Intro to Probability Statistics questions - Mathematics
Please see the attached file for the questions since what I pasted down here may show incorrectly on the website.1. Consider the following simple linear regression modelyi = β0 +β1xi +εiwith εi independent errors with E [εi] = 0 and Var[εi] = σ2, for i = 1,...,n.ˆ ˆ−σ2∑ni=1xi(a) Show that Cov β0,β1= n∑ni=1 xi2−(∑ni=1 xi)2 .can be expressed as ∑ni=1(xi−x̄)(yi−ȳ).∑ ni = 1 ( x i − x̄ ) 2(b) Show that the OLS βˆ12. Consider the file “reading.csv” included with this homework assignment as an attachment. The file contains average reading scores of third-graders from several elementary schools on a standardized test in each of two suc- cessive years (1982 and 1983).(a) Plot the reading scores in 1983 (this is your outcome or response vari- able) versus the scores in 1982 (this is your covariate or predictor). Does the relationship appear linear? You can use the read.table orread.csv commands in R to read in the data.(b) Use the following summary statistics to calculate (by hand) the OLSof β0 and β1(c) State the assumption of simple linearthese assumptions are satisfied when fitting a linear regression model to this dataset. Provide the necessary evidence that the assumptions are/are not satisfied.(d) John took the exam in 1982 but not the exam in 1983. His score in 1982 was 250. Predict his score in 1983 according to the simple linear regression model. If it turns out John took the exam in 1983 and his score was 320, what is the error of the predicted value?(e) Confirm your results in (b) by fitting the linear regression in R.
stats120c_hwk8_sp2020.pdf
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STATS 120C: Introduction to Probability
and Statistics III
Homework # 8
due Friday May 29, 2020 at 5:00PM
General instructions: Please write by hand, on top of the first page of the homework the following statement (shown below in blue, in italics):
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according to the rules of the Office of Academic Affairs and Student Contact.
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reasons not to include the statement. Students whose homework don’t include the
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Please show your work. Failure to show work, will result in failure to obtain full
credits even for correct answers.
If using R to answer questions, please include all code and output in your problem
solution.
1. Consider the following simple linear regression model
yi = β0 + β1 xi + εi
with εi independent errors with E [εi ] = 0 and Var [εi ] = σ2 , for i = 1, . . . , n.
−σ2 n x
(a) Show that Cov βˆ 0 , βˆ 1 = n 2 ∑i=1n i 2 .
n ∑i=1 xi −(∑i=1 xi )
(b) Show that the OLS βˆ 1 can be expressed as
∑ni=1 (xi −x̄)(yi −ȳ)
.
2
∑ni=1 (xi −x̄)
2. Consider the file “reading.csv” included with this homework assignment
as an attachment. The file contains average reading scores of third-graders
from several elementary schools on a standardized test in each of two successive years (1982 and 1983).
(a) Plot the reading scores in 1983 (this is your outcome or response variable) versus the scores in 1982 (this is your covariate or predictor).
Does the relationship appear linear? You can use the read.table or
read.csv commands in R to read in the data.
(b) Use the following summary statistics
of β0 and β1
∑40
i=1 xi =
2 =
(x
−
∑40
i=1 i x̄)
∑40
i=1 xi yi =
∑40
i=1 yi =
to calculate (by hand) the OLS
10, 800
57, 690
3, 002, 696
10, 950
(c) State the assumption of simple linear regression and check whether
these assumptions are satisfied when fitting a linear regression model
to this dataset. Provide the necessary evidence that the assumptions
are/are not satisfied.
(d) John took the exam in 1982 but not the exam in 1983. His score in
1982 was 250. Predict his score in 1983 according to the simple linear
regression model. If it turns out John took the exam in 1983 and his
score was 320, what is the error of the predicted value?
(e) Confirm your results in (b) by fitting the linear regression in R.
...
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