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McGill University Faculty of Science Final examination Principles of Statistics II Math 204 INSTRUCTIONS 1. The seven questions have to be answered in the exam booklets provided 2. The total possible number of points for the exam is 180. 3. This is a closed book exam. One 8 1/2” × 11” double sided crib sheet is allowed. 4. Calculators (both programmable and non-programmable) are permitted. 5. Use of a regular dictionary is permitted. 6. Use of a translation dictionary is permitted. This exam comprises the cover page, eight pages of questions and output, with questions numbered 1 to 7, and five pages of statistical tables.
Math 204 Final Exam Page 2 1. (10 pts) A particular measure of ceramic strength was obtained for two different batches of ceramic material, with 10 random samples collected from each batch. The sample statistics for each batch are contained in the table below. Test the hypothesis that the population standard deviation for the first batch is larger than the population standard deviation for the second batch with Type I error rate α = 0 . 05. Batch # of Samples Mean Standard deviation Min. Max. 1 10 671.08 71.68 518.65 751.67 2 10 610.4 56.06 531.37 747.54 2. (15 points) A study was designed to evaluate the effects of an herbal remedy, Echinacea purpurea, on upper respiratory infections (URI) in children. Children with URI, aged 2 to 11 years, were assigned to receive either echinacea or placebo (parents did not know the assignment) and then followed up after recovering from the illness. Parents were then asked to rate their child’s severity of illness as mild, moderate, or severe. The results of the study are contained in the table below. Test the hypothesis that there is an association between the treatment variable and the parental assessment of severity. Use a Type I error rate of 0.10. Group Parental assessment Echinacea Placebo Mild 153 170 Moderate 128 157 Severe 48 40 Answer: In order to test for an association between the two factors, we can use a chi-square test of independence. Our null hypothesis is that the two factors are independent, the alternative hypothesis is that they are dependent. We can compute the expected value for the ( i, j ) - th cell under a null hypothesis of independence as E ij = n i · n · j n , giving the following table of expected values: Expected values under H 0 Group Parental assessment Echinacea Placebo Total Mild 152.7 170.3 323 Moderate 134.7 150.3 285 Severe 41.6 46.4 88 Total 329 367 696 The test statistic for this problem is: X 2 = 3 X i =1 2 X j =1 ( O ij - E ij ) 2 E i j = (153 - 152 . 7) 2 / 152 . 7 + (170 - 170 . 3) 2 / 170 . 3 + (128 - 134 . 7) 2 / 134 . 7 + (157 - 150 . 3) 2 / 150 . 3 + (48 - 41 . 6) 2 / 41 . 6 + (40 - 46 . 4) 2 / 46 . 4 = 2 . 50
Math 204 Final Exam Page 3 We reject H 0 for X 2 larger than χ 2 0 . 10 , (3 - 1)(2 - 1) = χ 2 0 . 10 , 2 = 4 . 61, so we do not reject H 0 and we cannot conclude that the two factors are associated (or dependent). 3. (25 pts) A certain suspect garage in the Plateau was suspected of insurance fraud by an insurance company. The insurance company took 10 damaged cars that had been serviced by the suspect garage to a more trusted garage and had a second damage estimate completed. Here are the damage estimates for the 10 automobiles at the two garages: Car Suspect Garage Trusted Garage 1 1375 1250 2 1550 1300 3 1250 1250 4 1300 1200 5 900 950 6 1500 1575 7 1750 1600 8 3600 3300 9 2250 2125 10 2800 2600 (a) (10 points) Conduct a sign test to determine whether the suspect garage is charging higher estimates of damage at Type I error α = 0 . 