STA 4210 – Exam 3 - 2014 Take Home Project
Each student has n=12 measurements, at the X levels given at the top of the page for X1 , X2, and X3
(a dummy variable for group).
Neatly complete the following parts on this sheet, based on the multiple linear regression model with
independent and normally distributed errors of constant variance.
This is due at beginning of Exam 3 on Wednesday, Dec. 10. No late exams will be accepted.
No partial credit will be given on any parts. For parts 3 and 4, use Model 3.
Fit the following 3 Models:
Model 1: E Y    0  1 X 1   2 X 2
Model 2: E Y    0  1 X 1   2 X 2  3 X 3
Model 3: E Y    0  1 X 1   2 X 2  3 X 3   4 X 1 X 3  5 X 2 X 3
1) Give the error sum of squares, the mean square error, R2, AIC, and BIC=SBC for each model.
Model
1
2
3
SSE
MSE
R-square
AIC
BIC=SBC
2) Use the F-test to test H0: 4 = 5 = 0 versus HA: 4 ≠ 0 and/or 5 ≠ 0 (=0.05)
Test Statistic ______________________________ Rejection Region ______________________________
3) Assume the data were collected over time. Compute the Durbin-Watson statistic
4) Compute the estimate of the autocorrelation parameter based on the Cochrane-Orcutt Procedure