MS Module 17: Regression analysis confidence intervals and hypothesis testing – homework assignment

(The attached PDF file has better formatting.)

Homework assignment:

Solve either one of the following end of chapter problems, showing all work. The numerical answers are in the appendix to the textbook; for the homework assignment, show how the answer is derived.

●    Problem 31 (a) and (b) on page 638 (1st ed) / page 651 (2nd ed) / page 735 (3rd ed).
    ○    The problem gives β1 and σ. Show how to derive Sxx and the standard deviation of the estimate of β1
    ○    This problem gives the x-values; you don’t need the corresponding y-values, since you are given β1 and σ.
●    Problem 35 (a) and (b) on page 638 (1st ed) / page 652 (2nd ed) / page 736 (3rd ed).
    ○    Part (a): show how to derive an estimate of β1 and its standard deviation.
    ○    Part (b): show how to derive the p value for the estimate of β1 to test the null hypothesis H0: β1 = 0