2 views

Uploaded by Sarika Uppal

You are on page 1of 2

Notes for Submission: Upload your assignment directly to Crowdmark via the link you received by email

(let me know if you have not received this email). It is your responsibility to make sure your solution to

each question is submitted in the correct section, that the pages are rotated correctly, and that everything is

legible. Typed solutions are preferred. Be sure to include all R code and relevant output for each question

(where applicable). Once the solution key is posted on Learn, no further late submissions will be accepted.

Question 1

An article in Technometrics (1974, Vol. 16, pp. 523–531) considered the following stack-loss data from a

plant oxidizing ammonia to nitric acid. Twenty-one daily responses of stack loss y (the amount of ammonia

escaping) were measured with air flow x1 , temperature x2 , and acid concentration x3 . R code to input the

data is given below.1

y = c(42, 37, 37, 28, 18, 18, 19, 20, 15, 14, 14, 13, 11, 12, 8, 7, 8, 8, 9, 15, 15)

x1 = c(80, 80, 75, 62, 62, 62, 62, 62, 58, 58, 58, 58, 58, 58, 50, 50, 50, 50, 50, 56, 70)

x2 = c(27, 27, 25, 24, 22, 23, 24, 24, 23, 18, 18, 17, 18, 19, 18, 18, 19, 19, 20, 20, 20)

x3 = c(89, 88, 90, 87, 87, 87, 93, 93, 87, 80, 89, 88, 82, 93, 89, 86, 72, 79, 80, 82, 91)

(a) Fit a linear regression model relating the results of the stack loss to the three regressor varilables.

Provide an summary output of your fitted model. Use the model to predict stack loss when x1 = 60,

x2 = 26, and x3 = 85.

(b) Conduct a t-test for the null hypothesis H0 : β3 = 0 at the α = 0.05 level. Show the calculation of the

test statistic and p-value. What conclusion to do you draw regarding the relationship between stack

loss and acid concentration?

(c) Calculate a 90% confidence interval for β2 (show your work) and provide a written interpretation of

this regression coefficient.

(d) Conduct a residual analysis of the fitted model using various residual plots. What conclusions do you

draw about the overal fit of the model?

1 This question is adapted from Montgomery, D. C., & Runger, G. C. (2010). Applied statistics and probability for engineers.

1

Question 2

The angle θ at which electrons are emitted in muon decay has a distribution with the density:

1 + αx

f (x; α) = , −1 ≤ x ≤ 1, −1 ≤ α ≤ 1

2

where x = cos θ.

(a) Find the likelihood, log-likelihood, score, and information functions for a sample of n independent

observations from this distribtuion.

(b) Use the Newton Raphson algorithm to find the maximum likelihood estimate of α for the data given

below. Note: you must code the algorithm yourself instead of using any built-in optimization or root

finding functions.

0.194327486, 0.745426807, 0.375342389, -0.176311307, 0.604868366, 0.291522420,

0.145012995, -0.682037664, -0.004203192, 0.998613873, 0.334344244, -0.463665374,

0.255391879, -0.308331904, 0.549739806, 0.143395894, 0.660216568, 0.260438615,

0.365576435, -0.988310236, 0.317882172, -0.710406476, -0.805007831, 0.643207268,

-0.256027985, 0.256180027, 0.325371336, 0.072878236, -0.428863335, 0.184964353,

-0.701840279, 0.729145080, -0.191107998, 0.286108217, -0.309805516, -0.451841456,

-0.463702736, 0.045797852, 0.982804115, -0.957954171, 0.985425250, 0.479191423)

(c) Calculate 95% confidence intervals for α using the likelihood ratio, score, and Wald asymptotic results.

Which of the three intervals do you prefer, and why?

(d) Use each of the likelihood ratio, score, and Wald results to test the null hypothesis that α = 0.25.

Question 3

Suppose that Y is a random variable from the exponential distribtuion with rate parameter λ > 0 and

probability density function:

f (y; λ) = λe−λy

(a) Show that the distribution of Y is a member of the exponential family by identifying the canonical

parameter, the dispersion parameter, and the functions a(φ), b(θ), c(y; φ).

(b) Obtain an expression for the mean and variance of Y and identify the canonical link.

(c) Suppose Yi , i = 1, . . . , n are iid and for each Yi there is vector of explanatory variables xi =

(1, xi1 , . . . , xi,p−1 )0 . Consider the linear predictor ηi = x0i β and the canonical link found in (b).

Find the specific form of the score vector and information matrix for β.

