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a) Calculate the parameter estimates (β0, β1, β2 and σ2), in addition find the usual
95% confidence intervals for β0, β1, and β2.
β0 = 0.434
β1 = 1.653
β2 = 0.0039
In a, wee see in the screenshot that p value for x2 is 0.05, the confidence
c) Carry out a residual analysis to check that the model assumptions are fulfilled.
d) Make a plot of the fitted line and 95% confidence and prediction intervals of
the line for x1 ϵ [0, 1] (it is assumed that the model was reduced above).
MLR simulation exercise
a) Plot the observed values of y as a function of x1 and x2. Does it seem reasonable
that either x1 or x2 can describe the variation in y?
As we see, it does not seem reasonable that either x1 or x2 can describe the variation in
y.
b) Estimate the parameters for the two models
And
and report the 95% confidence intervals for the parameters. Are any of the
parameters significantly different from zero on a 95% confidence level?
The parameters are not significantly different from zero on 95% confidence intervals for
Conclusion
It was interesting to use R language and Rstudio to solve these exercises about
regression.
Reference:
- James, G., Witten, D., Hastie, T., & Tibshirani, R. (2013). An Introduction to
project.org/doc/manuals/R-intro.pdf