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Applied Multivariate Statistical Analysis 6th Edition Johnson Solutions Manual
Applied Multivariate Statistical Analysis 6th Edition Johnson Solutions Manual
.. ,.
Residual sum of squares: :1: = 101.467
= 1 33 -
y _ 1 2 (Zl - 11 .6£7)
7.667. 5.716. .79 2.757;
(Z2 - 5\
,.
y = .43 + 1.7Bz1 - 2.19z2
7.3 - ~ - - -w
Foll.o\'1 hint and note that s* = y* - y* = v-1/2y_v-1/2;æ ami
7.4 ii ) v=I ,. 1 n n
so ß.w = (zlz)- z'y = t L z.Y.)/( ¿z~).
~ - - - - j=l J J j=l J
-1
b) V is diagonal with jth diagonal -element 1/'1. so
J
n n
""W - . j=l J j=l J
â = (zIV-lz)-l :iv-l~ = (L y.)/( r z.)
~W - .. .... J=1
ß = (z'y-1z)-lzIV-ly = (.r (YJ,¡zJ.))/n
7.6 a) irs t
F. nO.e at A.
+ th - --d1ag
. r Ai
-1,...,).
-1ri +
1,0,...0) is a
À1 o
.
AA- = r 1;1+1 so M - A = .Àr, = A
:J +1
.0 .1)
Si nce Z'l = ! )..e.e! = PAP'
. , 1-1-1
1=
ri+1
(Z'Z)- = ¿ ).:' e.e~ = PA-P'
1.= 1 1 - 1_ 1
.
with PP' = P'P = I , we check that th~ defining relation holds
p
-.~
(Z'Z)(Z'Z)-(Z'Z) = PAp1(PA-P')PAP'
= PM- Api
= PAP' = l Z
,.
ti ) 8y the hint, if ze-,. is the 'Projection t .0 =
- Z' (y- - ia)
- or
,. ,.
lZ8Copyright
= Z'y. In c) , we show that ze- Hall is the pro je.ct;..o n of y- .
© 2012 Pearson Education, Inc. Publishing as Prentice
. 141
r - :- - =.(2) -
Recall from Result 7.4 that ß =(~ii) = (Z'Z)-lZ'Y is distributed
r-q A
distributed as a2 X~-r-l. From the Hint, (~(2'-~(2))'(Cl~~(2'-~(2))
7.8
(;t) H2 = Z(Z'Z)-l Z'Z(Z'Z)-i Z' = Z(Z'Z)-i Z' = H.
(h) Since i - H is an idempotent matrix, it is positive semidefinite. Let a be an n x i unit
vector with j th element 1. Then 0 ~ a'(l - H)a = (1- hii)' That is, hji ~ 1. On the
other hand, (Z'Z)-l is posiiÏe definite. Hence hij = bj(Z'Z)-lbi ~ 0 where hi is the i
th row of z.
¿'i~:hij = tr(Z(Z'Z)-iZ') = tr((Z'Z)-iZ'Z) =tr(Ir+1) =r+l.
(c) Usill
(Z'Z)-In£J1=1
="':1(z'
¡ ¿~I zl -l:~1
J- -z)2
£Ji=1 - i"i:z'ZiJ
n'
we obtain
1
hjj - (1 Zj)(Z'ZJ-I ( ;j )
( ßn
i_I , 1=1 i=i
)
- ní:~ (z' _ z)2 L:z; - 2z; ¿Zi + nzj)
1 (Zj - z)2
- ;; + í:i'i(Zj - z)2
7.9
1 1
Z' = (' ,
-2 -1 a
:l (ZIZ)-l
'=('0/5 1;10 J
t = (~(l) :1 ~~2)J - (
- - ~9 1 ~5 J
Hence
4.8 -3.0
" ,.
y = Z~ =
3.9 -1.5
3.0 a
2.1 1.5
1.2 3.0
,. ,.
e =y-y=
5
3
4
2
-3
-1.
-1
2
4.8
3.9
3.0
2.1
-3.0
-1.5
0
1.5
=
.2
- .9
1.0
- .1
0
.5
.1.0
.5
1 3 1.2 3.0 - .2 0
".A A A
Y'Y = y'y + tit
r 55
- 1 SJ ( 53 . 1 -13.SJ + r 1.9 -1. SJ
J-15
24 =. -13.5 22 .5 L - i .5 1.5
l-
Copyright © 2012 Pearson Education, Inc. Publishing as Prentice Hall
143
7.10 a) Using Result 7.7, the 95% confidence interval for the mean
reponse is given by
(1.35, 3.75).
b) Usi ng Resu1 t 7.8, the 95% prediction interval for the actual Y
is given by
(1, -. 5 J (3 .0 J- :! 3.18
-.9 )11 + (1, os) (0: .~H~KI j9)'or
(~ . 25, 5.35) .
given by
7.11 The proof follows the proof of Result 7.10 with rl replaced by A.
n
(Y- ZB ) i (T- Z' B) = I (V. -8 z . )( Y . -B z . ) ,
j=l -J -J -J -J
and
Next,
so
The fi rst tenn does not depend on the choice of B. Usi n9 Resul t
2A. 1 2 ( c )
tr(A-lt~-B)'Z'Z\P-B) = tr(~p-B)'Z'Z(s-8)AJ
,. ,.
= tr(Z'(f3-B )A(S-ß)' Zi)
~ C i Ac ) 0
- -
~/here ~ is any non-zero row of ~(~-B). Unless B = i, Z(S-B)
will have a non-zero row. Tl)us ~ is the best 'Choice f-or any posi-
tive d'efi ni te A.
Language: English
BY
Geo. Haven Putnam, A.M.
AUTHOR OF “AUTHORS AND THEIR PUBLIC IN ANCIENT
TIMES”
“THE QUESTION OF COPYRIGHT,” ETC.
VOLUME I.
476-1600
G. P. PUTNAM’S SONS
NEW YORK LONDON
27 WEST TWENTY-THIRD 24 BEDFORD STREET,
STREET STRAND
The Knickerbocker Press
1896
Copyright, 1896
by
G. P. PUTNAM’S SONS
Entered at Stationers’ Hall, London
to
The Memory of My Wife
who served me for years both as eyesight
and as writing-arm
and by whose hand the following pages
were in large part transcribed
this work is dedicated
PREFACE.