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QUESTION 1

a)Determine least square estimator of Bo and B1

B1 = 2.9286
Bo = -1.4286

The simple linear regressionequation y= -1.4286 +2.9286x1

b) Determine

^ 2

c) Test Bo at 90% confidence interval

d) Assumption hold that the model are in best fitted model ?


1.Errors are uncorrelated random variables with mean zero

2.Errors have constant variance


3.Errors be normally distributed

QUESTION 2

a)

Estim
ated

change in score =

^ 1

B1 = 4.0799

b) Estimated regression function

^y = 44.0724 + 4.0799 x 1

c) On the average, what is the score of a student who did not study at all for
the examination?

d) Obtain the 95% confidence interval for the score of this student. If you are
going to sit for the same examination, are you confident that you can
obtain at least 50% if you dont study for it?

QUESTION 3
a)calculate least square coefficient vector and obtain the fitted regression
function.

Matrix approach
Bo = 20 , B1 = 1.2139, B2 = 0.6740

b) Obtain the estimated variance covariance matrix for fitted

c)Obtain the 90% confidence interval for the mean response when x 1 = 2, X2= 3

QUESTION 4

QUESTION 5
a)Scatter plot

Figure 5.1

: Scatter plot of
miles per gallon vs engine displacement

From Figure 5.1, we assume that when the gasoline mileage increase it will
decrease the engine displacement.
b) fit regression model

From the regression equation,


Y= Bo + B1x1 + EI
Y =33.72744 0.04743disp + EI
We can say that
0.04743.

as 1 unit of

engine displacement increase will decrease

c) Analysis of variance table and testing significance of regression

Source
Regn (SSR)
Error (SSE)
Total (SST)

Sum sq
955.34
282.20
1237.54

D.o.F
1
30
31

Mean Sq
955.34
9.41

Testing the significance by using t-test

From the hypothesis testing below ,


HO : B 1 = 0
H1 : B1 0
We will use = 0.01 ;
B1 = -0.04743, n = 32, Sxx = 424705.944, 2 = 9.41

B1
T statistic =

2 / S xx
0.04743
9.41/424705.944

= -10.0763

Fo
101.56

Since the t/2, n-2 = t0.05, 30 = 2.042, The value of the test statistics seem very
far from the critical region, we will reject the Ho : B1 = 0.
d) Percent of total variability in gasoline mileage accounted for by linear
relationship with engine displacement
From the R square value there is 77.2 % of the variation explained in gasoline
mileage accounted for linear relationship with engine displacement.
e) 95% CI on the mean gasoline mileage obtained from a car with 275-in engine.

f)Test the hypothesis that = 0.

g) Construct a normal probability plot of the residuals. Does there seem to be


any problem with the normality assumption?

h) Construct and interpret a plot of residuals versus the predicted response.

QUESTION 6

a) Compute residuals, standard residuals and studentized residuals. Determine


which observation that you suspect is an outlier observation?

obs
1

RES1
12306.8660

SRES1
1.55889908

11311.4559

-8561.9318

1.45551395
1
1.08452188

-4567.1245

0.59635454

-1331.4010

0.33073052

-6266.6843

0.76767248

-6972.7408

0.86352901

1778.2496

0.22673203

3442.7627

0.44167993

10

4650.7012

0.59241490

11

-5035.0201

0.70816589

TRES
1.6524415
9
1.5220227
2
1.0919466
4
0.5821016
9
0.3199522
6
0.7558267
7
0.8552043
9
0.2188866
9
0.4286101
1
0.5781579
8
0.6949665
6

12

7040.3177

0.97156217

13

5683.7818

0.76938404

14

808.2036

0.10698533

15

258.0972

0.03700589

16

4162.7318

0.55296919

17

8635.1318

1.20209907

18

17230.445
0

2.4536095
1

0.9694738
3
0.7575862
2
0.1031358
2
0.0356615
1
0.5387705
9
1.2232192
6
3.131706
90

The 18th observation is suspected to be an outlier observation

b) Compute COOK, DFFITS and DFBETAS. What is your conclusion?

Obs
1
2

Cooks.Distance
0.0863826575
0.0942571990

Fits1
-0.62309088
-0.64224948

Dfbetas
-0.056871581
0.039108666

3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18

0.0418026057
0.0190017404
0.0927740573
0.0100547115
0.0171128133
0.0020212316
0.0083711918
0.0136060767
0.0511772511
0.0839304651
0.0450456410
0.0007078949
0.0001586571
0.0195807291
0.1371165902
0.6674701819

-0.41171318
-0.26910499
0.58932406
-0.19745180
-0.25910971
0.08680496
0.17757360
0.22767587
-0.44401473
0.57816967
0.41797016
0.05129791
0.02427665
0.27267629
0.75359680
2.08555474

-0.127608023
0.105984374
-0.295911581
-0.029723574
-0.153336487
0.060723574
0.060723849
0.125782790
0.164843022
0.100147782
0.418082090
0.348648715
-0.009112152
-0.082172908
-0.480308787
-0.513940492

c) Get the residual vs each x. from this plot, discuss any possibility of exist

a. Outliers

b. Influential observation

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