Homework Solutions - Applied Regression Analysis | STAT 645, Assignments of Statistics

Download Homework Solutions - Applied Regression Analysis | STAT 645 and more Assignments Statistics in PDF only on Docsity! HOMEWORK SOLUTION FOR CHAPTER 9 AND 10 STAT 645 9.17 a. X1, X3 b. .10 c. X1, X3 d. X1, X3 e. The results of the three selection procedures are very consistent. 10.7 a. e(x1|x2,x3) e( y| x2 ,x 3) 151050-5-10-15 30 20 10 0 -10 -20 Scatterplot of e(y|x2,x3) vs e(x1|x2,x3) 1 e(x2|x1,x3) e( y| x1 ,x 3) 7.55.02.50.0-2.5-5.0 20 10 0 -10 -20 Scatterplot of e(y|x1,x3) vs e(x2|x1,x3) e(x3|x1,x2) e( y| x1 ,x 2) 0.500.250.00-0.25-0.50 20 10 0 -10 -20 Scatterplot of e(y|x1,x2) vs e(x3|x1,x2) b. X1 appears useful given X2 and X3 are in the model. Once X1 is in the model and X2 then X3 doesn’t add much and once X1 and X3 are in the model, X2 doesn’t add much. This could be because once X1 is in the model neither X2 nor X3 is useful, or else that once X1 is in the model we need either X2 or X3, but not both. 2