05). Suspect Garage Trusted Garage Difference 1375 1250 125 1550 1300 250 1250 1250 0 1300 1200 100 900 950 -50 1500 1575 -75 1750 1600 150 3600 3300 300 2250 2125 125 2800 2600 200 (b) (10 points) Conduct a signed rank test to test the same hypothesis in part (a) (again at α = 0 . 05). Do you come to the same conclusion? Answer: For the Wilcoxon signed rank test, we have to take absolute values for the differences and then rank them (excluding the 0 difference): Suspect Garage Trusted Garage Diff Abs(Diff) Rank 1375 1250 125 125 4.5 1550 1300 250 250 8 1250 1250 0 0 0 1300 1200 100 100 3 900 950 -50 50 1 1500 1575 -75 75 2 1750 1600 150 150 6 3600 3300 300 300 9 2250 2125 125 125 4.5 2800 2600 200 200 7 We then sum the ranks for the negative differences to obtain T - and sum the ranks of the positive differences to obtain T + . Therefore, T - = 1+2 = 3 and T + = 3+4 . 5+4 . 5+6+7+8+9 = 42. This
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Math 204 Final Exam Page 4 means that T 0 = min ( T - , T + ) = 3. We see from the table for the Wilcoxon signed rank statistic that for α = 0 . 05 we would reject for H 0 for T 0 < = 8. Therefore, using this more sensitive test, we are able to reject H 0 and conclude that there suspect garage has higher median estimate for cars. (c) (5 points) Briefly state one reason why you may want to use one of the non-parametric tests in parts (a) or (b) instead of a paired t-test. Answer: We would want to use the non-parametric tests instead of a t-test if we believed that the distribution of the differences was not normal. 4. (30 pts) Three types (labelled A, B, and C) of soil preparation were each randomly installed in plots at four different locations (labelled 1, 2, 3 and 4), i.e. each type of preparation was installed at a random plot at each of the four locations. The researcher measured the growth of seedlings planted in each of the 12 plots and constructed the following ANOVA table (although some of the cells are missing): Df Sum Sq Mean Sq F value Soil Prep 48.667 Location 51.333 Residuals Total 11 108.667 (a) (10 pts) Write down the ANOVA table above in your exam booklet, correctly filling in the missing cells. Answer: Df Sum Sq Mean Sq F value Soil Prep 2 48.667 24.33 16.9 Location 3 51.333 17.11 11.88 Residuals 6 8.667 1.44 Total 11 108.667 (b) (5 pts) Using your answer to part (a), is there evidence to indicate mean differences in growth between the soil preparations at a significance level of α = 0 . 05? Answer: The null hypothesis is that the means in the soil preparation groups are the same. Using the F-table, we find that the rejection value for the test is F 0 . 05 , 2 , 6 = 5 . 14. Therefore, because 16.9 is larger than 5.14, we are able to reject H 0 and conclude that there is a difference mean growth between the soil preparations. (c) (5 pts) Name the experimental design that was used. Answer: The design used was a randomized block design. (d) (5 pts) Construct the one-way ANOVA table that compares the three brands of soil treatment, ignoring the location factor. Answer: Because the SST and Total SS stay the same whether you include the blocks or not, we can easily recompute the table by moving the Location degrees of freedom and SS to the Error row: Df Sum Sq Mean Sq F value Soil Prep 2 48.667 24.33 3.65 Residuals 9 60 6.67 Total 11 108.667 (e) (5 pts) Using your answer to part (d), would you come to the same conclusion as in part (b)? Why or why not?
