STA 6167 – Exam 3 – Spring 2014 PRINT Name __________________________________________________________ Conduct all tests at = 0.05 significance level. Q.1. Three Poisson regression models relating the rate of fatalities for the British rail system versus year (1967-2003) were fit. The rate was (fatalities/million miles of train service). The British railway system was privatized in 1994, and an indicator variable for privatized was created. The following models were fit (where i / ti = mean rate of fatalities, X1 = Year – 1967, X2 = 1 if privatized (post 1994), 0 if not): 1. ln i ti 0 1 X 1 2. ln i ti 2 ln L1 486.64 3. ln i 0 1 X 1 2 X 2 3 X 1 X 2 ti 0 1 X 1 2 X 2 2 ln L2 443.86 2 ln L3 443.36 Parameter Estimates and Standard Errors are given below for each model. Parameter Intercept X1 X2 X1*X2 Model1 Estimate (SE) -1.9069 (0.0431) -0.0209 (0.0022) #N/A #N/A Model2 Estimate (SE) -2.0430 (0.0492) -0.0058 (0.0032) -0.5932 (0.0913) #N/A Model3 Estimate (SE) -2.0469 (0.0496) -0.0055 (0.0032) -0.0462 (0.7803) -0.0172 (0.0245) p.1.a. Test H0: 2 = 3 = 0 versus HA: 2 and/or 3 ≠ 0 Test Statistic: _____________________________________ Rejection Region: _____________________________ p.1.b. Assuming the interaction is not significant, Use the Wald Test, and the Likelihood Ratio tests to test for a privatization effect: H0: 2 = 0 versus HA: 2 ≠ 0 Wald Statistic: __________________ LR Statistic: ______________________ Rejection Region: _____________ p.1.c. Based on model 2, the fitted values for 1993 (X1=1993-1967=26, X2=0, t1993=425) and for 1995 (28, 1, 423) are: Y-hat(1993)= _______________________________ Y-hat(1995) = _______________________________ Q.2. A nonlinear regression model was fit, relating beer foam height (Y, centimeters) to time since pouring (X, seconds) for three brands of beer. We have 3 dummy variables, one for each brand due to the nonlinearity. The model fit is: 1 if Brand 1 for observation i 1 if Brand 2 for observation i 1 if Brand 3 for observation i Z1i Z 2i Z 3i 0 otherwise 0 otherwise 0 otherwise Model 1: (Brand Specific Equations): Yi 01Z1i exp 11 XZ1i 02 Z 2i exp 12 XZ 2i 03 Z 3i exp 13 XZ 3i i Model 2: (Common Equations): Yi 0 exp 1 X i 0 Z1i Z 2i Z 3i exp 1 X Z1i Z 2i Z 3i i Model 3: (Brand 1 vs Common 2&3): Yi 01Z1i exp 11 XZ1i 023 Z 2i Z 3i exp 123 X Z 2i Z 3i i Note: Each brand was observed at 15 time points between 0 and 360 seconds, thus the overall sample size is n=45. Results for the 3 models are given below. Model1 (Brand Specific Curves) Model2 (Common Curves) Parameter Estimate t Parameter Estimate t b01 16.5 79.3 b0 14.3 b11 0.0034 29.0 b1 0.0049 b02 13.23 53.6 b12 0.0068 26.7 b03 13.37 57.0 b13 0.0056 26.6 SSE1 6.03 SSE2 184.09 Model 3 (Brands 2&3 vs 1) Parameter Estimate t 20.8 b01 16.5 9.2 b023 0.0034 b11 13.29 b123 0.0061 SSE3 62.2 22.7 61.3 29.5 10.31 p.2.a. Give the fitted values (predicted beer foam height) based on model 1 for each brand at X=120 seconds. Brand 1 ________________________ Brand 2 _________________________ Brand 3 ________________________ p.2.b. Use Models 1 and 2 to test H0: (Common Curves for All Brands) Test Statistic: _______________________________ Rejection Region: ____________________________ p.2.b. Use Models 1 and 3 to test H0: (Common Curves for Brands 2 and 3) Test Statistic: _______________________________ Rejection Region: ____________________________ Q.3. A study was conducted to relate probability of returning to a whale viewing boat tour (Y=1 if Yes, Y=0, if No) to several predictors, based on a sample of n=410 tourists after the tour: X1 = Perceived Crowding (1 if the # of boats affected their enjoyment, 0 if Not) X2 = Reported Crowding (# of boats subject saw near whales) X3 = Subjective Norm (1 if Societal Pressure to do act, such as conservation, 0 if Not) X4 = Income ($1000s/Month) X5 = Prices of Substitute activities (Scuba-Diving, Rafting, and Snorkeling) p.3.a. Complete the following Table. Variable Perceived