Exam 12: Multiple Regression and Model Building

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Why is the random error term ? added to a multiple regression model?

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Retail price data for n=60n = 60 hard disk drives were recently reported in a computer magazine. Three variables were recorded for each hard disk drive: y=y = Retail PRICE (measured in dollars) x1=x _ { 1 } = Microprocessor SPEED (measured in megahertz) (Values in sample range from 10 to 40 ) x2=x _ { 2 } = CHIP size (measured in computer processing units) (Values in sample range from 286 to 486 ) A first-order regression model was fit to the data. Part of the printout follows: Analysis of Variance SOURCE DF SS MS F VALUE PROB > F MODEL 2 34593103.008 17296051.504 19.018 0.0001 ERROR 57 51840202.926 909477.24431 CTOTAL 59 86432305.933 ROOT MSE 953.66516 R-SQUARE 0.4002 DEP MEAN 3197.96667 ADJ R-SQ 0.3792 C.V. 29.82099 Test to determine if the model is adequate for predicting the price of a computer. Use α=\alpha = .01.01 .

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A qualitative variable whose outcomes are assigned numerical values is called a coded variable.

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The stepwise regression procedure may not be used when the inclusion of one or more dummy variables is under consideration.

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Consider the interaction model E(y)=3.6+1.2x1+2.4x2+.2x1x2E ( y ) = 3.6 + 1.2 x _ { 1 } + 2.4 x _ { 2 } + .2 x _ { 1 } x _ { 2 } . Determine the change in E(y)E ( y ) when x1x _ { 1 } is changed from 6 to 7 and x2x _ { 2 } is held fixed at 3 .

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As part of a study at a large university, data were collected on n=224n = 224 freshmen computer science (CS) majors in a particular year. The researchers were interested in modeling yy , a student's grade point average (GPA) after three semesters, as a function of the following independent variables (recorded at the time the students enrolled in the university): x1=x _ { 1 } = average high school grade in mathematics (HSM) x2=x _ { 2 } = average high school grade in science (HSS) x3=x _ { 3 } = average high school grade in English (HSE) x4=x _ { 4 } = SAT mathematics score (SATM) x5=x _ { 5 } = SAT verbal score (SATV) A first-order model was fit to data. A 95%95 \% confidence interval for β1\beta _ { 1 } is (.06,.22)( .06 , .22 ) . Interpret this result.

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A graphing calculator was used to fit the model E(y)=β0+β1x+β2x2E ( y ) = \beta _ { 0 } + \beta _ { 1 } x + \beta _ { 2 } x ^ { 2 } to a set of data. The resulting screen is shown below.  A graphing calculator was used to fit the model  E ( y ) = \beta _ { 0 } + \beta _ { 1 } x + \beta _ { 2 } x ^ { 2 }  to a set of data. The resulting screen is shown below.    Which number on the screen represents the estimator of  \beta _ { 2 }  ? Which number on the screen represents the estimator of β2\beta _ { 2 } ?

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Consider the model y=β0+β1x1+β2x12+β3x2+β4x3+β5x1x2+β6x1x3+β7x12x2+β8x1x3+εy = \beta _ { 0 } + \beta _ { 1 } x _ { 1 } + \beta _ { 2 } x _ { 1 } ^ { 2 } + \beta _ { 3 } x _ { 2 } + \beta _ { 4 } x _ { 3 } + \beta _ { 5 } x _ { 1 } x _ { 2 } + \beta _ { 6 } x _ { 1 } x _ { 3 } + \beta _ { 7 } x _ { 1 } 2 _ { x _ { 2 } } + \beta _ { 8 } x _ { 1 } x _ { 3 } + \varepsilon where x1x _ { 1 } is a quantitative variable and x2x _ { 2 } and x3x _ { 3 } are dummy variables describing a qualitative variable at three levels using the coding scheme x2={1 if level 20 otherwise x3={1 if level 30 otherwise x _ { 2 } = \left\{ \begin{array} { l l } 1 & \text { if level } 2 \\0 & \text { otherwise }\end{array} \quad x _ { 3 } = \left\{ \begin{array} { l l } 1 & \text { if level } 3 \\0 & \text { otherwise }\end{array} \right. \right. The resulting least squares prediction equation is y^=8.81.1x1+3.2x12+1.6x24.4x3+.02x1x2+1.3x1x3+.01x122.06x1x3\hat { y } = 8.8 - 1.1 x _ { 1 } + 3.2 x _ { 1 } ^ { 2 } + 1.6 x _ { 2 } - 4.4 x _ { 3 } + .02 x _ { 1 } x _ { 2 } + 1.3 x _ { 1 } x _ { 3 } + .01 x _ { 1 } 2 ^ { 2 } - .06 x _ { 1 } x _ { 3 } What is the equation of the response curve for E(y)E ( y ) when x2=0x _ { 2 } = 0 and x3=0x _ { 3 } = 0 ?

