[R] Odp: SLR 500 Random Samples
Petr PIKAL
petr.pikal at precheza.cz
Mon Feb 15 08:58:39 CET 2010
Hi
seems to me like a homework for bootstraping
see
?boot, ?lm, ?confint
If not, some code how you tried to solve it yourself and how it did not
worked as expected would be greatly appreciated.
Regards
Petr
r-help-bounces at r-project.org napsal dne 15.02.2010 05:41:14:
>
> 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
> sample
>
> 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_1_hat.
>
> 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
> amazing.
> --
> View this message in context:
http://n4.nabble.com/SLR-500-Random-Samples-
> tp1555769p1555769.html
> Sent from the R help mailing list archive at Nabble.com.
>
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