ผลต่างระหว่างรุ่นของ "Probstat/week14 practice 1"

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(หน้าที่ถูกสร้างด้วย '== Least Square Estimators == == Multiple linear regression ==')
 
 
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== Least Square Estimators ==
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: ''This is part of [[probstat]]''.
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== Least square estimators ==
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1. You should work in pairs.  Try the following for <math>n=3, 5, 20, 100</math>
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* First, you pick a parameter <math>\alpha</math> and <math>\beta</math> and generate a sample of size <math>n</math> using the formula:
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<center><math>Y = \alpha + \beta x + e</math></center>
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Use random values for <math>x</math> in the range that you like.  For the error <math>e</math>, you can generate a random error based on a normal distributions.
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* Give the data to your partner.
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* After you get the data from your friend, find the least square estimators ''A'' and ''B'' for <math>\alpha</math> and <math>\beta</math>.
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* Ask for the correct parameters and see how close you get to those parameters as we increase the size of the samples <math>n</math>.
  
 
== Multiple linear regression ==
 
== Multiple linear regression ==
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Follow the same procedure as in the previous section, but try with 2 variables <math>x_1</math> and <math>x_2</math>.  I.e., you pick parameter <math>\alpha, \beta_1, \beta_2</math> and generate samples from the following formula
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<center><math>Y = \alpha + \beta_1 x_1 + \beta_2 x_2 + e</math>.</center>

รุ่นแก้ไขปัจจุบันเมื่อ 01:14, 27 พฤศจิกายน 2557

This is part of probstat.

Least square estimators

1. You should work in pairs. Try the following for

  • First, you pick a parameter and and generate a sample of size using the formula:

Use random values for in the range that you like. For the error , you can generate a random error based on a normal distributions.

  • Give the data to your partner.
  • After you get the data from your friend, find the least square estimators A and B for and .
  • Ask for the correct parameters and see how close you get to those parameters as we increase the size of the samples .

Multiple linear regression

Follow the same procedure as in the previous section, but try with 2 variables and . I.e., you pick parameter and generate samples from the following formula

.