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For any given model fit to a data set, the sum of the residuals is 0.

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The method of fitting first-order models is the same as that of fitting the simple straight-line model, i.e. the method of least squares.

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During its manufacture, a product is subjected to four different tests in sequential order. An efficiency expert claims that the fourth (and last) test is unnecessary since its results can be predicted based on the first three tests. To test this claim, multiple regression will be used to model Test4 score (y)( y ) , as a function of Test1 score (x1)\left( x _ { 1 } \right) , Test 2 score (x2)\left( x _ { 2 } \right) , and Test3 score (x3)\left( x _ { 3 } \right) . [Note: All test scores range from 200 to 800 , with higher scores indicative of a higher quality product.] Consider the model: E(y)=β1+β1x1+β2x2+β3x3E ( y ) = \beta _ { 1 } + \beta _ { 1 } x _ { 1 } + \beta _ { 2 } x _ { 2 } + \beta _ { 3 } x _ { 3 } The first-order model was fit to the data for each of 12 units sampled from the production line. A 95%95 \% prediction interval for Test4 score of a product with Test1 =590= 590 , Test2 =750= 750 , and Test 3=7103 = 710 is (583,793)( 583,793 ) . Interpret this result.

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The staff of a test kitchen is attempting to determine the baking time, yy , of a roast, i.e., the time it takes the internal temperature of the roast to reach 165F165 ^ { \circ } \mathrm { F } , using two variables, the temperature setting of the oven, x1x _ { 1 } , and the weight of the roast, x2x _ { 2 } , in pounds. The data for 24 roasts are shown below. Baking Times of Roasts 1 2() () 1 2() () 1 2() () 1 2() () 300 2.2 2.6 325 2.1 2.3 350 2.3 2.2 375 2.2 1.9 300 2.7 2.8 325 2.4 2.4 350 2.5 2.3 375 2.6 2.2 300 2.9 3.1 325 2.9 2.6 350 2.8 2.5 375 2.9 2.4 300 3.1 3.2 325 3.0 2.7 350 3.2 2.7 375 3.1 2.6 300 3.2 3.2 325 3.2 2.9 350 3.4 2.8 375 3.3 2.7 300 3.5 3.3 325 3.6 3.1 350 3.5 2.8 375 3.4 2.7 a. Fit a complete second-order model to the data. b. Do the data provide sufficient evidence to indicate that the second-order terms contribute information for the prediction of yy ? State the null and alternative hypotheses and the test statistic. Use α=.05\alpha = .05 .

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One of three surfaces is produced by a complete second-order model with two quantitative independent variables: a paraboloid that opens upward, a paraboloid that opens downward, or a saddle-shaped surface.

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There are four independent variables, x1,x2,x3x _ { 1 } , x _ { 2 } , x _ { 3 } , and x4x _ { 4 } , that might be useful in predicting a response yy . A total of n=40n = 40 observations is available, and it is decided to employ stepwise regression to help in selecting the independent variables that appear to useful. The computer fits all possible one-variable models of the form E(y)=β0+β1xi,i=1,2,3,4E ( y ) = \beta _ { 0 } + \beta _ { 1 } x _ { i } , i = 1,2,3,4 . The information in the table is provided from the computer printout. Variable \beta s 1 2.4 0.52 2 -0.2 0.03 3 3.6 2.11 4 0.8 0.44 Which independent variable is declared the best one-variable predictor of yy ?

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A public health researcher wants to use regression to predict the sun safety knowledge of pre-school children. The researcher randomly sampled 35 preschoolers, assigned them to one of Two groups, and then measured the following three variables: SUNSCORE: y=\quad \mathrm { y } = Score on sun-safety comprehension test READING: x1=\quad \mathrm { x } _ { 1 } = Reading comprehension score GROUP: x2=1\quad\quad x _ { 2 } = 1 if child received a Be Sun Safe demonstration, 0 if not The following two models were hypothesized: Model 1: E(y)=β0+β1x1+β2x12+β3x2+β4x1x2+β5x12x2E ( y ) = \beta _ { 0 } + \beta _ { 1 } x _ { 1 } + \beta _ { 2 } x _ { 1 } ^ { 2 } + \beta _ { 3 } x _ { 2 } + \beta _ { 4 } x _ { 1 } x _ { 2 } + \beta _ { 5 } x _ { 1 } ^ { 2 } x _ { 2 } Model 2: E(y)=β0+β1x1+β3x2+β4x1x2E ( y ) = \beta _ { 0 } + \beta _ { 1 } x _ { 1 } + \beta _ { 3 } x _ { 2 } + \beta _ { 4 } x _ { 1 } x _ { 2 } A partial f-test was conducted to compare the two models and the resulting p-value was found to be 0.0023. Fill in the blank. The results lead us to conclude that there is _____  (at α=0.05)\text { (at } \alpha = 0.05 )

