Stat 671 Project 3 assignment. Due 10/10 Tuesday

Regression Problem (Use either Sas or Splus, pls note that you have to select another software for next project).

1. Find a regression data analized in some book

  • Has an intercept
  • At least three independent variables
  • Sample size (n) >= 20

    • 2. Read y, x_1, ..., x_p

    3. Let X =[1,x_1,x_2,... x_p]

    4. Get the least square estimators by the formula and by using sweep method

    5. Find RSS

    6. Find se(\hat{\beta}) (se^2=RSS/(n-p-1))

    7. Find the t_calc = \hat{\beta}/se(\hat{\beta}

    8. Find the p-vaule for two-sided test

    9. Find the R^2

    Hand in:

  • Listing of the program
  • Listing of the data
  • Xerox of the page in the book having the correct answers.
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    Last modified: Mon Jan 25 17:56:15 1999