Hi seems to me like a homework for bootstraping
see ?boot, ?lm, ?confint If not, some code how you tried to solve it yourself and how it did not worked as expected would be greatly appreciated. Regards Petr r-help-boun...@r-project.org napsal dne 15.02.2010 05:41:14: > > Consider the SLR y = 50 + 10x + e where e is NID(0.16). n = 20 pairs of > observations. Generate 500 samples of 20 obersvations drawing 1 observations > drawing one observation from each level of x = .5,1,1.5 ... 10 for each > sample > > A) For each sample computer the least squares regression estimates of the > slop and intercept. Construct histograms of the sample values of B_0_hat and > B_1_hat. > > B) For each sample compute an estimate of E(y|x=5) Construct a histogram > from these estimates. > > C) For each sample compute a 95% CI on the slope. How manyt of these contain > the true value B_1 = 10 > > D) For each estimate of E(y|x=5) in part b compute the 95% CI. How many of > these intervals contain the trye value of E(y|x=5)=100? > > I have 0 idea how to do these as R was not a prereq for my regression course > but is needed for these problems. As much help as you could offer would be > amazing. > -- > View this message in context: http://n4.nabble.com/SLR-500-Random-Samples- > tp1555769p1555769.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