Crowding Reported Crowding Subjective Norm Income Prices of Substitute Estimate Std Err Lower Bound CI -0.563 0.248 -0.125 0.059 0.421 0.217 0.540 0.329 0.172 0.106 Upper Bound CI Odds Ratio Odds Ratio LB Odds Ratio UB p.3.b. Give the predicted probabilities of return for the boat tour for the following levels of the independent variables. i) X1 = 1, X2 = 6, X3 = 0, X4 = 1, X5=1 ii) X1 = 0, X2 = 2, X3 = 1, X4 = 3, X5=3 Q.4. An Analysis of Covariance is conducted to compare three exercise regimens with respect to conditioning. Each participant is given a test to measure their baseline strength prior to training (X). Out of the 30 participants, 10 are assigned to method 1 (Z1=1, Z2=0), 10 are assigned to method 2 (Z1=0, Z2=1), and the remaining 10 receive method 3 (Z1=0, Z2=0). After training, each participant is given a test of their strength (Y) . Model 1: E(Y) = X Model 2: E(Y) = X + 1Z1 + 2Z2 Model 3: E(Y) = X + 1Z1 + 2Z2+ 1XZ1 + 2XZ2 R12 = .204 R22 = .438 R32 = .534 p.4.a. Test whether the slopes relating Y to X differ for the three exercise regimen. H0: __________________ Test Statistic ________________________________ Rejection Region: _____________________ Reject H0 ? ______ p.4.b. Assuming no interaction, test whether the three regimens differ, after controlling for X H0: __________________ Test Statistic ________________________________ Rejection Region: _____________________ Reject H0 ? ______ p.4.c. Based on Model 2, give the adjusted means for the 3 regimens. (X-bar=29) Coefficientsa Model 1 2 3 (Constant) X (Constant) X Z1 Z2 (Constant) X Z1 Z2 XZ1 XZ2 Unstandardized Coefficients B Std. Error 18.088 7.382 .676 .252 17.258 7.639 .721 .238 3.224 2.590 -4.650 2.503 9.456 11.772 .970 .373 28.333 15.588 -12.390 17.222 -.885 .526 .299 .577 Standardized Coefficients Beta .452 .482 .228 -.328 .649 2.002 -.875 -1.735 .606 t 2.450 2.683 2.259 3.030 1.245 -1.857 .803 2.604 1.818 -.719 -1.684 .519 Sig. .021 .012 .032 .005 .224 .075 .430 .016 .082 .479 .105 .609 a. Dependent Variable: Y Regimen 1 _________________________ Regimen 2 _______________________ Regimen 3 ___________________ Q.5. A study compared 3 foods on serum glucose levels. A sample of 12 subjects were selected, and randomized such that 4 people received Food A, 4 received Food B, and 4 received Food C. Each subject’s glucose levels were observed at 3 time points after eating the meal (15, 30, and 45 minutes). p.5.a. Complete the following ANOVA table. Source Food Subject(Food) Time Food*Time Error2 Total df SS MS F F(.05) Significant? 1020.67 413.33 170.17 869.67 128.17 2602.00 p.5.b. The means for each food/time combination are given below. Use Bonferroni’s method to compare all pairs of food, separately for each time (treat each time as a separate “family”, when making adjustment). Food\Time 1 2 3 Time 1: Food1 1 19 22 26 2 35 20 27.25 Food2 Food3 3 31.5 11.5 35.75 Time 2: Food2 Food3 Food1 Time 3: Food2 Food1 Food3 Q.6. A study was conducted to compare 5 Nitrogen levels (0, 45, 90, 135, 180 kg/hectare) and Rice Straw (Absent/Present) on Rice Grain Yield (100s of kg/hectare). The experiment was conducted as a split-plot design, with whole plot factor being Nitrogen level, and sub-plot factor being Rice Straw. The experiment was conducted in 3 blocks (Years). p.6.a. Complete the following Analysis of Variance Table. ANOVA Source WP Block WP*Block SP WP*SP Error Total df SS MS F F(.05) 5693.63 216.82 60.18 110.82 0.96 6098.94 p.6.b. Assuming no significant Nitrogen/Rice Straw Interaction, compute Bonferroni’s Minimum significant Difference for comparing pairs of Nitrogen level effects. Show which levels are significantly different. Nitrogen 0 45 90 135 180 Mean 48.65 75.19 79.07 85.85 85.96 Rice Straw 0 1 Mean 73.02 76.87 Bonferoni MSD = ________________________ Nit0 Nit45 Nit90 Nit135 Nit180 p.6.c. Compute a 95% Confidence Interval for the effect of Using Rice Straw, versus not using rice straw. Have an Excellent Summer!