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We decide to conduct a multiple regression analysis to predict the attendance at a major league baseball game. We use the size of the stadium as a quantitative independent variable and the type Of game as a qualitative variable (with two levels - day game or night game). We hypothesize the Following model: E(y)=β0+β1x1+β2x2+β3x3\mathrm { E } ( \mathrm { y } ) = \beta _ { 0 } + \beta _ { 1 ^ { \mathrm { x } } 1 } + \beta _ { 2 \mathrm { x } _ { 2 } } + \beta _ { 3 } \mathrm { x } _ { 3 } Where \quad x1=x _ { 1 } = size of the stadium \quad \quad \quad x2=1x _ { 2 } = 1 if a day game, 0 if a night game A plot of the yx1y - x _ { 1 } relationship would show:

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The model E(y)=β0+β1x1+β2x2E ( y ) = \beta _ { 0 } + \beta _ { 1 } x _ { 1 } + \beta _ { 2 } x _ { 2 } was fit to a set of data. A partial printout for the analysis follows: Actual Predict Lower 95\% CL Upper 95\% CL OBS X1 X2 Value Value Residual Predict Predict 1 7781 644 74.707 83.175 -8.468 47.224 119.126 Interpret the value of the residual when x1=7,781x _ { 1 } = 7,781 and x2=644x _ { 2 } = 644 .

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An elections officer wants to model voter turnout (y)( y ) in a precinct as a function of the type of precinct. Consider the model relating mean voter turnout, E(y)E ( y ) , to precinct type: E(y)=++, where =1 if urban, 0 if not =1 if suburban, 0 if not (Base level = rural) The pp -value for the test H0:β1=β2=0H _ { 0 } : \beta _ { 1 } = \beta _ { 2 } = 0 is . 14 . Interpret the result.

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A study of the top MBA programs attempted to predict the average starting salary (in $1000's) of graduates of the program based on the amount of tuition (in $1000's) charged by the program and the average GMAT score of the program's students. The results of a regression analysis based on a sample of 75 MBA programs is shown below: Least Squares Linear Regression of Salary Predictor Variables Coefficient Std Error T P VIF Constant -203.402 51.6573 -3.94 0.0002 0.0 Gmat 0.39412 0.09039 4.36 0.0000 2.0 R-Squared 0.6857 Resid. Mean Square (MSE) 427.511 Adjusted R-Squared 0.6769 Standard Deviation 20.6763 Identify the test statistic that should be used to test to determine if the amount of tuition charged by a program is a useful predictor of the average starting salary of the graduates of the program.

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As part of a study at a large university, data were collected on n=224n = 224 freshmen computer science (CS) majors in a particular year. The researchers were interested in modeling yy , a student's grade point average (GPA) after three semesters, as a function of the following independent variables (recorded at the time the students enrolled in the university): x1=x _ { 1 } = average high school grade in mathematics (HSM) x2=x _ { 2 } = average high school grade in science (HSS) x3=x _ { 3 } = average high school grade in English (HSE) x4=x _ { 4 } = SAT mathematics score (SATM) x5=x _ { 5 } = SAT verbal score (SATV) A first-order model was fit to data with the following results: SOURCE DF SS MS F VALUE PROB > F MODEL 5 28.64 5.73 11.69 .0001 ERROR 218 106.82 0.49 TOTAL 223 135.46 ROOT MSE 0.700 R-SQUARE 0.211 DEP MEAN 4.635 ADJR-SQ 0.193 PARAMETER STANDARD T FOR 0: VARIABLES ESTIMATE ERROR PARAMETER =0 PROB >|T| INTERCEPT 2.327 0.039 5.817 0.0001 X1 (HSM) 0.146 0.037 3.718 0.0003 X2 (HSS) 0.036 0.038 0.950 0.3432 X3 (HSE) 0.055 0.040 1.397 0.1637 X4 (SATM) 0.00094 0.00068 1.376 0.1702 X5 (SATV) -0.00041 0.00059 -0.689 0.4915 Interpret the value under the column heading PROB>FP R O B > F .

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