Homework
Note that only the problems in burgundy are to
be handed in for grading, and the problems in gray
are not to be handed in, but are recommended and may be discussed
briefly in class.
It should also be noted that since I'm giving
you a lot of time to do the HW problems to be turned in, it may be that
quizzes will cover material pertaining to problems that you haven't
gotten back (graded) yet, since if I waited to give you feedback from
the graded HW and then waited another week after returning the papers so
that you could study them, it would make the material for the quizzes
lag way too far behind what is being covered in class. However, in some
cases, doing the problems not to be turned in a prompt manner may be a
good way to prepare for the quizzes (in addition to reviewing the
material covered in the last lecture, and taking advantage of whatever
hints I provide).
- Due Thursday, September 8
-
(Note: None of these problems are to be turned in to be graded, and some of them may be better understood
after further class meetings. But I think it will be good if you can try to read the pertinent sections of the
S&W (Samuels and Witmer) text
and try to do these relatively simple exercises prior to the next class meeting.)
- Problem 1 (0 points)
- Consider Exercise 3.2 on p. 77 of S&W. Draw 10 random samples of
size 5 using the last two digits in each of the first two columns (the
ones labeled 01 and 06) on p. 670. Give the frequency of each of the
six outcomes indicated at the bottom of p. 77. (I realize that I didn't
cover the use of the table of random digits in class, but I think that
you should be able to read over Sec. 3.2 and work this problem anyway.
I may extend this
exercise, and make further use of it, after I cover sampling
distributions in class.)
- Problem 2 (0 points)
- Do Exercise 3.5 on p. 83 of S&W. (Note that the answers are in the
back of the book.)
- Problem 3 (0 points)
- Do Exercise 3.13 on p. 92 of S&W. The wording of the parts should
be What is the probability that a randomly selected person in this
study is classified as being ... instead of
"What is the probability that someone in this
study is ..." since the wording in the text is a bit vague --- are we to
take it to be that "someone in the study" means at least one person
in the study? (Also, since the same person can feel stressed at one
time and not stressed at another time, the wording isn't precise enough.
My alternative wording indicates that we are to randomly select one of
the 6549 subjects and examine the classifications obtained from that
person's reported information.) In addition, the word either does not
belong in the statement of part (d).
- Due Thursday, September 22
-
(Note: For each of the problems to be turned in on Sep. 22, there is a
similar problem in this set among the ones not to be turned in. Some of
the answers to the problems not to be turned in (and I really don't want
you to turn them in --- no need for me to sort through the extra pages)
are in the back of the book, and I will post answers (or even more
complete solutions) for the ones not to be turned in for which answers
are not given. Because of all of this, I will only discuss with you the
ones not to be turned in (since if you understand them, you should be
able to do the others, and I don't want to give you hints on the others
or wind up doing them for you).)
- Problem 4 (0 points)
- Do part (a) of Exercise 3.9 on p. 88 of S&W.
(Note that the answer is in the
back of the book.)
- Problem 5 (3 points)
- Do part (a) of Exercise 3.11 on p. 88 of S&W.
- Problem 6 (0 points)
- Do Exercise 3.12 on p. 92 of S&W. The wording of the parts should
be What is the probability that a randomly selected person in this
study ... instead of
"What is the probability that someone in this
study is ..." since the wording in the text is a bit vague --- are we to
take it to be that "someone in the study" means at least one person
in the study?
(Note that the answers are in the
back of the book.)
- Problem 7 (2 points)
- Do Exercise 3.14 on p. 92 of S&W.
- Problem 8 (2 points)
- Do part (b) of Exercise 3.18 on p. 101 of S&W.
- Problem 9 (0 points)
- Do part (a) of Exercise 3.19 on p. 102 of S&W.
- Problem 10 (3 points)
- Do Exercise 3.20 on p. 102 of S&W.
- Problem 11 (0 points)
- Do Exercise 3.22 on p. 102 of S&W.
(Note that the answer is in the
back of the book. Also, I'll point out that the clever ones among you
should figure out that the mean can be easily obtained using the
np formula for the mean of a binomial random variable (see the
middle of p. 109). But it may be good to also get the mean by computing
the weighted average of the possible outcomes, since this is the
procedure that should be used for Problem 10 above.)
- Due Thursday, September 29
-
- Problem 12 (1 point)
- Do part (c) of Exercise 3.15 on p. 95 of S&W.
- Problem 13 (0 points)
- Do Exercise 3.16 on p. 96 of S&W.
(Note: For each of the problems to be turned in on Oct. 2, there is a
similar problem in this set among the ones not to be turned in. Some of
the answers to the problems not to be turned in (and I really don't want
you to turn them in --- no need for me to sort through the extra pages)
are in the back of the book, and I hope to post answers (or even more
complete solutions) for the ones not to be turned in for which answers
are not given. Because of all of this, I will only discuss with you the
ones not to be turned in (since if you understand them, you should be
able to do the others, and I don't want to give you hints on the others
or wind up doing them for you).)
- Problem 14 (2 points)
- Do part (a) of Exercise 3.29 on p. 111 of S&W.
- Problem 15 (0 points)
- Do part (a) of Exercise 3.31 on p. 111 of S&W.
(Note that the answer is in the
back of the book.)
- Problem 16 (3 points)
- Do part (b) of Exercise 3.33 on p. 111 of S&W.
- Problem 17 (0 points)
- Do Exercise 3.43 on p. 117 of S&W.
- Problem 18 (2 extra credit points)
- Do part (b) of Exercise 3.44 on p. 117 of S&W, indicating
all values of n for which the probability exceeds 0.95.
(Note: Extra credit points contribute to the numerator, but not
the denominator, when the HW component of your grade is determined. If,
at the end of the semester, you've earned some extra credit points, then
in a way they can make up for some of the points that you've missed
throughout the semester.)
- Problem 19 (0 points)
- Do Exercise 4.4 on p. 131 of S&W.
(Note that the answer is in the
back of the book.)
- Problem 20 (0 point)
- Do part (a) of Exercise 4.7 on p. 132 of S&W.
(Note: The desired value can be easily obtained from Table
4 on p. 677 of S&W.)
- Problem 21 (1 points)
- Do part (d) of Exercise 4.7 on p. 132 of S&W.
- Problem 22 (2 points)
- Do part (a) of Exercise 4.10 on p. 132 of S&W.
- Due Thursday, October 6
-
- Problem 23 (0 points)
- Enter the 11 ewe milk yield values from Exercise 2.32 on p. 39 of S&W
into SPSS and create a normal scores plot. (Note: If you click
on Variable View at the bottom of the SPSS Data Editor, you can
change the name of VAR00001 to yield.) You should get a plot
that is fairly consistent with an assumption of approximate normality
--- a close look might suggest mild negative skewness, but with a small
sample size, the apparent mild deviation from approximate normality
shouldn't be taken too seriously.
- Problem 24 (0 points)
- Read the 39 bull average daily gain values from Example 2.34 on p. 45 of
S&W into SPSS, getting the data from the CD included with the book (the
data set is called cattlewt). Assume that the sample is a random sample
obtained from some distribution that we want to make inferences about (the
distribution of average daily weight gains for the hypothetical population of
all similar bulls given the same diet and living under the same conditions).
- (a) Give an estimate, based on the sample mean, of the distribution mean.
- (b) Give an estimate, based on the sample median, of the distribution median.
- (c) Give an estimate, based on the sample 75th percentile, of the distribution
75th percentile.
- (d) Give an estimate, based on the sample standard deviation, of the distribution
standard deviation.
- (e) Give an estimate, based on the sample skewness, of the distribution skewness.
- (f) Give an estimate, based on the sample kurtosis, of the distribution kurtosis.
- (g) Create a normal scores plot.
(You should get a plot
that exhibits a clear pattern of positive skewness.)
- (h) Create a histogram.
- Problem 25 (2 points)
- Read the 36 serum CK concentrations from Example 2.6 on pp. 14-16 of
S&W into SPSS, getting the data from the CD included with the book (the
data set is called serum-CK). Assume that the sample is a random sample
obtained from some distribution that we want to make inferences about.
- (a) Give an estimate, based on the sample mean, of the distribution mean.
- (b) Give an estimate, based on the sample median, of the distribution median.
- (c) Give an estimate, based on the sample 25th percentile, of the distribution
25th percentile.
- (d) Give an estimate, based on the sample standard deviation, of the distribution
standard deviation.
- (e) Give an estimate, based on the sample skewness, of the distribution skewness.
Give the first three estimates by rounding to the nearest tenth, and give the last two
estimates by rounding to the nearest hundredth. (This may be expressing more precision
than is warranted.) It is not necessary to print out any computer output or show any
work --- for this problem, just give me the five values.
- Problem 26 (5 points)
- For parts (a) through (e) below, match the description [A],
[B], [C], [D]. or [E] (using each description exactly once --- thus it is your
task to produce the best one-to-one matching of data sets and descriptions
of underlying distributions), which best describes the distribution underlying
the observed data. Here are the 5 descriptions:
- [A] the distribution has (clear) negative skewness;
- [B] the distribution has (clear) positive skewness;
- [C] the distribution has (not severe) light tails;
- [D] the distribution has (perhaps slightly) heavy tails;
- [E] the distribution is approximately normal (having no strong signs of
appreciable deviations from normality).
Here are the 5 data sets (all available on the CD that came with S&W book):
- (a) the 15 pepper stem lengths from p. 64 (peppers data set from Ch. 2 section of S&W CD);
- (b) the 31 dog glucose measurements from p. 25 (glucose data set from Ch. 2 section of S&W CD --- but note that the 4
values greater than 100 don't read in correctly, and so you need to correct them in the Data Editor);
- (c) the 28 lamb birthweights from p. 181 (lamb-wt data set from Ch. 6 section of S&W CD);
- (d) the 14 radish growth measurements from p. 19 (darkness variable of radish data set from Ch. 2 section of S&W CD);
- (e) the 83 moisture content values (moisture data set from Ch. 4 section of S&W CD --- the data values don't seem to be
printed in the book).
You don't have to turn in any work to support your answers (so you can save printer ink).
