Suppose the data consist of repeated observations (yt,X), t = 1,-.. ,T, for each in- dividual...
7. Suppose the data consist of repeated observations (y;it, X), t = 1, -.. ,T, for each in- dividual i = 1,... ,n. Here yit is the response and xt is a covariate vector. A linear mixed-effects model for analysing the population-averaged and subject-specific effects of Xit is of the following form Z;B + W;b; + €;, yi = where y (yi1;* . ,ViT)T; Z; is a T x p design matrix built from {xji} for the fixed effects B;...
Question 1 (10 marks) Suppose the data consist of repeated observations (Yit, xT), t = 1, ... ,T, for each individual i = 1,..., n. Here Yit € {0, 1, 2,... } is a count response and Xit is a k x 1 covariate vector. Consider a log-linear random intercept model Yit|bi ~ Poisson(1it), with lit E(Yit|bi) = elit and Nit = zB+bi. Here Zit is a p x 1 design vector built from Xit, and {bi} are i.i.d. N(0,02)...
1. Consider the simple linear regression model: Ү, — Во + B а; + Ei, where 1, . . , En are i.i.d. N(0,02), for i1,2,... ,n. Let b1 = s^y/8r and bo = Y - b1 t be the least squared estimators of B1 and Bo, respectively. We showed in class, that N(B; 02/) Y~N(BoB1 T;o2/n) and bi ~ are uncorrelated, i.e. o{Y;b} We also showed in class that bi and Y 0. = (a) Show that bo is...
2. Suppose that T: Rn → Rm is defined by T,(x)-A, x for each of the matrices listed below. For each given matrix, answer the following questions: A, 0-10 0 0 0.5 A2 00 3 lo 3 0 For each matrix: R" with correct numbers for m and n filled in for each matrix. what is Rewrite T, : R, the domain of T? What is the codomain of T? a. Find some way to explain in words and/or graphically...
2. Suppose we are given data on n observations (zi,Y), i = 1, , n, and we have a linear model, so that E(X) = β0+Axi. Let ßi-SXY/SXX and β0 = Y-Ax be the least-square estimates given in lecture. (a) Show that E(5xx) = ẢSXX and E(T) = β0+A2. (b) Use (a) to show that E(A) = and E(%) = A- In other words, these are unbiased estimators (c) The fitted values Y BotBr, are used as estimates of E(Y),...
The accompanying data file contains 20 observations for
t and yt.
Actual series are plotted along with the superimposed linear and
exponential trends.
t
y
t
y
t
y
t
y
1
1.91
6
4.93
11
5.96
16
15.58
2
3.57
7
6.78
12
9.02
17
12.33
3
5.83
8
4.58
13
9.52
18
13.95
4
5.39
9
7.19
14
14.02
19
15.63
5
2.78
10
8.81
15
14.57
20
19.77
The accompanying data file contains 20 observations for tand...
linear stat modeling & regression
1) Consider n data points with 3 covariates and observations {xn, ^i2, xi3,yid; i,,n, and you fit the following model, y Bi+Br2+Br+e that is yi A) +Ari,1 +Ari,2 +Buri,3 + єї where є,'s are independent normal distribution with mean zero and variance ơ2 . H the vectors of (Y1, . . . ,Yn). Assume the covariates are centered: Σίχί,,-0, k = 1,2,3. ere, n = 50, Let L are Assume, X'X is a diagonal matrix...
Suppose X is a random vector, where X = (X(1), . . . , x(d))T , d with mean 0 and covariance matrix vv1 , for some vector v ER 1point possible (graded) Let v = . (i.e., v is the normalized version of v). What is the variance of v X? (If applicable, enter trans(v) for the transpose v of v, and normv) for the norm |vll of a vector v.) Var (V STANDARD NOTATION SubmitYou have used 0...
(1 point) Suppose that the moment generating function of a random variable X is My(t) = exp(4e – 4) and that of a random variable Y is My(t) = ( oer + 3)''. If X and Y are independent, find each of the following. (a) P{X + Y = 2} = (b) P{XY = 0} = (c) E[XY] = (d) E[(X+Y)?] =
1. Let {x, t,f 0) and {Yǐ.12 0) be independent Poisson processes,with rates λ and 2A, respectively. Obtain the conditionafdistributiono) Moreover, find EX Y X2t t given Yt-n, n = 1,2. 2, (a) Let T be an exponential random variable with parameter θ. For 12 0, compute (b) When Amelia walks from home to work, she has to cross the street at a certain point. Amelia needs a gap of a (units of time) in the traffic to cross the...