Math 204 Final Exam Page 5 Answer: In this case, we have that the reject value would be F 2 , 9 = 4 . 26, so we would NOT reject H 0 , so we would not come to the same conclusion as in part (b). The reason is that without accounting for the heterogeneity between blocks, we have a larger MSE and therefore the differences in means between the preparations are less statistically significant. 5. (30 pts) Some researchers believed that the iron content of food could be affected by the type of pot used to cook the food. The researchers conducted a study using three different kinds of Ethiopian cookware: iron, clay, and aluminum pots. They randomly selected 12 pots of each kind for the study (yielding 36 pots in total). They randomly assigned each pot to cook one of three different types of food (meat, legumes, or vegetables) in a completely randomized, balanced two factor design. The food was cooked for the same amount of time in each case and the iron content of the food was then measured. (a) (5 points) List the different treatments for this experiment, identify the experimental unit and determine the number of experimental units assigned to each treatment for this design. Answer: There are three kinds of pots and three kinds of food, so there are 9 different treat- ments: (Iron:Meat, Iron:Legumes, Iron:Vegetables, Clay:Meat, Clay:Legumes, Clay:Vegetables, Alum:Meat, Alum:Legumes, Alum:Vegetables). The experimental unit is a single pot and so there are 4 pots assigned to each treatment. (b) (20 points) The two-way ANOVA table for the data and diagnostic plots for the model (Figure 1, next page) are below. Conduct a complete analysis of variance for the model below and clearly state your conclusions. Conduct all hypothesis tests at α = 0 . 01. Be sure to state and assess validity of your assumptions for the model. > iron.model = aov(iron~type*food) > summary(iron.model) Df Sum Sq Mean Sq F value Pr(>F) type 2 24.8940 12.4470 92.263 8.531e-13 *** food 2 9.2969 4.6484 34.456 3.699e-08 *** type:food 4 2.6404 0.6601 4.893 0.004247 ** Residuals 27 3.6425 0.1349 Answer: The first hypothesis we test is the null hypothesis of no interaction. From the table, we see that the F-statistic for this hypothesis test is 4.893 with a corresponding p-value of 0.004. Therefore, at α = 0 . 01, we would clearly reject H 0 and conclude that there is an interaction between the type of food and the type of pot in terms of how each factor associates with the response. Therefore, the differences in mean iron level between pots depends on the kind of food. The assumptions for the analysis of variance model are that the model errors should be indepen- dent and normally distributed with mean 0 and constant variance, i.e. the variance should be the same across treatments. Looking at a plot of the data, we see that of the 36 pots, we have a single outlying residual in the Clay:Meat group. This might be cause for concern. Otherwise, the residuals look roughly normally distributed. The variance in the residuals by treatment is more of a cause for concern as there seem to be a couple of groups with very large variances in the residuals, so this would make us suspicious of our results. (c) (5 points) Could you conclude from the results in part (b) that a single type of pot would have, on average, higher iron levels for all three kinds of food? Why or why not? Answer: You could not conclude this because of the presence of the interaction term and the figure which shows that the Iron pots do not have a higher mean for all foods.
Math 204 Final Exam Page 6 204-Russ/question6plots.pdf 1.5 2.0 2.5 3.0 3.5 4.0 4.5 type mean of iron Aluminum Clay Iron Aluminum Clay Iron A : l A : m A : v C : l C : m C : v I : l I : m I : v -3 -2 -1 0 1 2 Factor level combination (Type:Food) Standardized residuals -3 -2 -1 0 1 2 Standardized residuals ●● -2 -1 0 1 2 -3 -2 -1 0 1 2 Normal Q-Q Plot Theoretical Quantiles Sample Quantiles Standardized residuals stdres(iron.model) Frequency -3 -2 -1 0 1 2 0 2 4 6 8 10 12 Figure 1: Diagnostic plots for Question 5
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Math 204 Final Exam Page 7 204-Russ/kidcigs.pdf 15 20 25 30 35 40 1.5 2.0 2.5 3.0 3.5 4.0 Number of cigarettes sold (per capita) Deaths per 100K population from kidney cancer Figure 2: Plot of data for Question 6 6. (20 points) Fraumeni (1968, Journal of the National Cancer Institute) collected data from 43 states and the District of Columbia on the number of cigarettes sold per capita and deaths per 100K people from various kinds of cancer. The figure above (Figure 2) is a plot of the number of cigarettes sold and the number of deaths per 100K people from kidney cancer for each of the 44 observations. The regression model output for this data follows. > kidney.model1 = lm(KID~CIG) > summary(kidney.model1) Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 1.66359 0.32020 5.196 5.63e-06 *** CIG 0.04539 0.01255 3.617 0.000792 *** --- Signif. codes: 0 ^ O*** ~ O 0.001 ^ O** ~ O 0.01 ^ O* ~ O 0.05 ^ O. ~ O 0.1 ^ O ~ O 1 Residual standard error: 0.4586 on 42 degrees of freedom Multiple R-squared: 0.2375,Adjusted R-squared: 0.2194 F-statistic: 13.09 on 1 and 42 DF, p-value: 0.0007922 (a) (6 points) Test for a linear association between the number of cigarettes sold per capita and the number of kidney cancer deaths per 100K people with Type I error rate α = 0 . 05. Answer: We can use the t-test for the slope coefficient in the model above to test H 0 : β 1 = 0 vs. H a : β 1 6 = 0. We have a t-statistic of 3.617 and a p-value of 0.000792, so we clearly reject H 0 at α = 0 . 05 and conclude that there is strong evidence of a linear association. (b) (5 points) What is the sample correlation between the number of deaths due to kidney cancer per 100K and the number of cigarettes sold per capita? Answer: The sample correlation can be found by taking the square root of the R 2 value, or 0 . 2375 = 0 . 487.
