Regression Analysis Midterm 1

Apr 6, 2010 (Tue) Time allowed: 110 minutes

A. A persons muscle mass is expected to decrease with age. To explore

this relationship in women, a nutritionist randomly selected 15 women from
each 10-year age group, beginning with age 40 and ending with age 79. The
data and a summary are shown below; x is age, and y is a measure of muscle
mass.
i 1 2 3 58 59 60
x 43 41 47 76 72 76
y 106 106 97 56 70 74

n = 60 x = 3599 y = 5098

x2 = 224091 y 2 = 448662 xy = 296024

Call:
lm(formula = y ~ x, data = a)

Residuals:
Min 1Q Median 3Q Max
-16.1368 -6.1968 -0.5969 6.7607 23.4731

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 156.3466 5.5123 28.36 <2e-16
x -1.1900 ( A ) ( B ) ( )

Analysis of Variance Table

Response: Y
Df Sum Sq Mean Sq F value Pr(>F)
x 1 11627.5 11627.5 ( E ) ( )
Residuals ( C ) 3874.4 ( D )

1
1. (5 points) Write the statistical model for a simple linear regression of
y on x and describe the assumptions for the error term.

2. (15 points) Fill in the blanks (A to E) in the above coecient table

and Analysis of Variance (ANOVA) table.

3. (5 points) Is there sucient evidence that the muscle mass is linearly

related to the age? Answer this question by testing the slope at two
sides using = .05. Specify the null and alternative hypotheses.

4. (10 points) Predict the muscle mass of a 65 year old woman, and nd
a 95% condence interval for the expected muscle mass of a 65 year
old woman and a 95% prediction interval for a new individual woman
of age 65.

5. (5 points) True or False

60
(a) The minimum of the sum of squared errors i=1 (yi y
i )2 is
attained by the least square line y = 156.3466 1.1900x.

(b) The Mean Square Error (MSE) measures the marginal variation
of y, i.e. the deviations of yi s from its center y.

2
B. Consider the following simple linear regression model

y = 0 + 1 x +

for data (xi , yi ), i = 1, , n. Let b0 and b1 be the least square estimates

(LSE) of 0 and 1 respectively, y = b0 +b1 x be the tted value, and e = y y
be the residual. Let R12 be the coecient of determination for this regression
t.

6. (10 points) Verify that the sample covariance between y and y is always
nonnegative.

7. (20 points) Let zi = ei . Suppose we t the following simple linear

regression model:
y = 0 + 1 z +
where represent the error. Obtain LSE of 0 and 1 . What is the
coecient of determination for this regression t?

C. Consider tting a simple linear regression model through the origin,

y = 1 x +

to a set of data (xi , yi ), i = 1, , n. Let b1 be the least square estimates

(LSE) of 1 , y = b1 x be the tted value, and e = y y be the residual.

8. (20 points) Derive the least square estimates (LSE) b1 of 1 . Obtain

E(b1 ) and var(b1 ).

9. (10 points) Let 2 = Var(). Show that E( ni=1 yi2 ) = 2 + 12 i x2i .