- Recall Question 5 from the Week 8 lab. In a manufacturing plant, filters are used to remove pollutants. We are interested in comparing the lifespan of 5 different types of filters. Six filters of each type are tested, and the time to failure in hours is given in the dataset filters (on the website, in csv format).
- Is 1 + 5 estimable?
- Is estimable?
- In the week 8 lab you were asked to find two solutions to the normal equations. Verify thatthey produce the same estimate of 4 5.
- Do your two solutions produce the same estimate of 2 + 1?
- Write down the quantities corresponding to: (i) the lifespan of type 1 filters; (ii) the differencebetween the lifespans of type 2 and type 3 filters; (iii) the amount by which type 4 filters outlive the average filter; (iv) the expected total time to failure of a set of filters containing one of each type.
Verify directly that all of these quantities are estimable, and estimate them.
- Fit a lm model using treatment contrasts (the default). This gives estimates of 1,2 1,,5 1. Use these to estimate ,1 ,, 5 . Check your answers by fitting a contr.sum model.
- According to the Gauss-Markov theorem, the estimator for tT with the lowest variance is tTb. Assuming that tT is estimable, show that this variance is 2tT(XTX)ct. 3. For the one-way classification model, with ni observations in group i, show that
k
SSReg := yTy = yTX(XTX)cXTy = X(yi)2ni.
i=1
- Consider the one-way classification model with 3 levels (k = 3). Find all estimable quantities of the form.
- Consider the two-way classification model
yij = + i + j + ij.
Suppose that you have at least one sample from each combination of factor levels.
Treatment contrasts for the first factor are defined here as Pi aii, where Pi ai = 0. Show that these treatment contrasts are estimable.
1
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