[R] SLR 500 Random Samples
georger at vt.edu
Mon Feb 15 05:41:14 CET 2010
Consider the SLR y = 50 + 10x + e where e is NID(0.16). n = 20 pairs of
observations. Generate 500 samples of 20 obersvations drawing 1 observations
drawing one observation from each level of x = .5,1,1.5 ... 10 for each
A) For each sample computer the least squares regression estimates of the
slop and intercept. Construct histograms of the sample values of B_0_hat and
B) For each sample compute an estimate of E(y|x=5) Construct a histogram
from these estimates.
C) For each sample compute a 95% CI on the slope. How manyt of these contain
the true value B_1 = 10
D) For each estimate of E(y|x=5) in part b compute the 95% CI. How many of
these intervals contain the trye value of E(y|x=5)=100?
I have 0 idea how to do these as R was not a prereq for my regression course
but is needed for these problems. As much help as you could offer would be
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