[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: 
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> tp1555769p1555769.html
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> 
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