(d) The R code below gives data on y the time in years until a first claim for 25 insurance policies and

x a proprietary measure of risk. Use Newton Raphson to estimate β = (β0 , β1 ) from an exponential

generalized linear model with the canonical link. Again, you must code your own Newton Raphson

algorithm rather than relying on any built-in functions in R.

y = c(0.9683, 0.4515, 17.4488, 0.6287, 2.2330, 2.6467, 3.9589, 0.0782, 5.4717, 4.1161,

0.6715, 1.6350, 0.1640, 0.3331, 0.7501, 3.0846, 0.6889, 6.3826, 7.0869, 0.7967,

3.2684, 0.1373, 2.8698, 1.5126, 0.9055)

x = c(0.1036, 2.1824, 0.1745, 2.0089, 1.2317, 0.6166, 0.4675, 3.2074, 0.0277, 1.2962,

0.6812, 0.1946, 1.3291, 0.4381, 0.2984, 0.3018, 0.7928, 0.2021, 1.0280, 0.0121,

1.2043, 2.9322, 1.4526, 0.6444, 0.1849)

- vol4_no1Uploaded byHelmi Iswati
- CAT Lesson6Uploaded byBryan Seow
- Ch9 Testbank HandoutUploaded byjoebloggs1888
- Chapter CoevolUploaded bykushuiitk
- OMUploaded bynakulsehgal08
- Multi FusionUploaded byWassim Suleiman
- statistics.docxUploaded byguian doman
- sp recgUploaded bymani22deep
- MCMCUploaded byCươngNguyễnBá
- a1w2017s.pdfUploaded bySarika Uppal
- EDA_Lecture11.pdfUploaded byFerda Özdemir
- 7. Continuous DistributionsUploaded byNurgazy Nazhimidinov
- 206 Hwk3 SolutionsUploaded byaskazy007
- Guide to Detection Probability for Point CountsUploaded byrkalsi
- LrtUploaded byLatoya Allen
- UNIT 3Uploaded bydeeksha
- 2300 FT Assignment 5 Answer KeyUploaded byjes
- CellularSystem2010Uploaded byvenkata0427
- Estimation TheoryUploaded byLiezel Dizon
- assgUploaded byMohamed Karam
- HMCost3e_SM_Ch03.docUploaded byAnna Antonio
- markets96_momenta.pdfUploaded byLester Ingber
- h1Uploaded byTodo Mundo
- comelnyer dieUploaded bysiti_zuraidah_8
- Stat 211- Digital Assignment 2-2017Uploaded byJay Patel
- Error Regions in Quantum State Tomography- Computational Complexity Caused by Geometry of Quantum StatesUploaded byYash
- Birds 14Uploaded byslixster
- Gaming Mouse ResultsUploaded byFre Dy
- Lecture 03 - Inferential Statistics 1Uploaded bydoll3kitten
- Paper 14Uploaded byRakeshconclave

- modelperfcheatsheet.pdfUploaded bySurya Pratama
- 2019-On the One Parameter Unit-Lindley Distribution and Its Associated Regression Model for Proportion DataOn the One Parameter Unit Lindley Distribution and Its Associated Regression Model for Proportion DataUploaded bysss
- Econometric sUploaded byvarunragav85
- Trivariate Regression by HandUploaded byAvinash Supkar
- The Boston Housing DatasetUploaded bySwastik Mishra
- Interval EstimationUploaded byAntariksha Ganguly
- Estimation of Quantiles and Confidence Intervals for the Frechet DistributionUploaded byHarbey Villamizar Jaimes
- ALSMStudentsolnsbookv1.pdfUploaded byalanpicard2303
- IBM SPSS Amos 19 User's GuideUploaded byinciamos
- The Gauss Markov TheoremUploaded bySamuel
- IBM SPSS RegressionUploaded bySteve Tan
- DADM-Correlation and RegressionUploaded byDipesh Karki
- econ2209_5248tute8Uploaded byRichard Leicheston
- S1 mindmapUploaded by'Tahir Ansari
- SSCCGL and RailwaysUploaded byVishwanathaiahKm
- Analysis of Panel DataUploaded byGrace Li
- Homework SolsUploaded byGirmay Teamrat
- AssignmentUploaded bytoronanga
- SPSS Presentation1Uploaded byArifa Hossain
- ANCOVA_R.pdfUploaded byLuis Luengo Machuca
- Logistic Regression TutorialUploaded byDaphne
- Anova Regression -SPSS OutputUploaded byfebycv
- Homework 1 - Econometrics with RUploaded byAlda Sianipar
- Mean Squared ErrorUploaded bySujak Ibrahim
- Multinomial and ordinal logistic regression using PROC LOGISTICUploaded byfffresh
- 03 Regresi Data PanelUploaded byMeidio Talo Prista
- IPPTCh010Uploaded byRene
- AnalysisUploaded byDivya Kakumanu
- Anova.pdfUploaded bySagarnil Darkensious Bose
- Peterson 2009 RFS - Mitchell A_ Double ClusterUploaded byEleanor Rigby