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Zar Chapter 17 Exercises KEY 17.1 1. Model Yi 0 1 X i ei a. Random variables of interest Explanatory measurement: Xi = Environmental temperature (C) of the i-th randomly sampled bird Response Measurement: Yi = Oxygen consumption (ml/g/hr) of the i-th randomly sampled bird at environmental temperature Xi b. Parameters of interest Intercept: 0 E Yi | X i 0 = the mean oxygen consumption (ml/g/hr) when temperature = 0 C. Slope: 1 d E Yi | X i dX i change in mean oxygen consumption per unit change in temperature (ml/g/hr/C). c. Assumptions i. Location: E ei 0 E Yi | X i 0 1 X i ii. Dispersion: Var ei 2 iii. Shape: ei distributed Normally 2. Hypotheses H0: 1 0 versus HA: 1 0 3. Formulate a. Test Criterion F MSM MSE 840957249 Copyright © 2008, 2011 1 11/29/2011 Golde I. Holtzman, all rights reserved b. Estimators ˆ1 S xy S xx X X Y Y X X i i 2 i ˆ0 Y ˆ1 X 4. Design 0.05 n8 5. Perform the study, gather data, and compute Using JMP data table SLR_Zar_Exercise_17_1.JMP -18 -15 -10 -5 0 5 10 19 O2 Consumption (ml/g/hr) 5.2 4.7 4.5 3.6 3.4 3.1 2.7 1.8 5.5 5 O2 Consumption (ml/g/hr) Temp (C) 4.5 4 3.5 3 2.5 2 1.5 -20 -15 -10 -5 0 5 10 15 20 Temp (C) Analysis of Variance Source Model Error C. Total DF 1 6 7 Sum of Squares 8.7 0.2 8.9 Mean Square 8.745 0.028 F Ratio 309 P <0.0001 Parameter Estimates Term Intercept Temp (C) 840957249 Copyright © 2008, 2011 Estimate 3.4714 Std Error 0.06012 t Ratio 57.7 P <0.0001 -0.0878 0.00499 -17.6 <0.0001 2 11/29/2011 Golde I. Holtzman, all rights reserved 6. Conclusion a. The best estimate of the intercept is ˆ0 3.47 ml/g/h. The best estimate of the slope is ˆ1 0.0878 ml/g/h/°C. Thus, the prediction equation is yˆ 3.47 0.0878 x b. There is highly significant statistical evidence that the change in mean oxygen consumption per unit change in temperature is different from 0 ml/g/hr/C (F = 309, P < 0.0001). c. There is highly significant statistical evidence that the change in mean oxygen consumption per unit change in temperature is different from 0 ml/g/hr/C (t = −17.6, P < 0.0001). d. (not assigned) The standard error of estimate is the root mean square error, ˆ sY X MSE 0.02831 0.168 We need this for 17.2. e. The coefficient of determination is R2 = MSModel/MSTotal = 8.7/8.9 = 0.98 = 98% of the variation in mean oxygen consumption (ml/g/hr) is explained by the variation in temperature (°C). 840957249 Copyright © 2008, 2011 3 11/29/2011 Golde I. Holtzman, all rights reserved 17.2 a. What is the mean rate of oxygen consumption in the population for birds at 15°C? yˆ 3.47 0.0878 x 3.47 0.0878 15 2.16 This is computed in JMP file SLR_Zar_Exercise_17_2.JMP 5.5 O2 Consumption (ml/g/hr) 5 4.5 4 3.5 3 2.5 2 1.5 -20 -15 -10 -5 0 5 10 15 20 Temp (C) b. What is the 95% confidence interval for this mean rate? As explained in Zar (1999) Example 17.5A, 1 X X 2 1 15 1.752 i 0.0283 0.1026 sYˆ MSE i S xx 1135.5 n 8 and the 1 95% confidence limits are Yˆi tn 2,1a 2 sYˆ 2.16 t6, 0.975 0.1026 2.16 2.447 0.1026 i 2.16 0.251 1.91, 2.41 We are 95% confident that the mean oxygen consumption of all birds at 15°C is between 1.91 and 2.41 ml/g/hr. c. If we randomly chose one additional bird and measured its oxygen consumption at 15°C, what we predict its oxygen consumption would be? 840957249 Copyright © 2008, 2011 4 11/29/2011 Golde I. Holtzman, all rights reserved yˆ 3.47 0.0878 x 3.47 0.0878 15 2.16 d. We can be 95% confident of this value lying between what limits? As explained in Zar (1999) Example 17.5C, 1 X X 2 1 15 1.752 i 0.0283 1 0.1971 sYˆ MSE 1 i 1 S xx 1135.5 n 8 and the 1 95% confidence limits are Yˆi tn 2,1a 2 sYˆ 2.16 t6, 0.975 0.1971 2.16 2.447 0.197 i 2.16 0.482 1.68, 2.64 We are 95% confident that the oxygen consumption of one randomly selected birds at 15°C would be between 1.68 and 2.64 ml/g/hr. JMP Computation of Confidence and Prediction Intervals The confidence intervals of Zar Exercises 17.2 b and 17.2 d can be calculated in JMP using the Fit Model Platform as follows. First, add the value(s) of Xi for which you wish to estimate μY|X or predict Yˆi | X i . In the present example, that value is Xi = 15. 