Math 204 Final Exam Page 8 (c) (9 points) State the model assumptions that are necessary for your conclusions in part (b) to be valid. Assess the appropriateness of those assumptions using the figure above (Figure 2), the figure on the next page (Figure 3), and/or the output for the linear regression fit. Answer: For the simple linear regression model we assume that the model errors are indepen- dent, mean 0 Normal random variables with equal variance σ 2 . From the diagnostic plots, we detect a slight positive skew to the residuals that seem to indicate that a non-normal distribu- tion. There are two moderate outliers, although not too serious on the right hand side of the distribution. There is a possibility of a non-linear trend on the far right of the distribution of cigarettes, but it’s not clear whether those are a couple of outlying points or a real indication of a quadratic relationship.
Math 204 Final Exam Page 9 204-Russ/kidneydiagplots.pdf -2 -1 0 1 2 3 Standardized residuals from kidney.model1 Histogram of stdres(kidney.model1) Standardized residuals from kidney.model1 Frequency -2 -1 0 1 2 3 0 2 4 6 8 10 12 2.4 2.6 2.8 3.0 3.2 3.4 3.6 -2 -1 0 1 2 3 Fitted values from kidney.model1 Standardized residuals from kidney.model1 -2 -1 0 1 2 -2 -1 0 1 2 3 Q-Q normal plot for kidney.model1 Theoretical Quantiles Sample Quantiles Figure 3: Diagnostic plots for Question 6
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Math 204 Final Exam Page 10 7. (50 points) It is assumed that wages will rise with experience (or length of service, LOS). A random sample of 60 women working in Indiana banks was taken. LOS is measured in months of experience and wages are yearly total income divided by number of weeks worked. The size of the bank where each woman worked was also measured and banks were classified into two different categories: Large and Small. Four different regression models were fit to the data. The regression output for these four models is contained on the next page. los indicates the LOS variable, size is the size of the bank. (a) (7 points) Using the output for model1 , estimate the mean wage for a woman with LOS equal to 60 months. Provide an approximate 95% confidence interval for your estimate. Hint: use the standard error of ˆ β 1 OR the standard deviation of los to find S XX . Answer: We would estimate the mean wage for a woman with LOS = 60 using: ˆ y = ˆ β 0 + β LOS × 60 = 44 . 21 + 0 . 07 × 60 = 48 . 41 The 95% confidence interval for the mean can be constructed using the following, noting that S XX = s 2 x (59) = 157884 or S XX = s 2 /s.e. ( ˆ β 1 ) = 11 . 98 2 / (0 . 03015 2 ) = 157884: ˆ y ± 2 s r 1 n + ( x 0 - ¯ x ) 2 /SS XX = 48 . 41 ± 2 × 11 . 98 r 1 60 + (60 - 70 . 48) 2 / 157884 = 48 . 41 ± 3 . 16 = (45 . 25 , 51 . 57) (b) (4 points) Interpret the value of the two slope coefficients in model3 . Answer: The slope coefficient for LOS indicates that for each one unit increase in LOS we observe a 0.08417 increase in the mean wage after adjusting for the association of size with the wage. The slope coefficient for size indicates that the Small bank workers make, on average, 10.22 less than the large bank workers, after adjusting for LOS. (c) (4 points) Using the output for model4 , give a prediction for the wages for a woman with LOS of 60 months who is working at a large bank. You do not need to provide a prediction interval. Answer: Here we need to simply calculate: ˆ y = 49 . 54 + 0 . 056 × 60 = 52 . 9 (d) (5 points) Interpret the value of the interaction coefficient in model4 . Answer: The interaction coefficient indicates that we estimate that the rate of change in mean wage with respect to los is 0.04828 larger for small banks than it is for large banks. That is, the regression line for modelling wage as a function of LOS is slightly steeper for small banks than it is for large banks.
