Professional Documents
Culture Documents
Models : 0205377939
Visit to download the full and correct content document: https://testbankbell.com/dow
nload/solution-manual-for-generalized-linear-models-0205377939/
Chapter 2
Introduction to Generalized Linear Models
1 & 2. Specify the probability distributions and link functions for each of the following variables:
a. A measure of the number of avalanches that occur per year inthe Wasatch mountain range of Utah.
(p.29)
Poisson. Avalanches are rare events; thus the distribution peaks at a low number and
trails off quickly. We would use the natural logarithm link.
b. A measure of whether or not members of a large, nationally representative sample of adults smoke
cigarettes. (p.26)
Binomial. Whetherpeople smoke or not results in two possible responses. We would use
either the logit or probit link.
c. A measure of the temperature (in Kelvin) inside a sample of volcanoes in Japan. (p.32)
A normal distribution is likely the best choice (there is a meaningful zero), although some
might argue that a log-normal distribution should be considered. An identity or log link
would be appropriate.
d. A measure of whether members of a sample have done one of the following mutually exclusive
events in the past year: Remained with their religious denomination, joined a different religious
denomination, or left their religious denomination and did not join another. (p.28)
Multinomial. This variable contains answers that cannot be ordered in any reasonable
way. Furthermore, because there are more than two answers we should choose the
multinomial distribution. We would use the generalized logit link.
e. A measure of whether or not firms in a national registry have adopted a public venture capital
program. (p.26)
Binomial. The outcome contains only two responses (yes or no). We would use eitherthe
logit or probit link.
f. A measure of whether members of a sample of workers have either quit a job, been laid-off from
a job, been fired from a job, or remained in their jobs in the past year. (p.28)
Multinomial. The measure has more than two categories that cannot be ordered. We
would use the generalized logit link.
g. In a sample of adult probationers in Oregon, a measure of the number of times arrested in the
previous 10 years. (p.29)
Poisson or negative binomial. In all likelihood, arrests are rare events, thus the distribu-
tion peaks at a lownumberand trails off quickly, and it cannot be negative. We would use
the natural logarithm link.
3. Compute the expected values (means) and variances for each of the following variables:
a. A sample of 1,500 adults in which the probability of alcohol use in 0.65. (p.28)
Expected value (mean) ' (n(p) ' (1,500(0.65)
' 97.5
Variance'(n(p((1&p)) ' (1,500(0.65(0.35) ' 34.125
b. A sample of 200 adults with the following probabilities of involvement in the workforce: 0.55 of
being employed full-time, 0.15 of being employed part-time, 0.10 of being unemployed, and 0.20
of not participating in the workforce (e.g., homemakers, students). (p. 30)
Expected value (full-time) ' (n*p1) ' (200( 0.55 ) ' 110
Variance (full-time) ' (n*p1(1 ! p1)) ' (200( 0.55( 0.45) ' 49.5
Part-time: 30, 25.5; Unemployed: 20, 18.0; Not participating: 40, 32.0
c. A sample of 850 adolescents with the following probabilities of low and high self-esteem: 0.45,
low self-esteem; and 0.55, high self-esteem. (p. 30)
Low self-esteem: 382.5, 210.375
High self-esteem: 467.5, 210.375
d. A sample of traffic accidents per day along a 10-mile stretch of I-95 in Virginia that yielded the
following results: (p. 32)
Number of accidents Frequency
0 121
1 199
2 21
3 12
4 5
5 4
6 2
7 1
4. We have been asked to collect 12 signatures for a petition that asks the state government for more
money to clean-up garbage on public land. The probability of getting a signature from a person
approached is 0.40. After finding the mean and variance, answer the following: What is the probability
we will have to approach exactly 30 people to get the 12 signatures? (p.33)
Mean' r'p '12 ÷ 0.40' 30 Variance' r(1 ! p)'p2 ' (12(0.60) ÷ (.40)2 '
45
30 1 12
( 2.12) P(30) 0.40 0.60( 30 12)
' .059
12 1
5. Suppose that we survey six people and find that two of them say they read a newspaper every day and
the other four say they do not. We wish to determine the maximum likelihood estimate of p, or the
probability of daily newspaper reading among this sample. Use the likelihood functionfor the binomial
distribution to fill in the cells of the following table: (p.34)
6
(2.13) L( p|i 2,n 6) p 2 (1 p) 4
2
i=2
p=0.1 .09842
p=0.2 .24576
p=0.3 .32414
p=0.4 .31104
6. The data file USData(available in Stata, SAS, and SPSS formats) contains a number of variables from
the 50 states in the U.S. In this exercise we are interested in using linear regression to predict violrate,
the rate of violent crimes such as murder, robbery, and assault per 100,000 population in 1995. We
shall use the following independent variables:unemprat (average monthlyunemployment rate in 1995),
density (population densityin1995), and gsprod (gross state product in 1995–a measure of the state’s
economic productivity). Using either Stata or SAS, estimate two linear regression models using MLE
(hence, use either Stata’s glm command or SAS’s Proc Genmod; SPSS will not estimate a linear re-
gression model using MLE). The first model is the null model, while the second includes the three
independent variables. Use the output from these models to compute the following fit statistics from the
second model: McFadden adjusted R2 and the pseudo-R2. Then compute the AICs and BICs from
both models. (Note: If using Stata 7.0 or higher for this analysis, compute the Deviance based on the
log likelihood.)
