000286 . 0 89 . 109
= + = Y

( ) ( ) 80 1088833649 5730703420 19 1
2
= = =
X XX
s n S

( )
101 . 2
025 . 0 ; 18
= t
The CI is then ( )
( )
( ) 11 . 144 , 01 . 137
80 1088833649
925948 1072420
20
1
396 . 3 101 . 2 56 . 140
2
=
+

h) (2 mark) Which of the two intervals in parts (f) and (g) is wider? Is that always the
case? Explain.

The interval in part (f) is wider since it is an interval for an individual Y value
and not the mean and therefore it has a larger standard error that result in a
wider interval.

i) (3 marks) What are the necessary assumptions that make any relevant inference
regarding this model valid?

The relationship between IQ and MRI count is linear.
The errors have a ( )
2
, 0 N distribution.
The errors are uncorrelated, that is ( ) 0 , =
j i
Cov for all j i .
I t e m I D : 1 5 1 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
8
j) Suppose the data were collected for 40 students 20 with high IQs and 20 with low IQs
and suppose the scatterplot of FSIQ versus MRIcount for all 40 observations looks
like the following plot.

A regression line is fit to these 40 points.
(i) (2 marks) Explain why you would expect a high R
2
.

There is a lot of variation in the Ys particularly between the two groups.
But the regression line (which will roughly connect the center of the two
groups) account for much of it.

(ii) (3 marks) In fact, R
2
for the 40 observations in this plot is 85%. Considering
only this fact and the plot above, is this evidence of a strong linear
relationship between FSIQ and MRIcount? Why or why not? Is there any
additional information you would like?

It is not evidence of a strong linear relationship as the line just connects
the two groups of points and may not fit either group well.
I would like to see a separate regression line fit to each group and
evaluate each of these line for their fit.

I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
9
Some useful formulae

( )( )
( ) ( )

=
2 2
Y Y X X
Y Y X X
r
i i
i i

( )( )
( )

=
2 2 2
1
X n X
Y X n Y X
X X
Y Y X X
b
i
i i
i
i i

( )
( )

=
2
2
1
Var
X X
b
i

X b Y b
1 0
=

( )
( )

+ =
2
2
2
0
1
Var
X X
X
n
b
i

( )
( )

=
2
2
1 0
, Cov
X X
X
b b
i

( )
=
2
SSTO Y Y
i

( )
=
2
SSE
i i
Y Y

( ) ( )

= =
2
2
1
2
SSR X X b Y Y
i i

{ } ( )
( )
( )

+ = =
2
2
2 2
1
Var
X X
X X
n
Y Y
i
h
h h

{ } ( )
( )
( )

+ + = =
2
2
2 2
1
1
Var pred
X X
X X
n
Y Y
i
h
h h

Working-Hotelling coefficient:
( ) ; 2 , 2
2

=
n
F W

END!
I t e m I D : 1 5 1 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0 Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
Item ID: 1510
I t e m I D : 1 5 1 0
Item ID: 1510
I t e m I D : 1 5 1 0
Item ID: 1510
Item ID: 1510
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
I t e m I D : 1 5 1 0
D o w n l o a d e r I D : 2 0 7 8 0
Item ID: 1510
D o w n l o a d e r I D : 2 0 7 8 0
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STA302H1F / 1001 HF - Summer 2009: Term Test - Solution

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