(Note: The skewed distributions should be easy to identify. The others are a bit more subtle. But look for a consistent
pattern suggesting the light-tailed or heavy-tailed shape. Don't let the straight line segments put on the plots by SPSS make you think
that three of the plots are close to straight --- if you ignore the straight line segments and focus on the curvature of the pattern
of the points, you ought to see shapes like the ones I drew on the board suggested by the plotted points. Again, look for a
consistent pattern of curvature in the points --- the one for the (approximately) normal distribution isn't necessarily real straight,
but the points jiggle about somewhat of a straight line pattern with no consistent trends in their departure from straightness.)
(Note: For a lot of the problems to be turned in on Oct. 6, there is a
similar problem in this set among the ones not to be turned in. Some of
the answers to the problems not to be turned in (and I really don't want
you to turn them in --- no need for me to sort through the extra pages)
are in the back of the book, and I hope to post answers (or even more
complete solutions) for the ones not to be turned in for which answers
are not given. Because of all of this, I will only discuss with you the
ones not to be turned in (since if you understand them, you should be
able to do most of the others, and I don't want to give you hints on the others
or wind up doing them for you). Since there isn't a problem similar to this one,
I've prepared this
web page giving example data sets for you.
- Problem 27 (0 points)
- Do Exercise 5.2 on p. 156 of S&W.
(Note that the answers are in the
back of the book.)
- Problem 28 (2 points)
- Do item (iii) of part (a) of Exercise 5.3 on p. 156 of S&W.
- Problem 29 (0 points)
- Do part (c) of Exercise 5.15 on p. 164 of S&W.
(Note that the answer is in the
back of the book.)
- Problem 30 (0 points)
- Do part (a) of Exercise 5.16 on p. 164 of S&W.
(Note that the answer is in the
back of the book.)
- Problem 31 (3 points)
- Do part (b) of Exercise 5.16 on p. 164 of S&W.
- Problem 32 (0 points)
- Do Exercise 6.1 on p. 184 of S&W.
(Note that the answers are in the
back of the book.)
- Problem 33 (1 point)
- Do part (a) of Exercise 6.2 on p. 184 of S&W.
- Problem 34 (0 points)
- Do Exercise 6.6 on p. 185 of S&W.
- Problem 35 (0 points)
- Do Exercise 6.7 on p. 185 of S&W.
- Due Thursday, October 13
-
- Problem 36 (0 points)
- Do Exercise 6.10 on p. 194 of S&W.
(Note that the answers are in the
back of the book. Also, even though one could easily do this problem
without using SPSS, I recommend that you do use SPSS in order to confirm
that you can properly use the software to obtain a confidence interval
for the distribution mean.)
- Problem 37 (2 points)
- Do part (a) of Exercise 6.11 on p. 194 of S&W.
- Problem 38 (0 points)
- Do Exercise 6.13 on p. 194 of S&W.
- Problem 39 (0 points)
- Do Exercise 6.14 on p. 194 of S&W.
- Problem 40 (0 points)
- Do Exercise 6.15 on pp. 194-195 of S&W.
- Problem 41 (0 points)
- Do Exercise 6.17 on p. 195 of S&W.
- Problem 42 (0 points)
- Do Exercise 6.19 on p. 196 of S&W.
- Problem 43 (2 points)
- Do Exercise 6.22 on p. 196 of S&W.
- Problem 44 (2 extra credit points)
- Consider Exercise 6.22 on p. 196 of S&W. Use the given values to form a
99% confidence interval for the mean, only take the sample size to be 34 (as
opposed to 101). Round the confidence bounds to the nearest hundreth (even though such implied accuracy may not be warranted).
(Hint: Use SPSS, as described
here, to obtain the necessary critical value.)
- Problem 45 (0 points)
- Do Exercise 6.25 on p. 196 of S&W.
- Problem 46 (3 points)
- Consider the sample of 28 observations given in Table 6.2
on p. 181 of S&W (and available on the S&W CD).
- (a) Give a 90% confidence interval for the mean of the parent distribution
of the data. (Note: By parent distribution, I just mean the
distribution of birthweights of all single birth Rambouillet lambs born to parents
living under basically the same conditions as those which led to the observed sample.)
Round the confidence bounds using the guidelines described in class --- don't express more accuracy than is warranted.
- (b) Give a 95% confidence interval for the mean of the parent distribution
of the data (and note that it is wider).
- (c) Give a 99% confidence interval for the mean of the parent distribution
of the data (and note that it is the widest of the three).
- Problem 47 (0 points)
- Do part (a) of Exercise 6.40 on p. 212 of S&W.
(Note that the answer is in the
back of the book.)
- Problem 48 (3 points)
- Do part (a) of Exercise 6.41 on p. 212 of S&W.
- Problem 49 (0 points)
- Do Exercise 7.1 on p. 225 of S&W.
(Note that the answer is in the
back of the book. Also, the request should be for the estimated
standard error of the estimator (as opposed to the estimate ---
so it should be Y instead of y in the sample means.)
- Problem 50 (2 points)
- Do Exercise 7.2 on p. 225 of S&W.
(The request should be for the estimated
standard error of the estimator (as opposed to the estimate ---
so it should be Y instead of y in the sample means.)
- Due Thursday, October 20
-
(Note: For most of the problems to be turned in on Oct. 20, there is a
similar problem in this set among the ones not to be turned in. Some of
the answers to the problems not to be turned in (and I really don't want
you to turn them in --- no need for me to sort through the extra pages)
are in the back of the book, and I hope to post answers (or even more
complete solutions) for the ones not to be turned in for which answers
are not given. Because of all of this, I will only discuss with you the
ones not to be turned in (since if you understand them, you should be
able to do the others, and I don't want to give you hints on the others
or wind up doing them for you).)
- Problem 51 (6 points)
- For parts (a) and (b), use Welch's method.
(Note: I recommend that you use SPSS for this problem. Also,
note that the data can be read in from the CD that came with S&W.)
- (a) Do Exercise 7.19 on pp. 233-234 of S&W.
(Be sure to note that a 90% confidence interval is requested, as opposed to
a 95% interval.)
- (b) Give the p-value which results from a test to determine
whether or not there is statistically
significant evidence to support the claim that caffeine has an effect on heart
rate. (Note: Since the previous statement doesn't indicate that
the test should assess whether caffeine increases heart rate, a
two-tailed test is called for. (Perhaps a one-tailed test would be
preferred by some, but the rationale behind a two-tailed test might be
that if many substances are considered, some might raise heart rate,
some might lower it, and some may not affect it, and in a study to
determine which substances affect heart rate, two-tailed tests are
desirable because one generally wants to detect changes in either direction.))
- (c) Comment on the validity of the method used in parts (a) and (b).
- Problem 52 (0 points)
- For parts (a) and (b), use Welch's method.
(Note: I recommend that you use SPSS for this problem. Also,
note that the data can be read in from the CD that came with S&W.)
- (a) Do Exercise 7.21 on p. 234 of S&W.
- (b) Give the p-value which results from a test to determine
whether or not there is statistically
significant evidence to support the claim that the color of light
affects the mean size of two week old plants.
- (c) Comment on the validity of the method used in parts (a) and (b).
- Problem 53 (0 points)
- Do part (a) of Exercise 7.29 on pp. 244-245 of S&W.
(Note that the answer is in the
back of the book.)
- Problem 54 (2 points)
- Do part (a) of Exercise 7.30 on p. 245 of S&W. Give the value of
the test statistic, and state whether or not you can reject if testing
to determine if there is statistically significant evidence to support
the claim that the two distribution means differ.
- Problem 55 (2 points)
- Use the summary statistics of Exercise 7.30 on p. 245 of S&W to
make a statement about the p-value which results from a test to
determine if there is statistically significant evidence to support
the claim that the mean of the male distribution is greater than the
mean of the female distribution. Be as specific as possible using Table
4 on p. 677.
- Problem 56 (2 extra credit points)
- Use the summary statistics of Exercise 7.30 on p. 245 of S&W to
make a statement about the p-value which results from a test to
determine if there is statistically significant evidence to support
the claim that the mean of the female distribution is greater than the
mean of the male distribution. But instead of using a table, as described
above, use SPSS to get a more precise p-value (rounded to 2 significant
digits). (Hint:Use CDF.T.)
- Problem 57 (0 points)
- Do part (c) of Exercise 7.30 on p. 245 of S&W.
- Problem 58 (0 points)
- Do Exercise 7.35 on p. 246 of S&W.
(Assume that the test done was a two-tailed test.)
- Problem 59 (3 points)
- Do Exercise 7.36 on p. 246 of S&W.
(Assume that the test done was a two-tailed test.)
- Problem 60 (3 points)
- Do Exercise 7.56 on p. 266 of S&W, except instead of stating
whether or not there is statistically significant evidence to support
the theory at the 0.1 level, report an appropriate p-value instead.
(Note that the data is on the CD (under the name settler)
that comes with S&W. After I got the
data into SPSS, I clicked on Variable View on the Data
Editor to change the Width to 6 and the Decimals to 3
for the density variable.)
- Due Thursday, October 27
-
- Problem 61 (0 points)
- Consider the data of Exercise 7.21 on p. 234 of S&W.
Test the null hypothesis that the choice of light color doesn't affect plant growth
against the
general alternative.
- (a) Report the (approximate)
p-value which results from using the Mann-Whitney
test.
- (b) Report the p-value which results from using Student's two-sample t test.
(One should find that the p-value for part (a) is considerably smaller than the p-value for part (b), although neither is highly
statistically significant.
Typically skewness hurts the power of Student's t test, even though a cancellation effect leads to (approximate)
validity.)
- Problem 62 (0 points)
- Consider the data of Exercise 7.31 on p. 245 of S&W.
Test the null hypothesis that the thymus weight distribution for the 15th day
is the same as the thymus weight distribution for the 14th day
against the
general alternative that the distributions differ.
- (a) Report the (exact)
p-value which results from using the Mann-Whitney
test.
- (b) Report the p-value which results from using Student's two-sample t test.
- Problem 63 (4 points (3 for (a), 1 for (b))
- Consider the data of Exercise 7.51 on pp. 264-265 of S&W.
Test the null hypothesis that selection for the hypnosis group
does not affect total ventilation
against the
general alternative.
- (a) Report the (exact)
p-value which results from using the Mann-Whitney
test.
- (b) Report the p-value which results from using Student's two-sample t test.
