The Analysis of Biological Data
2nd Edition
ISBN: 9781936221486
Author: Michael C. Whitlock, Dolph Schluter
Publisher: W. H. Freeman
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Chapter 1, Problem 25AP
(a)
To determine
To explain: Which of the two variables CCSVI and MS are explanatory variable and the response variable
(b)
To determine
To explain: Whether the study conducted is experimental or observational.
(c)
To determine
To explain: The area where hypothesis testing must have been carried out.
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3. Consider the following regression model:
Yi Bo+B1x1 +
=
···· + ßpxip + Єi, i = 1, . . ., n,
where are i.i.d.
~
N (0,0²).
(i) Give the MLE of ẞ and σ², where ẞ = (Bo, B₁,..., Bp)T.
(ii) Derive explicitly the expressions of AIC and BIC for the above linear regression
model, based on their general formulae.
How does the width of prediction intervals for ARMA(p,q) models change as the forecast
horizon increases?
Grows to infinity at a square root rate
Depends on the model parameters
Converges to a fixed value
Grows to infinity at a linear rate
Consider the AR(3) model X₁ = 0.6Xt-1 − 0.4Xt-2 +0.1Xt-3. What is the value of the
PACF at lag 2?
0.6
Not enough information
None of these values
0.1
-0.4
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The Analysis of Biological Data
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