Suppose (X,Y) follow a joint pdf given
by
Click Link Below To Buy:
Contact
Us:
Hwcoursehelp@gmail.com
1-
Suppose (X,Y) follow a joint pdf given by
f(x,y
(x+y), 0<x<1.
and
zero elsewhere. Find the "Regression function" of Y on x, ie.
E(YIX=x), and show that if you take the expectation of this
function over x, you get E(Y). Find also Var(YIX=x).
Ht
|
Wt
|
169.6
|
71.2
|
166.8
|
58.2
|
157.1
|
56.0
|
181.1
|
64.5
|
158.4
|
53.0
|
165.6
|
52.4
|
166.7
|
56.8
|
156.5
|
49.2
|
168.1
|
55.6
|
165.3
|
77.8
|
1.
Draw a scatterplot of Wt on
the vertical axis versus Ht on
the horizontal axis. On the basis of this plot, does a
simple linear regression model make sense for these data? Why or why not?
2.
Show that .7 = 165.52, 7 = 59.47, SXX = 472.076, SYY = 731.961, and
SXY = 274.786. Compute estimates
of the slope and the intercept for the regression of Y on X. Draw
the fitted line on your scatterplot.
Regression through the origin Occasionally,
a mean function in which the intercept is known a priori to be zero may be fit. This mean function is given by
E(ylx) = Aix
The
residual sum of squares for this model, assuming the errors are independent
with common variance a2, is RSS
=E(yi - filx02
1. Show that the least squares
estimate of /31 is = xiyi/ Ex?.
Show
that /31 is unbiased and that Var(/30 = a2/ Ex?.
Find an expression for 6‘2. How many df
does it have?
No comments:
Post a Comment