MATH235

MATH235 Week 4  - Moodle Quiz-assessed problems

Using the lm function, fit the following model for log FEV (Yi), with age (xi) only as a covariate,

𝔼[log(Yi)]=β1+β2xi.

You should use the full data set of 654 records held in the file fev.

Q4.1 

Least squares estimate
The least squares estimate β^ is

  1. (a)

    (0.0505,0.0871)

  2. (b)

    (-2.27,0.0521)

  3. (c)

    (6.84,3.67)

  4. (d)

    (3.67,6.84)

  5. (e)

    (0.0871,0.0505)

[marks: 2]

Q4.2 

Standard error
Using your output from lm, what is the standard error of β^2?

  1. (a)

    0.0291

  2. (b)

    0.0829

  3. (c)

    0.00281

  4. (d)

    1.74

  5. (e)

    31.0

[marks: 2]

Q4.3 

Prediction
The predicted log FEV for a 10 year old child is

  1. (a)

    10β^1+β^2

  2. (b)

    β^1+β^2+10

  3. (c)

    10(β^1+β^2)

  4. (d)

    β^1+10β^2

  5. (e)

    10β^2

[marks: 2]

Q4.4 

Prediction variance
The variance for the predicted log FEV for a 10-year old child is

  1. (a)

    100Var(β^2)

  2. (b)

    Var(β^1)+100Var(β^2)

  3. (c)

    Var(β^1)+10Var(β^2)

  4. (d)

    Var(β^1)+10Var(β^2)+10Cov(β^1,β^2)

  5. (e)

    Var(β^1)+100Var(β^2)+20Cov(β^1,β^2)

[marks: 2]

Q4.5 

Prediction test statistic
If Var(β^1)=0.000847, Var(β^2)=0.00000789 and Cov(β^1,β^2)=-0.0000784, calculate the test statistic to test whether or not the log FEV of a 10 year old child is significantly different to 0.9.

  1. (a)

    111.7

  2. (b)

    -2.60

  3. (c)

    -315.2

  4. (d)

    2.60

  5. (e)

    315.2

[marks: 2]