Assignment 2

advertisement
BSAD 6312 Regression Assignment 2
A. Using the handout distributed in class; answer the following for the model below:
Y = 0 + 1*(X) + 

 Answer “Is it appropriate to interpret b0? Why or why not?” If so, test (using the
output) H0:0 = 0 vs. the alternative H1:0 <> 0. If so, construct (using the output) and interpret
in context a 95% confidence interval estimate for 0.
2. Test H0:1 = 0 vs. the alternative H1:1 <> 0. Construct and interpret in context a 95%
confidence interval estimate for 1.
3. Interpret in context the coefficient of determination.
4. For the value of X in the first observation, construct and interpret in context a 95%
confidence interval estimate for y|x1.
5. For the value of X in the last observation, construct and interpret in context a 95%
prediction interval for Y|x1.
B. Using the software of your choice, perform a simple regression with the UBSprices data and
answer Problems 2.2-2.4.
C. Collect at least 25 observations of a predictor variable, X, and a response variable Y. The data
may not be from a text. Otherwise, it can be anything of interest to you: research in another
course, sports data, data from work, etc. Using the software of your choice perform a
regression analysis that enables you to answer questions 1 – 5 above for your data. If you are
using NCSS, run a “Linear Regression” with output indicated below.
Download