840957249 Copyright © 2008, 2011 5 11/29/2011 Golde I. Holtzman, all rights reserved JMP > Analyze > Fit Model > Pick Role Variables > Y = O2 Consumption (ml/g/hr) > Construct Model Effects > Add Temp (C) > Run > Fit Least Squares Hotspot > Save Columns > Prediction Formula or Predicted Values > Save Columns > Mean Confidence Limit Formula > Save Columns > Indiv Confidence Limit Formula The Save Column commands add columns to the JMP Data Table as follows. 840957249 Copyright © 2008, 2011 6 11/29/2011 Golde I. Holtzman, all rights reserved 17.3 Computations in /data/Examples/SLR_Zar_Exercise_17_3.JMP and /data/Examples/SLR_Zar_Exercise_17_3_Stacked.JMP Impulse freq (number/sec) 225 230 239 22 251 259 265 23 266 273 280 25 27 28 30 287 301 307 324 295 310 313 330 302 317 325 338 340 320 Impulse freq (per sec) Temp (C) 20 300 280 260 240 220 18 20 22 24 26 28 30 32 Temp (C) Anova (SLR) Source DF Sum of Squares Mean Square F Ratio P R2 Model 1 21576.9 21576.9 311.0 <0.0001 0.942 Error 19 1318.4 69.4 Total 20 22895.2 0.058 1.000 Parameter Estimates Term Intercept Temp (C) Estimate 44.27 Std Error 13.91 t Ratio 3.2 Prob>|t| 0.0049 9.73 0.55 17.6 <.0001 a. The best estimate of the intercept is ˆ0 44.3 impulses/sec. The best estimate of the slope is ˆ1 9.73 impulses/sec/°C. Thus, the prediction equation is yˆ 44.3 9.73x 840957249 Copyright © 2008, 2011 7 11/29/2011 Golde I. Holtzman, all rights reserved b. There is highly significant statistical evidence that impulse rate (number/sec) is linearly related to temperature (C) (P < 0.0001). c. The standard error of estimate is the root mean square error, ˆ sY X MSE 69.4 8.33 d. The coefficient of determination is R2 = 94.2% of the variation in impulse frequency (per sec) is explained by the variation in temperature (°C). e. (Not assigned) Test H0: The population regression is linear [i.e., for lack of fit]. Yij 0 1 X i i 0 1 X i eij Yij 0 1 X i i 0 1 X i eij eij Regression i Lack of Fit i i eij Anova SLR and Lack of Fit SS MS F P R2 21576.9 21576.9 311.0 <.0001 0.94 (21 – 2) = 19 1318.4 69.4 Lack of Fit 7–2=5 513.0 Pure Error 21 – 7 = 14 805.3 (21 – 1) = 20 22895.2 1.00 8 11/29/2011 Source Regression Residual, Error df 1 0.06 102.6 1.8 57.5 0.18 0.02 0.04 = within groups Total 840957249 Copyright © 2008, 2011 Golde I. Holtzman, all rights reserved 1-Way Anova Source Lack of Fit df Between group SLR Source df Source df Regression 1 Regression 1 Lack of Fit (k − 2) (k – 1) means Residual, Residual, Within groups, (N – k) Pure Error (N – k) Error (N – 1) Total (N – 1) Total (N – 2) Error Total (N – 1) Both one-way Anova and SLR model the relationship among the group means as a function of the explanatory variable. Here’s how those two models differ: One-way Anova SLR explanatory variable treated as categorical Explanatory variable is treated as a measurement More flexible, i.e., assumes less, i.e., Less flexible, i.e., assumes more, i.e., more degrees of freedom for the model, fewer for residual model, more for residual allows any relationship among the group means assumes that the group means fall on a straight line less restrictive model Explanatory variable can be qualitative fewer degrees of freedom for the more restrictive model Explanatory variable must be quantitative (nominal or ordinal) or quantitative 840957249 Copyright © 2008, 2011 9 11/29/2011 Golde I. Holtzman, all rights reserved