Applied Linear Statistical Models Midterm Test – November 2, 2003 Dr. Douglas H. Jones Instructions: Please mark your answers in the answer sheet (attached). Mark in the upper right hand side the header of answer sheet with your name and student number. You are not to consult with any person. You may use only the notes, textbook, SPSS, and Excel. Problem scenario: Sixteen batches of plastic were made, and from each batch one test item was molded. Each test item was randomly assigned to one of the four predetermined times levels, and the hardness was measured after the assigned elapsed time. The results are shown below; X is the elapsed time in hours, and Y is hardness in Brinell units. OBS 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 Y 199 205 196 200 218 220 215 223 237 234 235 230 250 248 253 246 X 16 16 16 16 24 24 24 24 32 32 32 32 40 40 40 40 The actual data are to be found at the website http://www.rci.rutgers.edu/~dhjones/APPLIED_LINEAR_STATISTICAL_MODELS(PHD)/ TEST1/ under the file name plastic.xls. The first-order regression model Yi 0 1 X i i is to be fit to the data. Using this model, answer the following problems. 1 Problem 1 The 95 percent confidence interval for the change in the mean hardness when the elapsed time increases by one hour is a) Lower = 1.830; Upper = 2.248 b) Lower = 162.901; Upper = 174.299 c) Lower = 1.840; Upper = 2.228 d) Lower = 162.941; Upper = 174.259 Problem 2 The percent of variation in Y accounted for by the model is a) 97.1 percent b) 98.6 percent c) 97.3 percent d) 97.3 percent Problem 3 The plastic should get harder as time increases. Conduct a test to decide whether this is being true; use = .05. The alternatives, decision rule, and conclusion is a) H0: 1 = 0 H0: 1 > 0; Reject Ha if p-value < .05; p-value 1.08X10-12, therefore reject H0. b) H0: 1 = 0 H0: 1 > 0; Reject Ha if p-value < .05; p-value 2.16X10-12, therefore reject H0. c) H0: 1 = 0 H0: 1 0; Reject Ha if p-value < .05; p-value 2.16X10-12, therefore reject H0. d) H0: 1 = 0 H0: 1 > 0; Reject Ha if p-value > .05; p-value 2.16X10-12, therefore reject H0. 2 Problem 4 The plastic manufacturer has stated that the mean hardness should increase by 2 Brinell units per hour. Conduct a two-sided test to decide whether this standard is being satisfied; use = .05. The alternatives, decision rule, and conclusion is a) H0: 1 = 0 H0: 1 = 2; Reject Ha if p-value < .05; p-value 0.709444456, therefore do not reject H0. b) H0: 1 = 0 H0: 1 = 2; Reject Ha if p-value < .05; p-value 0.354722228, therefore reject H0. c) H0: 1 = 2 H0: 1 2; Reject Ha if p-value > .05; p-value 0.354722228, therefore do reject H0. d) H0: 1 = 2 H0: 1 2; Reject Ha if p-value < .05; p-value 0.709444456, therefore do not reject H0. Problem 5 Obtain the power of your test in Problem 4 if the standard actually is being exceeded by .3 Brinell units per hour. Assume {b1} = .1. Select the closest value from the following choices. a) .05 b) .80 c) .53 d) .95 Problem 6 Perform the F test determine whether or not there is lack of fit of a linear regression function; use = .05. The alternatives, decision rule, and conclusion is a) H0: E(Y) = 0 + 1X Ha: E(Y) 0 + 1X; Reject H0 if F> F(.95; 2, 14) ; p-value 0.462, therefore do not reject H0. b) H0: E(Y) 0 + 1X Ha: E(Y) = 0 + 1X; Reject H0 if F< 3.89; F = 0.82, therefore reject H0. c) H0: E(Y) = 0 + 1X Ha: E(Y) 0 + 1X; Reject H0 if F> 3.89; F 0.82, therefore do not reject H0. d) H0: E(Y) = 0 + 1X Ha: E(Y) 0 + 1X; Reject H0 if F> 3.89 ; F 493.75, therefore reject H0. 