- Problem 64 (3 points (2 for (a), 1 for (b))
- Consider the data of Exercise 7.56 on pp. 266 of S&W.
Test the null hypothesis that the two density distributions are the same
against the
general alternative that the distributions differ.
- (a) Report the (exact)
p-value which results from using the Mann-Whitney
test.
- (b) Report the p-value which results from using Student's two-sample t test.
(One should find that the p-value for part (b) is just a tad smaller than the p-value for part (a),
despite the fact that skewness typically hurts the performance of Student's t test.
(In this case, the skewed distributions didn't ptoduce a lot of extreme outliers. It's the extreme outliers that really hurt the power of
Student's t test.))
- Problem 65 (1 extra credit point)
- Construct an empirical Q-Q plot using the data from Exercise 7.56 on p. 266 of S&W.
There doesn't seem to be a real slick way to do this using SPSS. However, if you get the
two ordered samples into two separate columns on the SPSS Data Editor, you can use Graphs > Scatter. The Simple scatter
plot is the one preselected by SPSS's defaults, and so just click Define to specify the details of the plot. Click the
variable name corresponding to the ordered 800 m values into the Y Axis box, and click the
variable name corresponding to the ordered 250 m values into the X Axis box. Finally, click OK.
(The part I haven't found a good way to do using SPSS is creating
the two ordered samples.)
- Problem 66 (0 points)
- Consider the data of Exercise 7.79 on p. 296 of S&W.
Test the null hypothesis that toluene does not affect rat brain dopamine
concentration
against the
general alternative.
- (a) Report the (exact)
p-value which results from using the Mann-Whitney
test.
- (b) Report the p-value which results from using Student's two-sample t test.
- Problem 67 (0 points)
- Do Exercise 8.1 on p. 316 of S&W.
- Problem 68 (0 points)
- Do Exercise 8.4 on p. 316 of S&W.
- Problem 69 (0 points)
- Do Exercise 8.9 on p. 325 of S&W.
- Problem 70 (0 points)
- Do Exercise 8.19 on p. 333 of S&W.
- Problem 71 (0 points)
- Do Exercise 8.20 on p. 333 of S&W.
- Problem 72 (0 points)
- Do Exercise 8.21 on p. 333 of S&W.
(Note that the answer is in the
back of the book.)
- Problem 73 (0 points)
- Do Exercise 8.24 on p. 334 of S&W.
- Problem 74 (0 points)
- Do Exercise 8.25 on p. 338 of S&W.
- Problem 75 (0 points)
- Do Exercise 8.35 on p. 344 of S&W.
- Due Thursday, November 3
-
- Problem 76 (0 points)
- Consider the data from Exercise 2.9 on p. 25 of S&W.
(If you bring the data into SPSS from the S&W CD, make sure that the values are read in correctly.
(I think that for this data set there shouldn't be a problem.)) This problem deals with doing tests about the mean
of the distribution underlying the data (which is the distribution of the hypothetical population of all 2 year old Holsteins maintained
under the same conditions were those corresponding to the sample).
- (a) Use a t test to do a one-sided test about the distribution mean. Specifically, report the p-value that results from the
one-sided test which is appropriate if one wants to determine if there is statistically significant evidence that the distribution
mean exceeds 450.
- (b) Use a t test to do a one-sided test about the distribution mean. Specifically, report the p-value that results from the
one-sided test which is appropriate if one wants to determine if there is statistically significant evidence that the distribution
mean exceeds 500.
- (c) Comment on the quality of the result from part (a). Can the test be considered to be valid, or is the result suspect? Are there
concerns about possible conservativeness?
- Problem 77 (0 points)
- Consider the data from Exercise 2.10 on p. 25 of S&W.
(If you bring the data into SPSS from the S&W CD, make sure that the values are read in correctly.
(I think that for this data set some of the values are incorrect, and you should correct them prior to doing the tests which are
requested below.)) This problem deals with doing tests about the mean
of the distribution underlying the data.
- (a) Use a t test to do a one-sided test about the distribution mean. Specifically, report the p-value that results from the
one-sided test which is appropriate if one wants to determine if there is statistically significant evidence that the distribution
mean is less than 90.
- (b) Use a t test to do a one-sided test about the distribution mean. Specifically, report the p-value that results from the
one-sided test which is appropriate if one wants to determine if there is statistically significant evidence that the distribution
mean is less than 95.
- (c) Comment on the quality of the result from part (b). Can the test be considered to be valid, or is the result suspect? Are there
concerns about possible conservativeness?
- Problem 78 (6 points)
- Consider the data from Example 6.3 on p. 181 of S&W.
(If you bring the data into SPSS from the S&W CD, make sure that the values are read in correctly.
(I think that for this data set there shouldn't be a problem.)) This problem deals with doing tests about the mean
of the distribution underlying the data.
- (a) Use a t test to do a one-sided test about the distribution mean. Specifically, report the p-value that results from the
one-sided test which is appropriate if one wants to determine if there is statistically significant evidence that the distribution
mean is greater than 5.0.
- (b) Use a t test to do a one-sided test about the distribution mean. Specifically, report the p-value that results from the
one-sided test which is appropriate if one wants to determine if there is statistically significant evidence that the distribution
mean is less than 5.0.
- (c) Comment on the quality of the result from part (a). Can the test be considered to be valid, or is the result suspect? Are there
concerns about possible conservativeness?
- Problem 79 (4 points)
- Consider the data from Exercise 9.2 on p. 356 of S&W.
(If you bring the data into SPSS from the S&W CD, make sure that the values are read in correctly.)
This problem deals with doing a test about the mean
of the distribution underlying the observed differences.
- (a) Report the p-value which results from doing a t test of the null hypothesis that the distribution mean is 0 against
the alternative that the mean is not equal to 0.
- (b) Comment on the quality of the result from part (a). Can the test be considered to be valid, or is the result suspect? Are there
concerns about possible conservativeness?
- Problem 80 (0 points)
- Consider the data from Exercise 9.3 on p. 356 of S&W.
(If you bring the data into SPSS from the S&W CD, make sure that the values are read in correctly.)
This problem deals with doing a test about the mean
of the distribution underlying the observed differences.
- (a) Report the p-value which results from doing a t test of the null hypothesis that the distribution mean is 0 against
the alternative that the mean is not equal to 0.
- (b) Comment on the quality of the result from part (a). Can the test be considered to be valid, or is the result suspect? Are there
concerns about possible conservativeness?
- Problem 81 (1 extra credit point)
- Do Exercise 9.9 on p. 358 of S&W.
(Note: Extra credit points contribute to the numerator, but not
the denominator, when the HW component of your grade is determined. If,
at the end of the semester, you've earned some extra credit points, then
in a way they can make up for some of the points that you've missed
throughout the semester.)
- Problem 82 (0 points)
-
- (a) Do part (a) of Exercise 9.1 on p. 355 of S&W.
- (b) Using the same data, give the p-value which results from using
Student's t test to
determine
whether or not there is statistically
significant evidence that the two varieties of wheat differ with respect to
yield.
- (c) Comment on the validity of the p-value produced in part (b).
- (d) Using the same data, give the p-value which results from
(incorrectly) using
Student's two-sample t test to
determine
whether or not there is statistically
significant evidence that the two varieties of wheat differ with respect to
yield.
- (e) Using the same data, give the p-value which results from using
the signed-rank test to
determine
whether or not there is statistically
significant evidence that the two varieties of wheat differ with respect to
yield.
- Problem 83 (10 points)
- Consider the data of Exercise 9.4 on pp. 356-357 of S&W.
- (a) Give a point estimate for the median change in shrinkage
temperature due to the electrical stimulation.
- (b) Give a point estimate for the mean change in shrinkage
temperature due to the electrical stimulation.
- (c) Give a point estimate for the standard error associated with
the mean change in shrinkage
temperature due to the electrical stimulation.
- (d) Give a 99% confidence interval for the mean change in shrinkage
temperature due to the electrical stimulation.
- (e) Comment on the validity of the interval produced in part (d).
- (f) Give the p-value which results from using
Student's t test to
determine
whether or not there is statistically
significant evidence that electrical stimulation
affects the collagen shrinkage temperature.
- (g) Comment on the validity of the p-value produced in part (f).
- (h) Give the p-value which results from
(incorrectly) using
Student's two-sample t test to
determine
whether or not there is statistically
significant evidence that electrical stimulation
affects the collagen shrinkage temperature.
- (i) Give the p-value which results from using
the signed-rank test to
determine
whether or not there is statistically
significant evidence that electrical stimulation
affects the collagen shrinkage temperature.
- (j) Comment on the validity of the p-value produced in part (i).
- Problem 84 (2 extra credit points)
- Do Exercise 9.36 on p. 384 of S&W. (Answer Yes or
No, and provide an explanation for your answer (not being too
brief, nor too rambling). To get full credit, you should use some sort
of statistical measure/procedure to support your written explanation.)
(Note: Extra credit points contribute to the numerator, but not
the denominator, when the HW component of your grade is determined. If,
at the end of the semester, you've earned some extra credit points, then
in a way they can make up for some of the points that you've missed
throughout the semester.)
- Problem 85 (6 points)
- Consider the data of Exercise 9.49 on pp. 386-387 of S&W.
Test the null hypothesis that caffeine has no effect on RER against the
general alternative and report the resulting p-value, using each of the
tests indicated below. Due to the limitations of the software and tables
that we're working with, for this problem it's okay to report the
p-values using only one accurate significant digit.
(Take this to be a
general policy for the rest of the semester --- if there is no way to
get two accurate significant digits for a p-value using the methods that
I've covered in class, it's fine to report a p-value using just one
(hopefully accurate) significant digit.)
- (a) Student's t test
- (b) Wilcoxon signed-rank test
- (c) sign test
- Problem 86 (1 extra credit point)
- Find a way to get two accurate significant digits for the p-values
for parts (b) and (c) of the immediately preceding problem.
(For the sign test, you can make use of the fact that the null sampling
distribution of the test statistic is a binomial distribution.)
- Problem 87 (6 points)
- Consider the data of Exercise 9.52 on p. 387 of S&W.
Test the null hypothesis that nerve regeneration does not affect CP
level against the
general alternative and report the resulting p-value, using each of the
tests indicated below.
