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    2024 STA2142 Tutorial Set 2

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    tshilidzimulaudzi73
    This document contains 3 questions regarding multiple linear regression analysis. Question 1 provides output from a regression analysis and asks to interpret the regression coefficients, predict values, and test significance. Question 2 provides house price and characteristic data and asks to estimate regression coefficients, test significance, and calculate additional regression statistics. Question 3 provides data on animal semen survival based on 3 materials and asks to estimate survival for a combination of materials and construct a confidence interval.

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    2024 STA2142 Tutorial Set 2

    Uploaded by

    tshilidzimulaudzi73
    16 views3 pages
    This document contains 3 questions regarding multiple linear regression analysis. Question 1 provides output from a regression analysis and asks to interpret the regression coefficients, predict values, and test significance. Question 2 provides house price and characteristic data and asks to estimate regression coefficients, test significance, and calculate additional regression statistics. Question 3 provides data on animal semen survival based on 3 materials and asks to estimate survival for a combination of materials and construct a confidence interval.

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    2024 STA2142 Tutorial set 2

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    This document contains 3 questions regarding multiple linear regression analysis. Question 1 provides output from a regression analysis and asks to interpret the regression coefficients, predict values, and test significance. Question 2 provides house price and characteristic data and asks to estimate regression coefficients, test significance, and calculate additional regression statistics. Question 3 provides data on animal semen survival based on 3 materials and asks to estimate survival for a combination of materials and construct a confidence interval.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    16 views3 pages

    2024 STA2142 Tutorial Set 2

    Uploaded by

    tshilidzimulaudzi73
    This document contains 3 questions regarding multiple linear regression analysis. Question 1 provides output from a regression analysis and asks to interpret the regression coefficients, predict values, and test significance. Question 2 provides house price and characteristic data and asks to estimate regression coefficients, test significance, and calculate additional regression statistics. Question 3 provides data on animal semen survival based on 3 materials and asks to estimate survival for a combination of materials and construct a confidence interval.

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    STA2142 Tutorial set 2

    QUESTION 1
    1 Consider the following model Y =β0 + β1 𝑥𝑥1 + β2 𝑥𝑥2 where
    Y = Price of apartments
    𝑋𝑋1 = Distance of each apartment from the downtown in kilometres
    𝑋𝑋2= Area of each apartment in square feet

    THE REGRESSION ANALYSIS IS GIVEN BELOW


    Output of regression analysis

    a) Identify the least square point estimates 𝑏𝑏0 , 𝑏𝑏1 𝑎𝑎𝑎𝑎𝑎𝑎 𝑏𝑏2
    b) Use the above output to estimate the multiple linear regression equation
    c) Interpret each one of the estimated regression coefficients
    d) Predict the price of an apartment within 10 km distance from downtown and its
    size is 105 square feet
    e) Test the overall regression model for statistical significance , use α = 0.05
    f) Test the statistical significance of 𝑋𝑋2
    g) Construct and interpret a 95% interval for 𝑏𝑏2
    QUESTION 2

    The following data relate to Price (Y) of five randomly chosen houses in a certain
    neighborhood the corresponding ages of the houses 𝑋𝑋1 and square footage 𝑋𝑋2

    Y 100 80 104 94 130


    𝑋𝑋1 1 5 5 10 20
    𝑋𝑋2 1 1 2 2 3

    The ANOVA table is given by:


    ANOVA table
    Sources of variation df SS MS F P
    Regression 2 956.5 478.2 2.50 0.286
    Residuals 2 382.7 191.4
    Total 4 1339.2

    The inverse of matrix is as follows:


    2.3076 0.1565 −1.8840
    (X ′ 𝑋𝑋) −1
    = � 0.1565 0.0258 −0.2044�
    −1.8840 −0.2044 1.9779
    a) Find the X’Y
    b) Estimate the β′ 𝑠𝑠 in the model Y=β0 + β1 𝑋𝑋1 + β2 𝑋𝑋2 + 𝜀𝜀
    c) Is β2 statistically significant?
    d) Test the significance of the regression model
    e) Calculate the estimate of the following:
    i. Covariance of 𝑏𝑏1 , 𝑏𝑏2 i. e Cov(𝑏𝑏1 , 𝑏𝑏2 )
    ii. The variance of the predicted value of Y for the point 𝑋𝑋1 = 3, 𝑋𝑋2 = 5

    QUESTION 3

    The percent survival of a certain type of animal semen, after storage, was measured at
    various combinations of three materials used to increase chance of survival.
    Where
    Y = % survival
    X 1 = material 1 weight %
    X 2 = material 2 weight %
    X 3 = material 3 weight %
    Suppose that the regression model Y = β 0 + β 1 X 1 + β 2 X 2+ β 3 X 3 + ε is an appropriate

    model relating y to X 1 , X 2 and X 3 .


    The following calculations were made

     8.0648 − 0.0826 − 0.0942 − 0.7905  377.5 


    − 0.0826 0.0085 0.0017 0.0037  1877.567 
    ( X ' X ) −1 =  X'y =  
    − 0.0942 0.0017 0.0166 − 0.0021  2246.661
       
    − 0.7905 0.0037 − 0.0021 0.0886  3337.780
    13 13
    b' X ' y = 11361 ∑ yi = 377.5
    i =1
    ∑y
    i =1
    2
    i = 11400.15

    (a) Find the estimated percent survival when x01 = 3% , x02 = 8% and x03 = 9%
    (b) Construct a 95% confidence interval for the mean percent survival when x01 = 3% ,
    x02 = 8% and x03 = 9%

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