3 Problem 7 Management wishes to obtain interval estimates of the mean hardness when the elapsed time is 20, 30, and 40 hours, respectively. Calculate the desired confidence intervals, using the Bonferroni procedures and a 95 percent family confidence coefficient. a) X 20 30 40 Lower 206.9610 227.8544 247.0733 Upper 211.6140 231.4082 252.8767 b) X 20 30 40 Lower 206.3395 227.3797 246.2982 Upper 212.2355 231.8828 253.6518 c) X 20 30 40 Lower 227.8544 206.9610 247.0733 Upper 231.4082 211.6140 252.8767 d) Lower 205.9587 227.0889 245.8233 Upper 212.6163 232.1736 254.1267 X 20 30 40 4 Problem 8 Management wishes to obtain interval estimates of the mean hardness when the elapsed time is 20, 30, and 40 hours, respectively. Calculate the desired confidence intervals, using the Working-Hotelling procedures and a 95 percent family confidence coefficient. a) X 20 30 40 Lower 206.3212 227.3658 246.2755 Upper 212.2538 231.8967 253.6745 b) X 20 30 40 Lower 201.2605 223.5006 239.9636 Upper 217.3145 235.7619 259.9864 c) X 20 30 40 Lower 227.8544 206.9610 247.0733 Upper 231.4082 211.6140 252.8767 d) Lower 205.9587 227.0889 245.8233 Upper 212.6163 232.1736 254.1267 X 20 30 40 5 Problem scenario: The primary objective of the Study on the Efficacy of Nosocomial Infection Control (SENIC Project) was to determine whether infection surveillance and control programs have reduced the rates of nosocomial (hospital-acquired) infection in the United States hospitals. This data set consists of a random sample of 113 hospitals selected from the original 338 hospitals surveyed. Variable Number Variable Name Variable Label Description 1 ID Identification Number 1 -- 113 4 Y Infection Risk Average estimated probability acquiring infection in hospital (in percent) 5 X1 Routine culturing ratio Ratio of number of cultures performed to number of patients without signs or symptoms of hospital-acquired infection, times 100 6 X2 Routine chest X-ray ratio Ratio of number of X-rays performed to number of patients without signs or symptoms of pneumonia, times 100 The actual data are to be found at the website http://www.rci.rutgers.edu/~dhjones/APPLIED_LINEAR_STATISTICAL_MODELS(PHD)/ TEST1/ under the file name senic.sav. The first-order regression model in two predictors Yi 0 1 X i1 1 X i 2 i is to be fit to the data. For this model, answer the following problems. Problem 9 What is the value of ( XX)1 ? a) 0.168187 0.000264411 0.000264 0.000104023 -0.002003 -2.3365E-05 -0.00200314 -2.3365E-05 2.90603E-05 b) -1.275929 -0.01658002 0.018947172 0.01852 0.000216022 -0.000268678 0.014508 0.000270169 -0.000230009 c) 0.159428 -0.00318123 -0.001229205 0.004512 0.001775218 -0.000398737 -0.002085 -5.5736E-05 3.63311E-05 d) 0.381408 0.002751463 -0.005096418 -0.109853 -0.00128135 0.001593677 0.006702 0.000179107 -0.000116751 6 Problem 10 What is the value of b? a) (Constant) X1 X2 b 0.018235 1.940969 0.058598 (Constant) X1 X2 b 1.940969 0.018235 0.058598 (Constant) X1 X2 b 0.018235 0.058598 1.940969 (Constant) X1 X2 b 1.940969 0.058598 0.018235 b) c) d) Problem 11 What is the value of SStot? a) .358 b) .608 c) 74.405 d) 201.380 7 Problem 12 What is the value of standard error of the estimate? a) 126.975 b) .369 c) 1.07439 d) 37.203 8 Name: SN: Answer Sheet (Circle your choice) Problem Answer 1 a b c d 2 a b c d 3 a b c d 4 a b c d 5 a b c d 6 a b c d 7 a b c d 8 a b c d 9 a b c d 10 a b c d 11 a b c d 12 a b c d 9