G14FOS University of Nottingham

Week 8 problem class: Linear models

1. Given the following theoretical relationships between Y and X, with α and β unknown,
can you find ways of expressing the relationship in a linear manner?

(a) Y = αeβX ,
(b) Y = αX β ,
(c) Y = log(α + eβX ).

2. Suppose a model states that

E(Y1 ) = θ, E(Y2 ) = 2θ − φ, E(Y3 ) = θ + 2φ.

Find the least squares estimates of θ and φ.

3. Under certain conditions, the yield (Y ) of a chemical process can be described via the
relationship
Y = αX β ,
where X is the amount of catalyst provided.

(a) Assume that the log of the yield is normally distributed and estimate the parameters
α and β for the data given below.
(b) Test the hypothesis that the yield is proportional to the amount of catalyst cubed.

Y X
0.241 0.5
0.445 0.6
0.667 0.7
1.044 0.8
1.358 0.9
2.010 1.0

4. An experiment was performed to see how the plant-available phosphorous in a soil sam-
ple, Y , was predicted by two measures of organic phosphorous: that hydrolysed by hy-
pobromite, x1 , and that not hydrolysed by hypobromite, x2 . It was decided to fit the
model
Yi = β0 + β1 x1i + β2 x2i + ǫi , i = 1, . . . , n.
A computer package produces the following results:

1
 Model fitted Residual Sum of Squares (or Deviance)
β0 10197.1
β0 + β1 x1 4235.2
β0 + β2 x2 8249.3
β0 + β1 x1 + β2 x2 3807.2

Use appropriate tests of βi = 0, i = 1, 2 to find the most appropriate model for predicting
plant available phosphorous, giving reasons for your choice (sample size is 18.)