pdf("rpd4_11r.pdf") alldata <- matrix( c(44,89.47,44.609,11.37,62,178,182, 40,75.07,45.313,10.07,62,185,185, 44,85.84,54.297,8.65,45,156,184, 42,68.15,59.571,8.17,40,166,172, 38,89.02,49.874,9.22,55,178,180, 47,77.45,44.811,11.63,58,176,176, 40,75.98,45.681,11.95,70,176,180, 43,81.19,49.091,10.85,64,162,170, 44,81.42,39.442,13.08,63,174,176, 38,81.87,60.055,8.63,48,170,186, 44,73.03,50.541,10.13,45,168,168, 45,87.66,37.388,14.03,56,186,192, 45,66.45,44.754,11.12,51,176,176, 47,79.15,47.273,10.6,47,162,164, 54,83.12,51.855,10.33,50,166,170, 49,81.42,49.156,8.95,44,180,185, 51,69.63,40.836,10.95,57,168,172, 51,77.91,46.672,10,48,162,168, 48,91.63,46.774,10.25,48,162,164, 49,73.37,50.388,10.08,67,168,168, 57,73.37,39.407,12.63,58,174,176, 54,79.38,46.08,11.17,62,156,176, 52,76.32,45.441,9.63,48,164,166, 50,70.87,54.625,8.92,48,146,186, 51,67.25,45.118,11.08,48,172,172, 54,91.63,39.203,12.88,44,168,172, 51,73.71,45.79,10.47,59,186,188, 57,59.08,50.545,9.93,49,148,160, 49,76.32,48.673,9.4,56,186,188, 48,61.24,47.92,11.5,52,170,176, 52,82.78,47.467,10.5,53,170,172),byrow=T,ncol=7) Y <- alldata[,3] X <- alldata[,4:7] X <- cbind(rep(1,nrow(X)),X) XPXINV <- solve(t(X) %*% X) BETAHAT <- XPXINV %*% t(X) %*% Y BETAHAT XPXINV ix <- diag(1,ncol=nrow(X),nrow=nrow(X)) jx <- matrix(rep(1,nrow(X)*nrow(X)),ncol=nrow(X)) SSRESID <- t(Y) %*% (ix - X %*% XPXINV %*% t(X)) %*% Y DFRESID <- nrow(X)-ncol(X) S2 <- SSRESID/DFRESID S2BETA <- S2[1,1]*XPXINV DHAT <- sqrt(diag(S2BETA)) BETALO <- BETAHAT - qt(.975,DFRESID) * DHAT BETAHI <- BETAHAT + qt(.975,DFRESID) * DHAT S2BETA print(cbind(BETALO,BETAHI)) # Bonferroni's Method BETALOBON <- BETAHAT - qt(1-(.05/(5*2)),DFRESID) * DHAT BETAHIBON <- BETAHAT + qt(1-(.05/(5*2)),DFRESID) * DHAT print(cbind(BETALOBON,BETAHIBON)) # Scheffe's Method BETALOSCH <- BETAHAT - sqrt(ncol(X)*qf(0.95,ncol(X),DFRESID)) * DHAT BETAHISCH <- BETAHAT + sqrt(ncol(X)*qf(0.95,ncol(X),DFRESID)) * DHAT print(cbind(BETALOSCH,BETAHISCH)) dev.off()