Math 204 Final Exam Page 11 (e) (5 points) Using only the values of R 2 and adjusted R 2 for model3 and model4 , explain which of these two models should be preferred. Answer: We should use adjusted R 2 to choose a model, as it penalizes for complexity. We see that according to adjusted R 2 , we would choose model 3 as it has a value that is slightly higher (0.2303 vs. 0.2267). (f) (8 points) Using the output for model4 , test the hypothesis that the association between LOS and wages depends on the size of the bank with Type I error α = 0 . 01. State your conclusion. Answer: The null hypothesis for this test is that H 0 : β LOS : Size = 0. We see from the R output that the t-statistic is 0.857, which corresponds to a p-value of 0.395. Therefore, we cannot reject H 0 at α = 0 . 01 and therefore we would not conclude that there was an interaction. (g) (6 points) Using forward step-wise regression and the output for all four models, choose an appropriate model for the data using F-tests and α = 0 . 05. Answer: Here are the steps for the forwards stepwise regression: i. Our first comparison in forward is to attempt to put one coefficient into the model, i.e. compare model1 and model2 to a model with no covariates. Of course, this can be done using the overall F-test (or equivalent the slope t-tests) for each model. We see that both model1 and model2 provide significant improvement, but model2 provides more improvement (based on the F-statistic/p-value), so therefore we choose model2 , i.e. we first add size . ii. Our second comparison would be to see whether we should add LOS to the model including size, i.e. comparing model2 to model3 . This requires a test of nested hypotheses where the complete model is model3 and the reduced model is model2 . We see here that the F-statistic is: F = (7920 . 8 - 6816 . 6) / 1 1119 . 59 = 9 . 24 Compared to an F 0 . 05 , 1 , 57 rejection value (which can be approximated using F 0 . 05 , 1 , 40 = 2 . 45 from the table), we would clearly reject the reduced model and add LOS to the model. iii. Our last comparison is to see whether we should add the interaction LOS:Size to the model, i.e. compare model3 to model4 . Again we can use the nested F-test only now model3 is the reduced model and model4 is the complete model: F = (6816 . 6 - 6728 . 3) / 1 120 . 15 = 0 . 734 Compared again to our conservative rejection value of 2.45, we would NOT reject the reduced model and would stop the procedure, having selected model3 . (h) (6 points) Using backward step-wise regression and the output for all four models, choose an appropriate model for the data using F-tests and α = 0 . 05. Answer: Here are the steps for the backwards stepwise regression: i. In this case we being with the complete model as model4 and the reduced model as model3 . We know from the previous part that we cannot reject model3 in favor of model4 , so we would choose model3 as the new complete model and drop the interaction term.
