Homework 6 Due May 28

In your solution please include your name and the homework number. Please staple
your pages together. When solving the problems below, give detailed derivations in order
to receive credit.
1. (ANOVA and normality) Consider the one-way ANOVA model for I = 3 groups
of observations that are of equal size J = 10. In the following simulation exercise
investigate the sensitivity to non-normality of the F -test of equal means. Recall that
the Cauchy distribution is symmetric but very heavy-tailed, the 21 distribution is
highly skewed. Parts (a) and (b) are about the significance level of the test, parts
(c), (d) and (e) are concerned with the power of the test.
(a) Draw IJ = 30 independent observations from the Cauchy/t1 -distribution, and
group them into I = 3 equal-sized groups. Compute the p-value of the F -test of
the hypothesis of equal means in the three groups. (Clearly, the null hypothesis
is true.) Repeat this 19 more times to collect a total of 20 p-values. Show a
boxplot of the p-values. How often would you have erroneously rejected the
true null hypothesis when choosing the confidence level = 0.1? Briefly discuss
your findings.
(Comment: In order to do this make use of a for-loop or a similar routine in
R. Should you have difficulties doing this, come see your TA or Grader during
their office hours.)
(b) Repeat part (a) using the 21 -distribution instead of the Cauchy.
(c) Repeat part (a) using the Cauchy distribution but make the null hypothesis be
wrong by adding two to every observations in one (and only one) of the three
groups.
(d) Repeat part (c) replacing Cauchy by 21 .
(e) Repeat part (c) replacing Cauchy by the standard normal distribution N (0, 1).
2. (Additive two-way ANOVA model) Below is an ANOVA table for the two-way
ANOVA model with interaction. Derive the ANOVA table for the additive two-way
ANOVA model (for the same data). Include the p-values. Do they differ from the
corresponding p-values in the model with interaction? Explain why.
Analysis of Variance Table
Response: Survival
Df Sum Sq Mean Sq F value
Pr(>F)
Poison
1 93.161 93.161 20.8118 4.035e-05
Treatment
1
8.251
8.251 1.8432
0.1815
Poison:Treatment 1
0.012
0.012 0.0027
0.9585
Residuals
44 196.960
4.476

3. (Simple linear regression) Use linear regression to analyze the data on children with
asthma reported in problem 44 on p. 599 in Rice (2007) (data file ASTHMA.DAT in my
website). Find the least squares line, test whether the slope is significantly different
from zero, and give 95%-confidence intervals for the slope and the intercept. How
much of the variation in the data is explained by the simple linear regression model?
Show a scatter-plot, a residual plot, and a normal probability plot for the residuals.
Briefly discuss your results.
4. Do Problem 37 on p. 597 in Rice (2007).
5. (Mean of future observation) Do Problem 13 on p. 594 in Rice (2007).
6. (Optimal design of experiments) Do Problem 21 on p. 596 in Rice (2007).