- (a) Student's t test
- (b) Wilcoxon signed-rank test
- (c) sign test
- Problem 88 (0 points)
- Consider the data of Exercise 9.53 on pp. 387-388 of S&W.
Test the null hypothesis that benzamil does not affect healing
against the
general alternative and report the resulting p-value using the sign
test.
- Problem 89 (0 points)
- Consider the data for Exercise 2.20 on p. 31 of S&W.
Do a test to determine if there is statistically significant evidence
that the median of the parent distribution is less than 3.50, and report the
p-value.
- Problem 90 (3 points)
- Consider the data for Example 2.34 on p. 45 of S&W.
Do a test to determine if there is statistically significant evidence
that the median of the parent distribution exceeds 1.30, and report the
p-value.
(Note: I had thought that SPSS always gave an exact p-value for
the the sign test, but upon doing this problem, I now know that if the
sample size is deemed to be too large, SPSS uses a normal approximation.
(It's incredible that 39 is too large for an exact p-value --- I
don't know of any other statistical software package that does the sign
test and uses an approximation if n is 39.))
- Due Thursday, November 10
-
- Problem 91 (2 points)
- Consider the data of Example 11.1 on pp. 463-464 of S&W.
Use the Kruskal-Wallis test to test the null hypothesis of no difference
between treatments against the
general alternative and report the resulting p-value.
(Note: You'll find a description of how to get SPSS to do the
Kruskal-Wallis test on my web page for Chapter 11 of S&W. There, you
will also see the p-value obtained from applying the K-W test to another
data set in S&W, and you can try to duplicate that result in order to
check that you're doing it correctly.)
- Problem 92 (2 extra credit points)
- Do parts (a) and (b) of Exercise 11.7 on p. 476 of S&W.
- Due Thursday, November 17
-
Note: If SPSS reports 0.000 as a p-value, write down
p-value < 0.0005 in response to my request for a p-value.
(Do this for the rest of the semester, with the exception of cases for
which a more precise p-value can be obtained from a table which I have
given you.)
- Problem 93 (0 points)
- Use the anorexia treatment data that was given with the midterm exam to do the
following items.
(Note:
Here is a link to a listing of the 72 values of the response variable, which is the weight
change.
The first 29 values are the cognitive behavioral sample,
the next 26 values are the control sample,
and the last 17 values are the family therapy sample. Perhaps you can paste these into SPSS. Then you can create a column
having 29 1s, followed by 26 2s, followed by 17 3s, to indicate the three groups.
To use SPSS to generate output helpful for parts (a), (b), (c), (f), (g), and (h), use Analyze > Compare Means >
One-Way ANOVA. Click the response variable into the Dependent List box and click the
variable giving the group indicators into the Factor box. Next, click Post Hoc and
click to check the boxes for Tukey (notTukey's-b)
and Dunnett's T3, and change the Significance Level from
0.05 to 0.1 (because 90% simultaneous confidence intervals are requested for this problem).
Click Continue.
Then, click Options and
click to check the box for Welch.
Click Continue, and then finally click OK.)
- (a) Give the p-value which results from a one-way ANOVA F
test of the null hypothesis of equal means against the general
alternative.
- (b) Give the p-value which results from a Tukey studentized range
test of the null hypothesis of equal means against the general
alternative. (The easy way to get this using SPSS is to generate Tukey
studentized range confidence intervals (aka Tukey HSD intervals), and report
the smallest value found in the column labeled sig.)
- (c) Generate 90% Tukey studentized range (aka Tukey HSD) confidence
intervals and use them to determine which pairs of means are
significantly different.
Identify all
pairs for which one mean can be determined to be larger than another
mean, stating which mean is determined to be the larger one for each pair.
- (d) Produce a probit plot of the pooled residuals
in order to check on the approximate normality assumption associated
with parts (a) through (c). (Note: Unfortunately, it seems like
the residuals cannot be produced using Analyze > Compare Means >
One-Way ANOVA. However, you can use
Analyze > General Linear Model >
Univariate. In the initial dialog box,
click the column with the 72 weight change values into the
Dependent Variable box, and the column with the group indicators in it
into the Fixed Factor(s) box.) Under Save, elect to save
Unstandardized Predicted Values and
Unstandardized Residuals. Then click Continue, followed
by OK. The desired residuals will appear in a new column (of
length 72) in the Data Editor. Then one just needs to use
Graphs > Q-Q to generate the desired probit plot.) Also,
comment on how well the assumption of approximate normality is met,
stating how you would characterize the error term distribution if
approximately normal is not a good description.
(Note: For this part, give an answer based on the assumption that the error term distribution is the same for all three treatments,
even though an examination of individual probit plots suggests that this may not be a good assumption.)
- (e) Plot the pooled residuals against the predicted values
in order to check on the assumption of homoscedasticity associated
with parts (a) through (c). (Note: Unfortunately, it seems like
the residuals and predicted values (which are just the sample means)
cannot be produced using Analyze > Compare Means >
One-Way ANOVA. However, you can use
Analyze > General Linear Model >
Univariate. In the initial dialog box,
click the column with the 72 weight change values into the
Dependent Variable box, and the column with the group indicators in it
into the Fixed Factor(s) box.) Under Save, elect to save
Unstandardized Predicted Values and
Unstandardized Residuals. Then click Continue, followed
by OK. The desired residuals and predicted values
will appear in two new columns (of
length 72) in the Data Editor. Then one just needs to use
Graphs > Scatter to generate the desired plot. (Select
Simple, and then click Define. Put the residuals on the
Y Axis, and the predicted values on the
X Axis. Finally, click OK to create the plot.))
- (f) Give the p-value which results from a Welch
test of the null hypothesis of equal means against the general
alternative.
- (g) Give the p-value which results from using Dunnett's T3
procedure to do a
test of the null hypothesis of equal means against the general
alternative. (The easy way to get this using SPSS is to generate Dunnett
T3 confidence intervals, and report
the smallest value found in the column labeled sig.)
- (h) Generate 90% Dunnett T3 (simultaneous) confidence
intervals and use them to determine which pairs of means are
significantly different.
Identify all
pairs for which one mean can be determined to be larger than another
mean, stating which mean is determined to be the larger one for each pair.
- (i) Give the p-value which results from a Kruskal-Wallis
test of the null hypothesis of identical distributions against the general
alternative.
- Problem 94 (27 points (3 points for each part))
- Use the vehicle head injury data that will be distributed in class on Nov. 3 to do the
following items. (Note:
Here is a link to a listing of the 70 values of the response variable.
The first 10 values are the Compact sample,
the next 10 values are the Heavy sample, ...,
and the last 10 values are the Van sample. Perhaps you can paste these into SPSS. Then you can create a column
having 10 1s, followed by 10 2s, ..., followed by 10 7s, to indicate the seven groups.)
- (a) Give the p-value which results from a one-way ANOVA F
test of the null hypothesis of equal means against the general
alternative.
- (b) Give the p-value which results from a Tukey studentized range
test of the null hypothesis of equal means against the general
alternative. (The easy way to get this using SPSS is to generate Tukey
studentized range confidence intervals (aka Tukey HSD intervals), and report
the smallest value found in the column labeled sig.)
- (c) Generate 95% Tukey studentized range (aka Tukey HSD) confidence
intervals and use them to determine which pairs of means are
significantly different. (You should find that 2 of the 21 possible
pairs provide statistically significant differences.) Identify all
pairs for which one mean can be determined to be larger than another
mean, stating which mean is determined to be the larger one for each pair.
(Note: On the answer sheet you don't have to give all of the intervals.
Just indicate which means are different. For example, if there is strong evidence that the mean of the
3rd class (Light) is greater than the mean of the 4th class (Medium), put μ3 >
μ4.)
- (d) Produce a probit plot of the pooled residuals (be sure to turn in the
plot) in order to check on the approximate normality assumption associated
with parts (a) through (c). (Note: Unfortunately, it seems like
the residuals cannot be produced using Analyze > Compare Means >
One-Way ANOVA. However, you can use
Analyze > General Linear Model >
Univariate. In the initial dialog box,
click the column with the 70 head injury readings into the
Dependent Variable box, and the column with the group indicators in it
into the Fixed Factor(s) box.) Under Save, elect to save
Unstandardized Predicted Values and
Unstandardized Residuals. Then click Continue, followed
by OK. The desired residuals will appear in a new column (of
length 70) in the Data Editor. Then one just needs to use
Graphs > Q-Q to generate the desired probit plot.) Also,
comment on how well the assumption of approximate normality is met,
stating how you would characterize the error term distribution if
approximately normal is not a good description.
- (e) Plot the pooled residuals against the predicted values
(be sure to turn in the
plot) in order to check on the assumption of homoscedasticity associated
with parts (a) through (c). (Note: Unfortunately, it seems like
the residuals and predicted values (which are just the sample means)
cannot be produced using Analyze > Compare Means >
One-Way ANOVA. However, you can use
Analyze > General Linear Model >
Univariate. In the initial dialog box,
click the column with the 70 head injury readings into the
Dependent Variable box, and the column with the group indicators in it
into the Fixed Factor(s) box.) Under Save, elect to save
Unstandardized Predicted Values and
Unstandardized Residuals. Then click Continue, followed
by OK.
(Note: Before clicking OK, I suggest that you click to check the
Spread vs. level plot box under Options. This is a convenient way to examine the collection
of the sample standard deviations.)
The desired residuals and predicted values
will appear in two new columns (of
length 70) in the Data Editor. Then one just needs to use
Graphs > Scatter to generate the desired plot. (Select
Simple, and then click Define. Put the residuals on the
Y Axis, and the predicted values on the
X Axis. Finally, click OK to create the plot.)) You
should not see any strong pattern indicating that variablity varies systematically with the mean
response, but at the same time it can be noted that there may be heteroscedasticity (but not occuring in
the typical pattern of increasing variance with increasing mean). Although formal tests for heteroscedasticity do
not produce statistically significant evidence of heteroscedasticity
(Levene's test results in a p-value of about 0.70), it may be
interesting to see if allowing for unequal variances leads to different
conclusions than those suggested by the results of parts (a) through
(c).)
- (f) Give the p-value which results from a Welch
test of the null hypothesis of equal means against the general
alternative.
