Question: Suppose that in the linear regression model Y =a+bX + we know that a=3 , b=0, ' s are iid from Normal(0 , 2=1.4), and

Suppose that in the linear regression model Y =a+bX + we know that a=3 , b=0, ' s are iid from Normal(0 , 2=1.4), and X =( 0.1, 0.2 , 0.45 ,0.13 , 0.08 , 0.52 , 0.34 , 1.04 , 0.93 ,0.03). solve this in R programming language. a) Simulate the observations Y for the fixed X b) Fit a linear regression model for the simulated data and find the estimates of a and b. c) Test if there is a linear relationship between X and Y. Write down the hypotheses, the R code and output, and your conclusion. d) Is your conclusion in c) correct?

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!

Hi- Please take a look at the attached Word document for detailed requirements on an 8-page evaluation. Let me know what you think, and we can discuss price, plus a healthy tip. Task: (1) The...

Correlation Anolysis D Correlation Is a measure of the relationship between two [2] variables. D It Is a measure of how things are related. D The study of how variables are correlated ls called...

Hi, I have an Assignment for my Finance Subject. I have attached the necessary documentation here for you to view including the Lecture slides of all the Topics covered for this assignment. Please...

FIND BOTH T STATISTIC AND P VALUE Calculate both R and R^2 1. One manufacturer has developed a quantitative index of the "sweetness" of orange juice. (The higher the index, the sweeter the juice). Is...

1. Given 21, . .., In ER, and assume that not all of r; are the same. Recall the simple linear regression model with Normally distributed errors: yi = Bo+ I;Bite; for i = 1, ...,n where 61, 62, . ..,...

Exercises Chapter 2 2.1 Marginal and conditional probability: The social mobility data from Section 2.5 gives a joint probability distribution on (Y1 , Y2 )= (father's occupation, son's occupation)....

Create charts to better understand data sets. For cross-sectional data, use a scatter chart. For time series data, use a line chart. Linear y = a + bx Logarithmic y = ln(x) Polynomial (2nd order) y =...

Final Exam MULTIPLE CHOICE. Choose the one alternative that best completes the statement or answers the question. Solve the problem. 1) The average age of the students in a statistics class is 22...

What is most important aspect of the treatment of crush syndrome involving an extremity: A Amputation Fluid and electrolyte balance Dialysis D Antibiotics E Hyberbaric oxygen.

Find the value of the 21st term of the sequence whose first term is 2, second term is 5, fourth term is 17 and ninth term is 82.

A _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ is a specific statement of what a person does, with similar tasks grouped into a task dimension Group of answer choices Duty Task Behavior Job

State with brief reasons whether the following statements are true, false, or uncertain. a. OLS is an estimating procedure that minimizes the sum of the errors squared, u2i. b. The assumptions made...

For the current year, Raphael Frame Company prepared the sales budget shown at the top of the next page. At the end of December 2014, the following unit sales data were reported for the year: For the...

State whether the following statements are true, false, or uncertain. Justify your answers. a. An estimator of a parameter is a random variable, but the parameter is non-random, or fixed. b. An...

List the rules that apply to taxpayers with a qualifying child in order to claim the EIC?

Explain carefully the meaning of a. An unbiased estimator. b. A minimum variance estimator. c. A best, or efficient, estimator. d. A linear estimator. e. A best linear unbiased estimator (BLUE).

Determine if the overhead allocated to the product relates to a single plantwide overhead rate method, multiple production department factory overhead rate method, or activity-based costing...

Cell Phone & Smartphone Ownership, part 2. Exercise 47 shows the results of a survey that asked about cell phone and smartphone ownership in South Africa. Suppose that we select three adults at...

Contract bidding. As manager for a construction firm, you are in charge of bidding on two large contracts. You believe the probability you get contract #1 is 0.8. If you get contract #1, the...

More economic conditions 2017. Exercise 45 shows the results of a Gallup Poll about U.S. economic conditions. Suppose we select three adults at random from this sample. a) What is the probability...