Question

Oehlert provides data from a small experiment with n = 16 observations on baking packaged cake mixes. Two factors, X1 = bakin
> f2.1m = 1m (Y*X2+I(X2+2), data = cake) > f3.1m = lm (Y*X1+X2+I(X1^2)+I(X22)+X1: X2, data = cake) > anova(f2. lm, f3. lm) An
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Answer #1

(a)

\hat{\sigma}=0.7289\Rightarrow MSR=mean~sum~of~squares~due~to~residual\\\\ =0.7289^2=0.5313~with~degrees~of~freedom~(df)=16-5=11.\\\\ SSR=sum~of~squares~due~to~residuals=11*MSR=11*0.5313\\\\ =5.8443.\\\\ R^2=0.8125=1-\frac{SSR}{SSTo}\Rightarrow SSTo=5.8443/(1-0.8125)=31.1696.

ANOVA:

Source SS df MS F
Regression 31.1696-5.8443=25.3253 4 25.3253/4=6.3313 6.3313/0.5313=11.9166
Residual 5.8443 15-4=11 5.8443/11=0.5313
Total 31.1696 16-1=15

(b) Value of F statistic=(14.4380-2.7525)/(5-2))/(14.4380/(16-6))=2.6979

P-value=P(F>2.6979|F~F3,10)= 0.1023(R code: round(1-pf(2.6979,3,10),4)).

Since P-value>0.01, hence X1, X12 and X1X2 are not significant.

(c) AIC=n*log(SSR/n)+2p

BIC=n*log(SSR)+(p-n)log n

where, n=no. of observations, p=no. of explanatory variables.

Model 2:

SSR=14.4380, n=16, p=2 then AIC=16*log(14.4380/16)+2*2=2.3564, BIC=16*log(14.4380)+(2-16)*log(16)=3.9016.

Model 3:

SSR=2.7525, n=16, p=5 then AIC=16*log(2.7525/16)+2*5=-18.1613, BIC=16*log(2.7525)+(5-16)*log(16)=-14.2983.

Model 2 is used.

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