Null model (MC) Hypothesized model (M U)
Deviance 700.44 679.6
ln L -350.22 -339.8
k (# of independent vars) 0 3
dfBIC 49 46
ln L$ M U (k 1) - 339.8 4
(2.18) R 2
McF 1 ' 1 ' 1!.982 ' 0.018
ln L$ M C - 350.22
(2.21) BIC M C Deviance M C (df k ln N) ' 700.44 & (49(3.912) ' 508.752
(2.21) BIC M U Deviance M U (df k ln N ) ' 679.6 & (46(3.829) ' 503.466
14
Note that the models do not fit the data well. The BICs are positive, which usually indicates a
poorly fitting model.
14
Another random document with
no related content on Scribd:
The Project Gutenberg eBook of Sotamiehet ja
talonpojat
This ebook is for the use of anyone anywhere in the United States
and most other parts of the world at no cost and with almost no
restrictions whatsoever. You may copy it, give it away or re-use it
under the terms of the Project Gutenberg License included with this
ebook or online at www.gutenberg.org. If you are not located in the
United States, you will have to check the laws of the country where
you are located before using this eBook.
Language: Finnish
Kirj.
RAFAEL HERTZBERG
Suomentanut
Tyko Hagman
SISÄLLYS:
Syysmarkkinat Turussa.
Klaus Fleming.
Jumalanpalvelus Isonkyrön kirkossa.
Ebba Fincke.
Joulu-ilta Porkkolassa.
Talonpoikain sotajoukko.
Mahtavaakin hallitsee Jumala.
Noita-akan juoma.
Taasen Pohjanmaalla.
Talonpoikien viimeinen taistelu.
Sydämen surua.
Noita-akan toinen juoma.
Loppu.
SYYSMARKKINAT TURUSSA.
— Gretchen!
Vänrikki ei huolinut ajaa häntä takaa, vaan riensi naisen luo, joka
oli vaipunut alas kadulle, ihan uupuneena pelosta ja ponnistuksesta.
Hän katsoi ylös, mutt’ei nähnyt mitään, sillä aukko oli yhä vielä
pimennossa.
Ilta oli pimeä, mutta Ilkan silmälle, joka oli tottunut vankiluolan
pimeyteen, oli se selvä kuin kesä-illan hämy. Vielä pää ja rinta vain
ulkopuolella aukkoa, jonka ruosteiset ristikkoraudat lytistivät hänen
kupeitaan, suunnatti hän silmänsä, mielihyvästä väristen, yli
vainioiden, metsien, meren ja ihmisasunnoista ulos iltahan
säteilevien tulien. Hän hengähti syvään, tuntiessaan raittiin ilman
täyttävän hänen jäseniään uudella voimalla.
Syksy oli edennyt. Oltiin joulukuun alussa. Turun linnassa oli elämää,
liikettä. Sotaväkeä tuli päivä toisensa perään eri osista maata. Kohta
oli suurin osa Flemingin sotajoukkoja kokoontunut tänne, sillä
marskin piti uuden vuoden alussa lähteä matkalle Käkisalmeen,
vihdoinkin Täyssinän rauhan-määräysten mukaan jättämään tätä
linnaa ja sen alaista lääniä Venäjälle. Sotaväki oli majoitettuna
kaupunkiin, mutta ylempi päällikkökunta asuskeli linnassa.
Niilo punastui.
Laulu, joka tähän asti oli käynyt verkalleen, kiihtyi nyt, kun herrat
vastasivat:
Ja kirjoituksess’ sanotaan,
Herra domine!
Että tyttö poi’alle annetaan,
Cito, cito, citissime, herra domine!
— Ei, ei, sitä se ei ole. Tämä masentava tunne minut aina, valtaa,
joka kerta kun ratsastan linnan vipusillan yli ja saavun sen muurien
sisäpuolelle. Mutta ei koskaan ole se ollut niin valtaava kuin nyt. Heti
tultuani linnanpihaan, oli minulla ilkeä yhtymys. Se oli tuo vanha
Filippus Kern, hän, joka Johana kuninkaan käskystä valmisti myrkyn
kuningas Eerikille. Minua on aina vastustamattomasti inhoittanut tuo
mies käyrine selkineen ja paljaine päälakineen, mutta tällä kertaa
kävi kylmä väristys koko ruumiine läpi, kohdatessani hänet. Tämä
yhtymys ei tiedä mitään hyvää.