Math 204 Final Exam Page 12 ii. Now we need to test for whether we can drop either of the two covariates. We know from the previous part, that we would reject choosing model2 over model3 on the basis of the F-test, i.e. we would not choose to drop LOS from the model because the F-test indicated that it should be included. Therefore, we need only to see if we should drop Size from the model, i.e. compare model3 (complete) to model1 (reduced): F = (8322 . 9 - 6816 . 6) / 1 119 . 59 = 12 . 599 And again, we clearly see that model3 provides significant improvement over model1 , so we would not drop Size either. Therefore, backwards stepwise regression also chooses model3 . (i) (5 points) Are your model selected in parts (g) and (h) the same model? Will this always be the case? Explain your answer. Answer: Yes, both models are the same. No, this would not always be the case. We could have that a variable is not statistically significant enough to be added in during a forward stepwise regression that terminates at a certain point, but that the variable is too important to be deleted during a backwards stepwise regression and another variable is left in. This would happen due to multicollinearity between the regressors. > describe(los) var n mean sd median trimmed mad min max range skew kurtosis se 1 1 60 70.48 51.73 60 62.69 44.48 7 228 221 1.33 1.42 6.68 > summary(size) Large Small 35 25
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Math 204 Final Exam Page 13 ## Model 1 > summary(model1) Call: lm(formula = wages ~ los) Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 44.21281 2.62824 16.822 <2e-16 *** los 0.07310 0.03015 2.425 0.0185 * --- Signif. codes: 0 ^ O*** ~ O 0.001 ^ O** ~ O 0.01 ^ O* ~ O 0.05 ^ O. ~ O 0.1 ^ O ~ O 1 Residual standard error: 11.98 on 58 degrees of freedom Multiple R-squared: 0.09202,Adjusted R-squared: 0.07637 F-statistic: 5.878 on 1 and 58 DF, p-value: 0.01847 > anova(model1) Analysis of Variance Table Response: wages Df Sum Sq Mean Sq F value Pr(>F) los 1 843.5 843.51 5.8782 0.01847 * Residuals 58 8322.9 143.50 ### Model 2 > model2 = lm(wages~size) > summary(model2) Call: lm(formula = wages ~ size) Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 53.216 1.975 26.94 < 2e-16 *** sizeSmall -9.242 3.060 -3.02 0.00375 ** --- Residual standard error: 11.69 on 58 degrees of freedom Multiple R-squared: 0.1359,Adjusted R-squared: 0.121 F-statistic: 9.121 on 1 and 58 DF, p-value: 0.003754 > anova(model2) Analysis of Variance Table Response: wages Df Sum Sq Mean Sq F value Pr(>F) size 1 1245.6 1245.60 9.1208 0.003754 ** Residuals 58 7920.8 136.57 ---
Math 204 Final Exam Page 14 > model3 = lm(wages~los + size) > summary(model3) Call: lm(formula = wages ~ los + size) Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 47.69407 2.59207 18.400 < 2e-16 *** los 0.08417 0.02770 3.039 0.003582 ** sizeSmall -10.22840 2.88197 -3.549 0.000782 *** --- Residual standard error: 10.94 on 57 degrees of freedom Multiple R-squared: 0.2564,Adjusted R-squared: 0.2303 F-statistic: 9.825 on 2 and 57 DF, p-value: 0.0002157 > anova(model3) Analysis of Variance Table Response: wages Df Sum Sq Mean Sq F value Pr(>F) los 1 843.5 843.51 7.0535 0.0102409 * size 1 1506.3 1506.35 12.5961 0.0007823 *** Residuals 57 6816.6 119.59 # Model 4 > model4 = lm(wages~los*size) > summary(model4) Call: lm(formula = wages ~ los * size) Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 49.54532 3.37887 14.663 < 2e-16 *** los 0.05595 0.04307 1.299 0.19925 sizeSmall -13.63087 4.90998 -2.776 0.00747 ** los:sizeSmall 0.04828 0.05634 0.857 0.39511 --- Residual standard error: 10.96 on 56 degrees of freedom Multiple R-squared: 0.266,Adjusted R-squared: 0.2267 F-statistic: 6.764 on 3 and 56 DF, p-value: 0.0005667 > anova(model4) Analysis of Variance Table Response: wages Df Sum Sq Mean Sq F value Pr(>F) los 1 843.5 843.51 7.0206 0.0104534 * size 1 1506.3 1506.35 12.5374 0.0008115 *** los:size 1 88.2 88.24 0.7344 0.3951072 Residuals 56 6728.3 120.15
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