- (g) Give the p-value which results from using Dunnett's T3
procedure to do a
test of the null hypothesis of equal means against the general
alternative. (The easy way to get this using SPSS is to generate Dunnett
T3 confidence intervals, and report
the smallest value found in the column labeled sig.)
- (h) Generate 95% Dunnett T3 (simultaneous) confidence
intervals and use them to determine which pairs of means are
significantly different. (You should find that 1 or 2 of the 21 possible
pairs provide statistically significant differences.) Identify all
pairs for which one mean can be determined to be larger than another
mean, stating which mean is determined to be the larger one for each pair.
(Note: Although all of the p-values provide strong evidence of
some differences, when trying to determine the nature of the
differences, parts
(c) and (h) do not give results in perfect agreement.)
- (i) Give the p-value which results from a Kruskal-Wallis
test of the null hypothesis of identical distributions against the general
alternative.
- Problem 95 (0 points)
- Consider the data of Exercise 11.57 on pp. 522-523 of S&W. (The data can be read into SPSS,
in a convenient form, from the S&W CD --- it's the alkaline data set from Ch. 11.)
- (a) Give the p-value which results from an ANOVA F test to
determine if there is statistically significant evidence that dose
effects alkaline phosphatase level in dogs. (To produce the results needed to obtain the p-values requested in parts
(a), (b), and (c), you can use Analyze > General Linear Model > Univariate. Click level into the
Dependent Variable box, and click both sex and dose into the Fixed Factor(s) box. Upon
clicking OK, you should get the ANOVA table from which all three p-values can be obtained. (Just read them
from the Sig. column.))
- (b) Give the p-value which results from an ANOVA F test to
determine if there is statistically significant evidence that
the mean alkaline phosphatase level in dogs depends on sex.
- (c) Give the p-value which results from an ANOVA F test to
determine if there is statistically significant evidence for rejecting
the null hypothesis of an additive model in favor of the alternative
that not all of the interaction terms are 0.
- Problem 96 (7.5 points)
- Consider the data of Exercise 11.17 on p. 497 of S&W.
- (a) Give the p-value which results from an ANOVA F test to
determine if there is statistically significant evidence that flooding
effects ATP concentration in birch trees.
- (b) Give the p-value which results from an ANOVA F test to
determine if there is statistically significant evidence that
the mean ATP cencentration is not the same for the two species of birch trees.
- (c) Give the p-value which results from an ANOVA F test to
determine if there is statistically significant evidence for rejecting
the null hypothesis of an additive model in favor of the alternative
that not all of the interaction terms are 0.
- Problem 97 (0 points)
- Use the CPK data which will be distributed in class on Nov. 3 to do the
following items.
(Note:
Here is a link to a listing of the 56 values of the response variable.
After pasting in these response values, and creating two more variables, I recommend that you go to Variable
View and give the names CPK, period, and subject to the variables, since the output may be
easier to digest if the variables are all given names.)
- (a) Give the p-value which results from an ANOVA F
test of the null hypothesis of no treatment effects against the general
alternative. (Note: Since there is only one observation per
cell, one has to assume an additive model. Also, in this case the
blocking variable (subject) is a random effects variable (although when
there is only one observation per cell, the same results are obtained
whether the blocking variable is fixed or random). To get started, use
Analyze > General Linear Model > Univariate. Click CPK in as the Dependent Variable,
period as a Fixed Factor, and subject as a Random Factor.
Click Model, and then click the Custom button. Highlight period in the
Factors and Covariates box, and click the right arrow underneath Build Terms to put it into the
Model box. Do the same thing to put subject into the Model box. (Do not highlight
period and subject together --- the two factors have to be put into the Model box one at a
time.)
Then, underneath the arrow, use the scroll-down menu to select Main effects, and then click
Continue.
To set yourself up for some of
the parts below, click Post Hoc, highlight period and click it into the Post Hoc Tests for
box, and click to check Tukey and
Dunnett's T3 before clicking Continue. Under Save, click to save the unstandardized residuals
and predicted values. Finally click OK to
produce the output needed for parts (a) through (d). (Note: If I don't specify that you change some aspect
about SPSS, then stay with the default settings. That is, sometimes you may encounter that a button has already been
checked. If so, leave it that way --- don't click it to uncheck it. You should also be aware that if you run the
same procedure more than once with the same data set in a given SPSS session, then the settings that you used the
last time will still be in effect. This is usually what you want, for the most part, but there might be some things
that you will want to alter before running the procedure again.))
- (b) Give the p-value which results from a Tukey studentized range
test of the null hypothesis of no treatment effects against the general
alternative. (The easy way to get this using SPSS is to generate Tukey
studentized range confidence intervals (aka Tukey HSD intervals), and report
the smallest value found in the column labeled sig.)
- (c) Give the p-value which results from a Dunnett T3
test of the null hypothesis of no treatment effects against the general
alternative. (The easy way to get this using SPSS is to generate Dunnett
T3 confidence intervals, and report
the smallest value found in the column labeled sig.)
It can be noted that this p-value is very much different from the
p-values obtained using the procedures based on an assumption of
homoscedasticity, which casts doubt on the truth of that assumption, and
makes the smaller p-values obtained quite suspect. With the Dunnett T3
intervals, none of the treatments are found to be different!
- (d) Plot the pooled residuals against the predicted values
(be sure to turn in the
plot) in order to check on the assumption of homoscedasticity associated
with parts (a) and (b). You should see a funnel-like shape,
suggesting severe heteroscedasticity. If you look at a probit plot of
the pooled residuals, it should appear to be rather odd, and not at all
close to a straight line pattern. Due to the severe heteroscedasticity,
the residuals cannot be viewed as iid observations from any distribution
--- so the plot is hard to interpret ... the odd pattern is largely due
to the heteroscedasticity, and we cannot use the plot to check the
assumption of approximate normality. At this point, we have no good
evidence of treatment effects, since Dunnett's T3 procedure should be
considered to be the most reliable of the tests considered so far.
- (e) Transform the response variable (CPK activity) by taking logs
to the base 10. (This can be done in SPSS using Transform >
Compute. Type log10CPK into the Target Variable box,
enter information into the Numeric Expression box to create the
desired trasformed variable, and click OK.)
Examine a plot of the residuals against the predicted values for this fitted model, and if
there is still evidence of heteroscedasticity, try a stronger transformation, using
Transform > Compute to make -1/SQRT(CPK) a new variable which can be used as the response.
(-1/SQRT(CPK) is what goes in the Numeric Expression box. You could name this new variable
invsrCPK.)
More severe choices are -1/CPK and -1/( CPK**2 ). (Note: Once we go past log to negative powers
(inverse square root, inverse, and inverse square), we should multiply by -1 to prevent the response values from
being reversed ... e.g., if 1/CPK is used, the largest CPK value becomes the smallest transformed value.
But if -1/CPK is used, the largest CPK value yields the largest transformed variable.
Doing it this way, you'll know that you've gone to too powerful a transformation when the funnel-like pattern reverses
direction, with the variability generally getting smaller as the response values get larger. (In addition to having
a funnel-like pattern when a transformation is needed to tame heteroscedasticity, it's often the case that the
pointy part of the funnel is not at 0, and this indicates that the additive model doesn't fit well in addition to it
needing a nonconstant variance term. If we can believe that the additive model fits decently, and could check on the
distributions of the error terms, then there would be less need to transform to reduce heteroscedasticity, since in
theory Dunnett's T3 procedure can be used. But with only one observation per cell, several things can work against
having good accuracy with Dunnett's T3 procedure, and it is often better to work with a transformed response
variable, since it may result in a better fitting model and greater overall accuracy.)
Choose the best transformation from among log (base 10), negative inverse square root, negative inverse, and negative
inverse square, and then
repeat part (a) using the transformed response variable.
- (f) Repeat
part (b) using the transformed response variable.
- (g) Repeat
part (c) using the transformed response variable.
- (h) Produce a probit plot of the pooled residuals (be sure to turn in the
plot) in order to check on the approximate normality assumption associated
with parts (e) through (g).
You should see a pattern indicating heavy tails and perhaps slight negative skewness, and the
estimated skewness and kurtosis (obtained using Analyze > Explore) of about -0.3 and 3.0
are in agreement with this assessment. All in all, the test results should be a bit conservative, which doesn't
bother us since none of the p-values are boarderline --- all of the significance values associated with the ANOVA F
tests, Tukey's procedure, and Dunnett's T3 procedure are either less than 0.01 or greater than 0.1.
All three procedures give consistent results, with
both sets of simultaneous confidence intervals suggesting that the 4th
treatment (period) differs from the other three, and that there are no
statistically significant differences between the other three
treatments (periods).
While it's a bit
awkward reporting results based on a transformed response, overall
it seems best to transform with this data --- the raw data exhibits
severe heteroscedasticity, and combined with possible severe nonnormality
(something that can't be adequately checked, given the
hetroscedasticity) and indications that the additive model for the
nontransformed data doesn't fit well, it may well be that Dunnett's T3 procedure
applied to the untransformed data didn't
perform accurately. Using the transformed data, we can conclude that
exercise does not seem to strongly affect transformed CPK activity (since the control period and the two postexercise
periods are the group of three that don't exhibit significant differences), but that
psychosis does affect transformed CPK activity (since the psychosis period is the 4th period --- the one that is
significantly different from the others). If psychosis doesn't affect CPK
activity, it wouldn't affect transformed CPK activity, and so the presence on an
effect on transformed CPK can be taken to mean that CPK activity is affected by psychosis, even though due
to the transformation, we shouldn't say anything about the mean CPK
activity (but we can model the transformed CPK activity and make statements about
the mean transformed CPK activity).
- Problem 98 (16 points (no points for parts (a)-(d), and 4 points each for parts (e)-(h))
- Use the
survival time data,
described here,
to do the
following items.
(Note:
Here is a link to a listing of the 48 values of the response variable.
After pasting in these response values, and creating two more variables, I recommend that you go to Variable
View and give the names time, poison, and treatment to the variables, since the output may be
easier to digest if the variables are all given names.) You can do this problem similarly to the way I suggest that
Problem 97 be done, only in this case both poison and treatment should be treated as fixed effects
factors (there are no random factors), and also there is no need to go to Model and build a Custom model,
since the default selection of a full factorial model (which includes interactions) is fine. (So, one can start out
like in Problem 95, only since the data is not on the S&W CD you'll have to create the three variables yourself. (Do
this carefully. As a check, I'll give you that the p-value for part(c) should be about 0.11. If you get something
else, then I suggest that you check to make sure that you coded the two factor variables, poison and
treatment, correctly.))
