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ISBN 3-900051-07-0
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> pdf("rpd8_1r.pdf")
>
> xy <- matrix(
+ c( 1, 0.53,
+ 2, 1.183,
+ 3, 1.603,
+ 4, 1.994,
+ 5, 2.708,
+ 6, 3.006,
+ 7, 3.867,
+ 8, 4.059,
+ 9, 4.349,
+ 10, 4.699,
+ 11, 4.983,
+ 12, 5.1,
+ 13, 5.288,
+ 14, 5.374,
+ 1, 0.184,
+ 2, 0.664,
+ 3, 1.553,
+ 4, 1.91,
+ 5, 2.585,
+ 6, 3.009,
+ 7, 3.403,
+ 8, 3.892,
+ 9, 4.367,
+ 10, 4.551,
+ 11, 4.656,
+ 12, 4.754,
+ 13, 4.842,
+ 14, 4.969), byrow=T, ncol=2)
>
> nobs <- nrow(xy)
> y <- xy[,2]
> x1 <- xy[,1]
> x0 <- matrix(rep(1,nobs),ncol=1)
> x2 <- x1*x1
> x3 <- x1*x2
>
> plot(x1,y,xlab="Days",ylab="Density of Algae")
>
>
> x <- cbind(x0,x1,x2,x3)
> xf8_2 <- x[1:14,1:4]
> y8_2 <- y[1:14]
>
> betaf8_2 <- solve(t(xf8_2) %*% xf8_2) %*% t(xf8_2) %*% y8_2
>
> ssef8_2 <- t(y8_2 - xf8_2%*%betaf8_2) %*% (y8_2 - xf8_2%*%betaf8_2)
> s2f8_2 <- ssef8_2/(nrow(xf8_2)-ncol(xf8_2))
>
> varbetaf8_2 <- s2f8_2[1,1]*solve(t(xf8_2) %*% xf8_2)
> sebetaf8_2 <- sqrt(diag(varbetaf8_2))
>
> print(round(cbind(betaf8_2,sebetaf8_2),5))
sebetaf8_2
0.00948 0.16761
x1 0.53074 0.09343
x2 0.00595 0.01422
x3 -0.00119 0.00062
>
> tbeta3 <- betaf8_2[4]/sebetaf8_2[4]
> tcritb3 <- qt(.975,nrow(xf8_2)-ncol(xf8_2))
> probtb3 <- 2*(1-pt(abs(tbeta3),nrow(xf8_2)-ncol(xf8_2)))
>
> print(cbind(tbeta3,tcritb3,probtb3))
tbeta3 tcritb3 probtb3
x3 -1.910112 2.228139 0.08518918
>
> xr8_2 <- x[1:14,1:2]
>
> betar8_2 <- solve(t(xr8_2) %*% xr8_2) %*% t(xr8_2) %*% y8_2
>
> sser8_2 <- t(y8_2 - xr8_2%*%betar8_2) %*% (y8_2 - xr8_2%*%betar8_2)
>
> ssef8_2
[,1]
[1,] 0.1365819
> sser8_2
[,1]
[1,] 1.458121
>
> fbeta23 <- ((sser8_2-ssef8_2)/(ncol(xf8_2)-ncol(xr8_2)))/(ssef8_2/(nrow(xf8_2)-ncol(xf8_2)))
> fcritb23 <- qf(.95,ncol(xf8_2)-ncol(xr8_2),nrow(xf8_2)-ncol(xf8_2))
> fprobb23 <- 1-pf(fbeta23,ncol(xf8_2)-ncol(xr8_2),nrow(xf8_2)-ncol(xf8_2))
>
> print(cbind(fbeta23,fcritb23,fprobb23))
fcritb23
[1,] 48.37897 4.102821 7.21106e-06
>
>
> dev.off()
null device
1
>