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Name Student number PC-number Login name Date Exercise 1

a) b) c)

: : : : :

(Note the labels in first line. Also note the two decimal places in last two variables. Finally: decimals are indicated by commas.) d)

Cases 20 and 29 are outliers (20=University of Chicago and 29=North Western University) Non-CIC institutions have a symmetric distribution, for the CIC institutions distribution is skewed to the right.

KM 1.6 SPSS tentamen juni 2010

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e)

|Skewness|<1, |Kurtosis|<1, so normality seems not a problem. A t-test would be fine, even for (much) smaller data sets. Note: box-plot corresponds to five-number summary. Distribution is fairly symmetric, as confirmed by Skewness.

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Exercise 2

a) Model: Y = 0 + 1X1 + 2X2 + where ~ N(0, 2) Y is Miles per Gallon (~ 1/fuel consumption), X1 is Horsepower and X2 is Weight (pounds) Estimated : Y = 49.718 0.0821 X1 0.00468 X2 b) First Save the residuals to file (unstandardized, but standardized is also OK).

Is there a pattern in the residuals ? There seems to be heteroscedasticity: variance is increasing with Horsepower and Weight. It may be due to an outlier (residual in upper right corner). Linearity does not seem to be an issue, there is no other apparent pattern.

KM 1.6 SPSS tentamen juni 2010

Skewness and Kurtosis are both larger than 1: normality seems to be a problem, perhaps due to outlier. If P-P plot is made: there seems to be a problem. From a histogram of standardized residuals: there is one rather large value: +4.0! The corresponding data point should be checked.

c)

From ANOVA table : Model: Y = 0 + 1X1 + 2X2 + H0: 1 = 2=0 F-calc = 27.553 clearly reject H0 because p-value << 5%

p-value = 0.000

Table repeated for d) and e):

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d) From table with estimated coefficients : 0.138 1 0.026 e) Model: Y = 0 + 1X1 + 2X2 + where ~ N(0, 2) (i) H0: 1 0 H1: 1 <0 (less miles/gallon) (ii) Test statistic: B1, reject for small values (iii) Distribution (standardized) test statistic: t(45) Assumptions: see model and see question 3) (iv) Calculated test statistic: t-calc = -2.452 Reported p-value: 0.018 p-value of this statistical problem: 0.018/2 = 0.009 (v) Decision: clearly reject H0 Because p-value much smaller than 5% and conclude that Horsepower has an adverse effect on fuel consumption. . 90 2200 32,03040 24,70937 39,35144 39.35144 33.69948

f)

90% interval for individual response: 24.70937 Yx1=90,x2=2200 Wrong: 90% interval for mean response: 30.36132 Y|X1=90,X2=2200 g)

Y = 32.03040

Model: Xij = + i + ij where i is effect of groups (countries). or three populations with means i (i=1,2,3) (i) H0: 1 = 2 = 3 H1: not (1 = 2 = 3) (ii) Test statistic: F-statistic, reject for large values (iii) Distribution (standardized) test statistic: F~F(2;45) Assumptions: Equal variances (reasonable, Levene: p-value = 0.213 > 5%) Assume Populations are normally distributed (given) (iv) Calculated test statistic: F-calc = 17.454 Reported p-value: 0.000 p-value of this statistical problem: 0.000 (v) Decision: reject H0 because p-value = 0.000 < 5% and conclude there is evidence of a difference in the means.

KM 1.6 SPSS tentamen juni 2010

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h)

Note : Post Hoc relevant because H0 has been rejected in h) Cars from Europe run significantly less miles per gallon, the other two do not differ significantly. Recommendation: buy car from Japan or USA, but further research is required to distinguish these two categories.

Table on left hand side is enough output, other table provides the same information (but less clearly so).

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You may use the following templates for your answers, fill in the appropriate entries or leave it blank if you think it is not relevant or if you do not know the answer.
TEMPLATES. Hint: make a copy of these templates to wherever you can use them. Testing: Model: (i) H0: H1: = (ii) Test statistic: (iii) Distribution (standardized) test statistic: Assumptions: (iv) Calculated test statistic: Reported p-value: p-value of this statistical problem: (v) Decision: because and conclude

Confidence interval: Example: 1.234 1.960 0.123 5678 mu 6789 or 5678 6789 Some characters and formulas to speed up your editing: 2 Xj Xij Xijk 1 2 X X 1 X 2 S pooled S pooled ij = + i + j + ()ij Xij = + i + ij Xijk = + i + j + ()ij + ijk Y = 0 + 1X1 + 2X2 + 3X3 + 4X14 + Yi = 0 + 1X1i + 2X2i + 3X3i + 4X14i + i ~ N(0, 2) Yhat = Y = Y Yx1=8,x2=5 You may use e.g. 1 2 3 instead of 1 2 3

r2 =

KM 1.6 SPSS tentamen juni 2010