- (a) Give the p-value which results from an ANOVA F
test of the null hypothesis that the type of poison has no effect on survival time against the general
alternative.
- (b) Give the p-value which results from an ANOVA F
test of the null hypothesis that the type of treatment has no effect on survival time against the general
alternative.
- (c) Give the p-value which results from an ANOVA F
test of the null hypothesis that there are no interactions between poison and treatment against the general
alternative that not all of the interaction terms are equal to 0.
- (d) Examine a plot the pooled residuals against the predicted values and note that there is a classic
funnel pattern.
(If you look at a probit plot of
the pooled residuals, you should see a strong heavy tail pattern.
Of course, due to the severe heteroscedasticity,
the residuals should not be viewed as iid observations from any distribution, and
so the plot is hard to interpret ... the apparent heavy tailedness could be due to
the heteroscedasticity.)
- (e) Considering all of the transformations described in Problem 97 (and no other transformations), transform the
response variable (time), using the transformation that results in the best compatibility with an assumption
of homoscedasticity. (Do this carefully --- if you carefully consider the appropriate plots, it should be fairly
easy to pick the best transformation.)
Repeat part (a) using the transformed response variable.
- (f) Repeat
part (b) using the transformed response variable.
- (g) Repeat
part (c) using the transformed response variable.
- (h) Since there is not strong evidence to indicate that an additive model is not sufficient, fit an additive
model (i.e., use only main effects --- no interactions) using the same transformed response variable used in parts
(e), (f), and (g), and examine the pooled residuals, with a probit plot and also plotting them against the predicted
values. You should note that removing the possibility of interactions did not create appreciably greater
heteroscedasticity, and it can also be seen that the probit plot of the residuals looks nicer than one based on the
full model (which includes the interaction terms). Using the resisuals from the fitted additive model, give estimates of the skewness and kurtotsis of the error term
distribution.
- Problem 99 (3.5 points)
- Using the whiteness data which will be distributed in class on Nov. 3,
use Friedman's test to
test the null hypothesis of no differences between detergents against
the general alternative, and report the p-value.
- Problem 100 (0 points)
- Using the whiteness data which will be distributed in class on Nov. 3,
use Friedman's test to
test the null hypothesis of no differences between washing machines against
the general alternative, and report the p-value.
(This can be done is SPSS by entering the data for each washing machine
into a separate column of the Data Editor (making sure that the values
are ordered the same way in each column with respect to the detergents
(e.g., by typing in the values in the exact arrangement as they are on
the handout, all of the Detergent A values are in the 1st row, all of
the Detergent B values are in the 2nd row, and so on)), and then using
Analyze > Nonparametric Tests > K Related Samples. Then one just
has to put all 3 of the variables (each corresponding to a different
washing machine) into the Test Variables box and click OK.
In the output, the value of the test statistic is given beside of
Chi-Square, and the approximate p-value is given beside of
Asymp. Sig. (but for a small number of blocks, it may be
appreciably better to use a table of the exact null distribution).)
(Note: For this test, detergent
is a blocking variable. I'd view the blocking variable as a fixed
effects variable, thinking that 4 specific detergents are used, and not a random
selection of 4 detergents from a large collection of possible
detergents. In the previous problem, the washers served as a blocking
variable. Again, I'd treat the blocks as fixed effects since 3
different models were used. If three different washers of the same
model were used, I'd treat the blocking variable as a random effect.
With only one observation per cell, it makes no difference whether the
blocking variable is treated as a fixed effects or a random effects
variable. Finally, I think that in this situation, assuming an additive
model isn't so bad. While there may be differences between detergents
and differences between washers, I wouldn't think that strong
interactions exist --- I wouldn't think that the detergent that works
best with Machine 1 is different from the detergent that works best with
Machine 2. Rather, the issue is whether or not there are any
differences at all. (Is the cheaper store brand just as good as the
more expensive name brand? Given some people's loyalty to certain
brands, clearly the judging of whiteness should be done blinded. (Not by
putting people's eyes out before they judge the whiteness, but rather
by not letting the judges know which brands they are rating until after
the task is done.)))
- Problem 101 (1 extra credit point)
- Use an ANOVA F test to address the situation of Problem 100 (instead of Friedman's test), and report the
p-value.
- Due Thursday, December 1
-
- Problem 102 (0 points)
- Consider the data of Exercise 12.7 on pp. 538-539 of S&W (which
can be brought into SPSS from the CD included with S&W (fatfree data set)).
- (a) Give the value of Pearson's sample correlation coefficient.
- (b) Give the p-value which results from a test of the null hypothesis
that the two variables are uncorrelated against the general alternative
that their correlation is not 0.
- (c) Give the value of Spearman's rank correlation coefficient.
(See my web page comments about Section 12.7 of S&W for pertinent
SPSS information, and additional comments. Because Pearson's
correlation is stronger than Spearman's correlation, it is sensible to
emphasize Pearson's correlation, which measures the strength of the
linear relationship between the two variables. If Spearman's
correlation was the greater of the two by more than just a little, then
there would be evidence that the relationship is nonlinear, and it
would be good to also report, and even emphasize, Spearman's rank
correlation coefficient. If you look at a scatter plot of energy plotted against
fatfree (put fatfree on the horizontal axis), you will see a fairly strong linear trend.)
- Problem 103 (6 points)
- Consider the data of Exercise 12.27 on pp. 563-564 of S&W (which
can be brought into SPSS from the CD included with S&W).
- (a) Give a scatter plot of plant weight plotted against leaf area.
(So put weight on the y axis, and area of the x axis.)
- (b) Give the value of Pearson's sample correlation coefficient.
- (c) Give the p-value which results from a test of the null hypothesis
that the two variables are uncorrelated against the general alternative
that their correlation is not 0. (Since SPSS just gives one significant
digit, it's okay for you to do so too.)
- (d) Give the value of Spearman's rank correlation coefficient.
(See my web page comments about Section 12.7 of S&W for pertinent
SPSS information, and additional comments. Because Pearson's
correlation is stronger than Spearman's correlation, it is sensible to
emphasize Pearson's correlation, which measures the strength of the
linear relationship between the two variables. If Spearman's
correlation was the greater of the two by more than just a little, then
there would be evidence that the relationship is nonlinear, and it
would be good to also report, and even emphasize, Spearman's rank
correlation coefficient. Note that a linear trend between the two
variables indicates that plant weight increases more or less linearly with
leaf area.)
- Problem 104 (0 points)
- Consider the data of Exercise 12.3 of S&W, and fit a simple least
squares regression model.
- (a) Give the value of R2.
- (b) Give the least squares estimate of the intercept parameter.
- (c) Give a 95% confidence interval for the intercept parameter.
- (d) Since there isn't statistically significant evidence that an
intercept is needed, and having E(Y | x = 0) = 0 seems sensible in
this situation, fit a no intercept model and give an estimate of
E(Y | x).
- Problem 105 (6 points)
- Consider the data of Exercise 12.5 of S&W, and fit a simple least
squares regression model.
- (a) Give the value of R2.
- (b) Give the least squares estimate of the slope parameter.
- (c) Give a 95% confidence interval for the slope parameter.
- (d) Give a plot of the (unstandardized) residuals against the
(unstandardized) predicted values.
- Due Thursday, December 8
-
- Problem 106 (2 extra credit points)
- Consider the data of Exercise 12.43 on pp. 575-576 of S&W.
Give a fairly simple regression model for log age as a function of
diameter. (Use base ten logs.) Be sure to estimate any parameter(s) in
your model. (Hint: I would alter the model
log age = b0 + b1 diameter + error
in two ways.)
(Note: One might think it would be more natural to model diameter
as a function of age, but if the purpose is to use diameters to estimate
ages as opposed to going to the trouble of using 14C-dating,
one would want to model age (or perhaps some function of age in order to
get a better model for a least squares regression fit) as a function of
diameter.)
- Problem 107 (3 points)
- Consider the data of Exercise 12.45 of S&W, and fit a simple least
squares regression model. (Note: The data on the S&W CD isn't right. The values of the response variable are
okay, but for the predictor variable you should create a new variable in the Data Editor having three values of 0,
three values of 0.06, three values of 0.12, and three values of 0.30.) (Don't do any transformations, even though
some sort of transformation seems to be appropriate.)
- (a) Give a scatter plot of yield against sulfer dioxide
concentration, and draw the fitted regression line onto the plot.
(To do this using SPSS, first make the scatter plot, and then double-click the plot to open up the Chart
Editor. By clicking on the plotted points on the graph in the Chart Editor in just the right way
(it's somewhat sensitive to how you go about it) you can color the points blue. Once that is done, click the 10th
icon on the bar near the top of the editor to add the fitted regression line. Close the Properties window that
opened up (by clicking Close in the Properties window), and then use File > Close in the
Chart Editor to close it down and cause the plot with the fitted line to appear in the main Output
window.)
(Note that the fitted line
doesn't miss the tightly packed set of points for x = 0.30.
Sometimes when there is apparent heteroscedasticity, the fitted line can
miss a tightly packed set of points for an x value at the end of
the range of x values.)
- (b) Give a plot of the studentized deleted residuals against the
(unstandardized) predicted values. (Note that there is one really large
studentized deleted residual.)
- Problem 108 (4 points)
- Consider the obesity data described on p. 75 of G&H, and available
on the G&H web site.
- (a) Without using any transformations, and including a constant
term, use multiple regression to develop an estimate for
E(Y | h, w), where h is height and w
is weight.
- (b) Consider the observation which results in the studentized
deleted residual having the largest magnitude. Do you think that this
observation is such that it has great influence on the fit of the
regression model? Answer yes or no, and give a not too
lengthy one sentence explantion in support of your answer.
- Due Thursday, December 15
-
- Problem 109 (18 points)
- Consider the caterpillar data described on pp. 581-582 of S&W, and
available
on the S&W CD. Transform the data as is indicated in S&W.
- (a) Fit an additive model, and give the value of the F
statistic which is used to test the null hypothesis that diet does not
affect head weight against the general alternative.
- (b) Based on the additive model fit in part (a), give an estimate
of the difference in mean log head weight for caterpillars on Diet 1 and
caterpillars on Diet 2, considering caterpillars having the same body
weight.
- (c) Fit a model which allows different slopes and different
intercepts and give an estimate
of the difference in the slope corresponding to Diet 1 and the slope
corresponding to Diet 3.
- (d) Give the p-value which results from a test of the null
hypothesis that the change in mean log head weight per unit change in
log body weight is the same for all of the diets against the general
alternative.
- (e) Give a plot of the (unstandardized) residuals against the
(unstandardized) predicted values for a fitted additive model based on
the log transformed data (which is the model considered in parts (a) and
(b)).
- (f) Repeat part (e), only this time use the untransformed
head weight and body weight values.
- Problem 110 (0 points)
- Consider the caterpillar data described on pp. 581-582 of S&W, and
available
on the S&W CD. Transform the data as is indicated in S&W.
- (a) Using an additive model, give an estimate
of the difference in mean log head weight for caterpillars on Diet 2 and
caterpillars on Diet 3, considering caterpillars having the same body
weight.
- (b) Fit a model which allows different slopes and different
intercepts and give the value of
the F
statistic which is used to test the null hypothesis that the intercepts
corresponding to the three diets are all equal
against the general alternative.
- (c) Using the fitted model from part (b),
give an estimate
of the difference in the slope corresponding to Diet 1 and the slope
corresponding to Diet 2.
- Problem 111 (27 points &
3 extra credit points)
- Consider the snow geese data (distributed in class on 11/17).
(Here is a link to the 36 TIME values.
Here is a link to the 36 TEMP values.
Here is a link to the 36 HUM values.
Here is a link to the 36 LIGHT values.
Here is a link to the 36 CLOUD values.)
- (a) Use Graphs > Scatter > Matrix to create a scatterplot
matrix of the dependent variable and the four predictor variables.
(You don't have to submit this graphic display.)
- (i)
Which of the predictor variable appears to have a strongest correlation with
the dependent variable?
- (ii) Which
of the predictor variable appears to have a weakest correlation with
the dependent variable?
It can be noted that none of the predictor variables are highly
correlated with one another. (Some pairs of predictors have
statistically significant correlations, but none of them are close
to 0.9 or - 0.9.)
- (b) Fit a multiple regression model using all four predictor
variables (linearly --- i.e., don't transform them or add any higher
order terms). You can do this using
Analyze > Regression > Linear, clicking the dependent variable
(TIME) into the Dependent box, the four predictor variables into
the Independent box, and using the default Method of
Enter.
- (i) Give the value of R2.
- (ii) Look at the four p-values corresponding to the t tests
about the coefficients of the four predictor variables. Which of the
predictor variables has the largest p-value? (The p-value is greater
than 0.2. It can be noted that this variable is not the one which
should have been identified for item (ii) of part (a) --- thus it is the
case that a variable which by itself is not strongly correlated with the
dependent variable, contributes appreciably to a better fit when added
to a model based on the other three variables, while a variable which is
more strongly correlated with the dependent variable doesn't contribute
much when added to a model containing the other three predictor
variables. This illustrates that one should not simply use the
collection of sample correlations between each of the predictor variables and
the dependent variable to do variable selction (although if there are a
very large number of potential predictors, some like to use the
sample correlations to obtain an initial set of variables to work with,
but in such a case, the variables initially screened out should be
eventually considered, since the value of some variables may not become
apparent unless they are used in a model containing certain other
variables).)
(Note: I wouldn't bother with saving residuals and predicted
values yet. Once a model is firmed up, I'll request that you produce
some plots pertaining to its residuals.)
- (c) Remove the weak predictor identified in part (b) and fit a
multiple regression model using just the other predictor variables.
Give the value of
R2.
(It will be lower than the value of
R2
requested in part (b), but not a lot lower. (If a weak predictor is
added to a model, it will tend to increase the value of
R2
a little, even if the predictor is not really related to the dependent
variable.) Notice that all three t tests yield small p-values,
and so one should not be compelled to remove any other predictors from
the model. This three variable model can also be obtained by putting
all four predictor variables into the Independent box and using
Backward as the Method, and also by putting
all four predictor variables into the Independent box and using
Stepwise as the Method. So, ignoring possible
transformations and higher order polynomial models, one can feel pretty
good about a model based on using just the three predictor variables
identified so far.
- (d) Now compare the first-order model based on the three predictors
already identified (i.e., the model fit in part (c)) to the second-order
polynomial model based on the same three predictors. Give the p-value
which results from a F test done to determine of there is
statistically significant evidence that any of the coefficients for the
second-order terms is nonzero. (To do this you can use the output
generated when doing part (c) to obtain one of the needed SSR values.
To obtain the other SSR value which is needed, and the MSE value which
is needed, one needs to create new variables for the second-order terms
(which can be done using Transform > Compute), and then fit a
regression model using the three first-order terms (the three predictor
variables used in part (c)) and all of the second-order terms
corresponding to the three first-order terms. The SSR value and MSE
value needed can be obtained from the resulting ANOVA table (which is
part of the regression output). Note that by SSR I mean the SS (sum of
squares) value in the Regression row of the ANOVA table, and by MSE I
mean the MS (mean squares) value in the Residual row of the ANOVA table.
(The mean squares due to error is the same thing as the mean squares
corresponding to the residuals.) Once the desired SSR values and the
MSE value are obtained, one can use Transform > Compute to obtain
the value of the desired F statistic and the p-value. (To do
this, type in Fstat for the name of the Target Variable, and in
the Numeric Expression box put (SSRfull - SSRred)/(df*MSEfull),
where SSRfull is the SSR value for the 2nd-order model,
SSRred is the SSR value for the 1st-order model,
MSEfull is the MSE value for the 2nd-order model, and df
is the difference between the number of coefficients estimated for the
2nd-order model and the number of coefficients estimated for the
1st-order model.
(Note: In this problem, I'm using SSR for the sum of the squares due to regression, whereas in part (c) of the
next problem, I let SSR be the sum of squared residuals. Either way of obtaining the F statistic
works, since SSRred - SSRfull, where SSR is the sum of the squared residuals, is equal to SSRfull - SSRred, where SSR
is the sum of squares due to regression. You can see it given differently in different books --- but either way you
do it you get the same value. So in the numerator
of the F statistic used for determing whether or not there is significant evidence that at least some of the
2nd-order terms are useful, you can take the difference of the SS (sum of squares) values on the regression row of the
ANOVA table in the
output (subtracting result for 1st-order model from result for 2nd-order model) or you can take the difference of the SS values in the residual row of the ANOVA table in the output (subtracting result for 2nd-order model from result for
1st-order model).
In the denominator of the F statistic, you can use the MS (mean square) value from the residual row of the ANOVA table in the
output, or you can use SSRfull/(n - p - 1), where here SSR needs to be the sum of the squared residuals
(the SS value from the residual row of the ANOVA table in the output).)
Clicking OK produces
the value of the F statistic (in 36 different places down a
column in the Data Editor (but this works out okay)). To obtain
the p-value,
this, type in pvalue for the name of the Target Variable, and in
the Numeric Expression box put 1 - CDF.F(Fstat,df1,df2),
where df1 is the same as the df value used in the F
statistic, and df2 is the df value associated with the MSEfull
value used in the F statistic.
Clicking OK puts the desired p-value
in 36 different places down a
column in the Data Editor.)
- (e) At this point it would be good to check on the residuals. (If
we go further with fine-tuning the current model, and much later look at
the residuals only to find they indicate that a transformation of the
dependent variable is called for, it's a bit like spending time
polishing a scat specimen (or more crudely, polishing a turd).) So give
a plot of the unstandardized residuals against the unstandardized
predicted values. (Turn in this plot.) It can be noted that there is a
severe funnel shape. With such a shape, often a log transformation (of
y) would be a good next step. But with this data we have a
problem in that some of the y values are negative. Although it
will lead to a somewhat screwy dependent variable, add 30 to each
y value, and then take the log (base 10). (I think that in this
analysis, the main thing of interest is to determine which of the
variables possibly influences the time that the geese fly off to
breakie, and if we determine their transformed take-off times are related to
some of
the variables included in the study, we would have that their
untransformed take-off times are related to these variables.)
- (f) Repeat item (i) of part (b) using transformed time (as prescribed in
part (e)) as the dependent variable.
- (g) Since the output generated in doing part (f) indicates that not
all of the variables (the four original predictor variables) are
statistically significant, do some variables selection (starting with
the four original predictor variables) automatically by using both the
Backward and Stepwise methods of SPSS's regression
routine. You should find that both methods result in the same two
(predictor) variable model. (It is interesting to note that the
stepwise procedure, as a last step, removed the predictor variable that
it entered on the first step --- so the best predictor, if one had to
select only use and use a simple regression model, doesn't make the
final cut! (I hope that you're gaining an appreciation that good
regression analysis can be a bit tricky --- it doesn't always work out
to determine the best single predictor, put it in the model, and leave
it in the model.)) Give the two predictor variables selected by both
methods.
- (h) Repeat part (d) using transformed time (as prescribed in
part (e)) as the dependent variable. (The 1st-order model should be the
one determined in part (g), and the 2nd-order model should be the model
obtained by expanding the 1st-order model to include the 2nd-order terms
for the two predictors.) You should find that the collection of
2nd-order terms is not statistically significant. Also, if you were do
start with the set of variables used for the 2nd-order model (the
two 1st-order terms and the three 2nd-order terms), and do variable
selction using both the Backward method and the Stepwise
method, in each case you will wind up with the two (predictor) variable
1st-order model as your final model. (Note: This is perhaps a
bit rare --- for a lot of data sets for which a 2nd-order model isn't a
statistically significant improvement over the 1st-order model, applying
such variable selection methods to the set of 1st-order and
2nd-order terms will result in models different from the 1st-order model
and different from each other.) At this point, unless residuals indicate
a problem, we might be tempted to take the relatively simple (except for
the somewhat screwy dependent variable) model using only two
untransformed predictor variables as out final model. (Note that the
variables in the model seem to indicate that the timing of the geese
depends much more on how the morning looks than it does on how the
morning air feels.)
- (i) Repeat part (e) using the model selected in part (g).
You should not see a clear funnel pattern. (Before fitting the model in
order to save the needed residuals, click on Statistics and check the
box for the Durbin-Watson statistic.)
- (j) Give the value of the Durbin-Watson statistic (based on the
model fit for parts (g) and (i)). (Note: It only makes sense to
compute the Durbin-Watson statistic if the data in the Data
Editor is in some sort of a natural order. In this case, we have
time-ordered data.)
Since the value of the Durbin-Watson statistic is greater than 2, we
don't have strong evidence of a problem with positive autocorrelation.
(Positive autocorrelation is a condition in which successive error term
values tend to be on the whole closer in value to one another than what
occurs with independent error terms. Positive autocorrelation leads to
values of the Durbin-Watson statistic less than 2 (although values not
too much less than 2 shouldn't be taken as strong evidence of positive
autocorrelation). Ideally, the value of the dependent variable should
be observed at equally-spaced points in time, and we don't have that
with this data. Because of this problem, one can also check on the
autocorrelation issue by plotting the residuals against time.)
- (k) Plot the unstandardized residuals against a variable created
from the dates, assinging the value of 1 to 11/10/87, the value 4 to
11/13/87, the value 5 to 11/14/87, ..., the value 75 to 01/23/88, and
the value 76 to 01/24/88. (Note that 01/24/88 is 75 days after 11/10/87,
so if we say that 11/10/87 is Day 1, then 01/24/88 is Day
76.)
- (l) As a further check of the fitted model, plot the deleted
studentized residuals against the variable (prescribed in part (k))
created from the dates. Here I am having you plot the deleted
studentized residuals against the date variable in order to make it
easier to determine which observations lead to unusual deleted
studentized residuals. Also, one can compare this plot which the plot
called for in part (k). If an observation results in a relatively large
(in magnitude) deleted studentized residual, but not a relatively large
(in magnitude) unstandardized residual, it indicates that the
observation had a rather large influence on the fit (the determination
of the estimates of the coefficients). For this fitted model, it
doesn't appear to be the case that any of the unusual observations have
high influence. However, there is one observation which leads to a
rather large residual. But if 33, instead of 30, is added to each of the
original dependent variable (TIME) values before taking the log of this
variable to obtain a transformed variable to model, the problem of the
large residual disappears (and so I would prefer to use this second
transformation of TIME). (Some refer to regression modeling as an
art. I definitely think that it's a skill that's not easy to master.
There's a lot more to it than I have time to teach you this semester.
But if you have a good understanding of this HW problem, I would say
that you've had a good first lesson.)
- Problem 112 (0 points)
- Consider the
chemical engineering data described here.
(Here is a link to the 24 Yield values.
Here is a link to the 24 Time values.
Here is a link to the 24 Temp values.)
- (a) Use Graphs > Scatter > Matrix to create a scatterplot
matrix of the dependent variable and the two predictor variables.
Which of the predictor variable appears to have a strongest correlation with
the dependent variable?
- (b) Fit a multiple regression model using both predictor
variables (linearly --- i.e., don't transform them or add any higher
order terms). You can do this using
Analyze > Regression > Linear, clicking the dependent variable
(Yield) into the Dependent box, the two predictor variables (Time and Temp) into
the Independent box, and using the default Method of
Enter. For now, just save the Unstandardized Predicted Values and the Studentized Residuals.
- (i) Give the value of R2.
- (ii) Give the p-value which results from the t test of the null hypothesis that
the coefficient of Time is 0 against the alternative that
the coefficient of Time is not 0.
- (iii) Give the p-value which results from the t test of the null hypothesis that
the coefficient of Temp is 0 against the alternative that
the coefficient of Temp is not 0. (You should find that both p-values are less than 0.05, indicating that both
predictors should be used in a good model of the phenomenon.)
- (iv) Examine a plot of the studentized residuals against the unstandardized predicted values (so residuals on
vertical axis and predicted values on horizontal axis). (You should see a pattern indicating nonlinearity --- the
residuals corresponding to the lowest 4 predicted values are all negative, the
residuals corresponding to the highest 3 predicted values are all negative, and the majority of the residuals
corresponding to the middle group of predicted values are positive ... there is a curved pattern as opposed to a
"band" centered on 0.)
- (c) The apparent nonlinearity makes it worthwhile to try fitting a 2nd-order model. To do this, use
Transform > Compute to create three new variables (perhaps calling them Time2 (for the square of
Time),
Temp2 (for the square of
Temp), and TimeTemp (for the product of Time and Temp)). Fit the 2nd-order model (using
5 predictors), and this time
save the Unstandardized Predicted Values,
the Studentized Residuals,
the Studentized deleted Residuals.
- (i) Give the value of R2.
- (ii) Upon looking at the results from the t tests about the coefficients of the variables,
you should
find that 4 of them indicate that the p-value is less than 0.0005.
Give the variable that has the largest p-value associated with it, and give the p-value.
- (iii) Since all of the p-values for the 2nd-order terms are less than 0.05, we know that these terms are usful
in the model, and there is no real need to do an F test. Nevetheless, do an F test of the null
hypothesis that all of the coefficients for the 2nd-order variables are 0 against the alternative that these
coefficients are not all equal to 0. Give the value of the test statistic, and the resulting p-value.
(To do this you can use the output
generated when fitting the 2nd-order model to obtain one of the needed SSR (sum of squared residuals) values.
The other one can be obtained from the output generated when the 1st-order model was initially fit.
One can use Transform > Compute to obtain
the value of the desired F statistic and the p-value. (To do
this, type in Fstat for the name of the Target Variable, and in
the Numeric Expression box put (SSRred - SSRfull)/(df*SSRfull/(n-p-1)),
where SSRfull is the SSR value for the 2nd-order model,
SSRred is the SSR value for the 1st-order model,
df
is the difference between the number of coefficients estimated for the
2nd-order model and the number of coefficients estimated for the
1st-order model, n is the sample size, and p is the number of predictor variables used in the full (in
this case, 2nd-order) model.
(Note: In this problem, I'm using SSR for the sum of the squared residuals, whereas in part (d) of the
previous problem, I let SSR be the sum of squares due to regression. Either way of obtaining the F statistic
works, since SSRred - SSRfull, where SSR is the sum of the squared residuals, is equal to SSRfull - SSRred, where SSR
is the sum of squares due to regression. You can see it given differently in different books --- but either way you
do it you get the same value. So in the numerator
of the F statistic used for determing whether or not there is significant evidence that at least some of the
2nd-order terms are useful, you can take the difference of the SS (sum of squares) values on the regression row of the
ANOVA table in the
output (subtracting result for 1st-order model from result for 2nd-order model) or you can take the difference of the SS values in the residual row of the ANOVA table in the output (subtracting result for 2nd-order model from result for
1st-order model).
In the denominator of the F statistic, you can use the MS (mean square) value from the residual row of the ANOVA table in the
output, or you can use SSRfull/(n - p - 1), where here SSR needs to be the sum of the squared residuals
(the SS value from the residual row of the ANOVA table in the output).)
Clicking
OK produces
the value of the F statistic (in 24 different places down a
column in the Data Editor (but this works out okay). To obtain
the p-value,
type in pvalue for the name of the Target Variable, and in
the Numeric Expression box put 1 - CDF.F(Fstat,df1,df2),
where df1 is the same as the df value used in the F
statistic, and df2 is the df value associated with the MSE of the 2nd-order model (which is n -
p - 1).
Clicking OK puts the desired p-value
in 36 different places down a
column in the Data Editor.
(Note: SSRfull/(n - p - 1) is the same as the MSE for the 2nd-order model. But rather than take
the MSE value reported in the output, which has been rounded to 3 significant digits, it's better to use the SSR
value reported in the output, since it is reported with 4 significant digits, and so we won't be subjected to as much
rounding error.)))
- (iv) At this point it would be good to check on the residuals. A plot of the studentized residuals (from the
2nd-order model) against the predicted vlaues (from the 2nd-order model) doesn't strongly suggest nonlinearity, and
there is no clear funnel pattern indicative of heteroscedasticity.
Further checks can be done by plotting the residuals against both Time and Temp, and noting that curved
patterns are not found.
Given that the 2nd-order model seems to be a good stopping point (there is not enough data to fit a 3rd-order
model, and the lack of apparent nonlinearity and the high
R2
value suggest that the 2nd-order model may be adequate), one can check to see if any of the 24 observations is a
bothersome outlier by comparing the studentized deleted residuals to the studentized residuals.
(An observation that has a large studentized deleted residual but a relatively small studentized residual is a point
that had high influence on the fit.) A good way to compare these residuals graphically is to plot the studentized
deleted residuals against the studentized residuals. (Upon doing this, one should see a strong diagonal pattern, and
upon closer inspection, one can note that for each of the 24 observations, the studentized residual and studentized
deleted residual values are quite similar.) Finally, one can create a probit plot of the residuals to see
that we don't have drastic nonnormality. (Often the problit plot is made form the standardized residuals (or the
unstandardized residuals), but it'll be okay to just use the studentized residuals.)
I suggest that you examine all of the plots indicated in this
part.
- Problem 113 (1.5 extra credit points)
- Do Exercise 10.5 on p. 400 of S&W, only respond to the question by
reporting an appropriate p-value.
- Problem 114 (1.5 extra credit points)
- Consider Exercise 10.13 on pp. 408-409 of S&W. Instead of giving a
fictitious data set, simply fill in the 2 by 2 table of counts in such a
way so that the value of the usual (uncorrected) chi-square statistic is 0,
in addition to being in agreement with the information already on p.
408.
- Problem 115 (3 extra credit points)
- Do part (c) Exercise 10.17 on p. 409 of S&W. (Be sure to address
both items.)
- Problem 116 (3 extra credit points)
- Do Exercise 10.53 on p. 434 of S&W, only respond to the question by
reporting an appropriate p-value.
- Problem 117 (3 extra credit points)
- Do Exercise 10.62 on p. 441 of S&W.
(Note: S&W provides answers for 10.59 and 10.61, which are
similar.)
Here is some information about the
homework component of your grade for the course, my late
homework policy, and the presentation of HW
solutions.