STAT5302 Homework Assignment 7

Solution

Note
All R commands used are provided in the Appendix (Pages 9-10). Please try to replicate the R results in the solutions and learn more about the related R functions by manipulating them (such as try dierent options and experiment on dierent problems). Come to oce hours or make an appoint with me (chen2285@umn.edu) if you need more details.

Problem 7.3
1. The key messages from the scatter-plot matrix (Figure 1) are: (1) the O measurements are very highly correlated, but the A measurements are less highly correlated; (2) there is no obvious dependence on time; (3) evidence of curvature in the marginal response plots, the last row of the scatter-plot matrix, is weak. Figure 1: scatter-plot matrix of original variables
5 15
G G G G GG G G G GG G G G G G GG G G G G G G G G G G GG G GG G G G G G G G G G

6 10
G G G G G GG G G G G G G G GG G G G G G G G G G GG G GG G G G G G G G GG G GG G G G G G G G G G G G G GG G G GG G G G G G G G G G G G G G G G G G G GG GG G G G G G G G G G G G G G G G G GG G G G G G GG G G G G G GG G G G GG G G G G G G G

15

25
G GG G G G GG G G G G G GG GG G G G GG G G G G G G G G G G GG G G GG G G G G G G G G G G G GG G G G G G GG GG GG G G G G G G G G GG GG GG G G G G G GGG G G G GG G G G G G G G G G GG G G G G G G G G G G G G G G GG G G G G G G G GG G G

40000 120000
G G G G G G G GG G G G G GG G G G G GG G GG G G G GG G G G G G G G G G G G G G G G GG G GG G G G G G G G G G G G GG G GG G G G G GG G G G G G G GGGG G G G G GG G G G G G G G G G G G G G G G G GG GG G G GG G G GG G G GG G GGGG G G G G

Year

G G G GG G G G GG G GG G G G G G G G G G G G G G GG G GG G G G G G G GG G G G G G G GG G GG GG G G G GG GG G G GG G G G G G GG G G G G G G G G G G G G G G G G GGGG G G G G GG G G G G G G G G G G GG G G G G G G G G G G G G G G G G GG G G G GG GG GG G G G GG G G G GG G G G G G G G G G G G G G G G

G G G G G G G G GG G G G G G G GG G GG G G GG G G G G G GG G G G G GG G G G G G G G GG G GGG G G G GG GG GG G G GG GG G G G GG G G G G G GG GG G G G G G G

15

GG G G GG GG G GG G G GG G G G G G GG G G G G GG G G G G G GG G G GG G G G G G G G G G G G G GG G G G G G GG G G G G GG G G G G G GG G GG G G G G G G G GG G

APMAM

6 10

G GG G G G G G G GG G G G GG G G GG G G G GG G G G G G GG G GG G GGG G G

GG GG G G G G G G G G G G G G G G G G G G G G G G G G GG G G G G G G G G G

APSLAKE

G G G G G G G GG G G G G G G G G G G G G G GG G G G G G G G G G GG

G G GG G G G GG G G G G G G G G G G GG G G GG GG G G G GG GG GG G G G

G G GG G G GG G G G G G G G G G G G G GG G G G G G GG

G G G GG G G G G G G GG G G GG G G G GG G G GG G GG G G GG G G GGG G G

G GG G G G G GG G G G GG G G G GG G GG G G G G GG G G G G G G G G G G GG G G

G G G G G G GG G G G G G G G GGGG G G G GG G G G G G G G GG G G GG G G G G G G GG G G G GG G GG G G GG G G G G G G G GGGG G G G G G G G G GGG G G G G G G G G GG G G GG G G G G GG G G G G G G G G G G G G G G G G G G G G G G G G GG G G G G G G G G GG G GG G G G G G G G G GG G G G G G G G G G G G G G G GG

G G G GG GG G G G G G G GG G G G G G G GG G G G G GG G G GG G G G G G GG G G G GGG G GG G G G GG G G G GG G G G G GG G G G G G GG G G G G G G G GGG G GG G G GG G G G G G G G G GG G G G G G GG G G G GG G G G G G G GG G G G G G G G G G G G GG GG G GG G GG G G G GGG G G G G G G G

GG G G G G G GG G G G GG G G G G G G G G G GG GG G G GG G GG G G G G G G G G G GG G G G G G GG GG G G G G G GG GG GG G G GG G G G GG G G G G G GG G G G G G G G GG GG G G G G G G G GG G G G G G G G G GG G G G G G G G G GGG G G G G G G G GG G G GG G G G G GG G G GG GG G G G G G G G G

OPBPC

G G GGG G GG G G G GG G G G GG G G G G G G G G G G G G G G GG G G GG G

G GG G G G GG G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G GG G G G G G G G G G G G G

G G G G G G G G GG GG G G G GG G GG G G G G G G G G G G G G G G G G G G G G

25

G G G G G G G G G G G GG G G G GG G G G G G G G G G G GG G GGG GG G G G G G G G G G G G G G G GG G G G GGG G G G G G G G GGG G G G G G G GG G G G GG G G G G G

15

G G G G G G GG GG G G G G GG G G G G GG G G G G G G G G G G G G G G G G G

OPRC

G G GGG G G GG GG G G G GG G G G GG G G GG GG G G G G G G G G G G

40000 120000

G G G GGG G GG G G G G G G GGG G G G G G G G G G G G G G G G G G G G G G G G G G

G G GG G G G G G G G GG G G GG G G G G G G G G G G G G G G G G G G G G G

G G GG G G GG G G G GG G GG G G G G G G G G G G G G G G G G G G G G G G

G G

G G GG G G GG G G G G G G G G G G G G G G G G G G G G GG G G G G G GG G

BSAAM

1950

1980

10

10

30

5 15

30

The automatic choice of a transformation is available in the alr3 package for R: > summary(ans <- powerTransform(water[,2:7])) 1

5 15

G G GG G G G G G GG G G G G G G G G G G G G G G G G G G G G G G G G G G G G

G G GG G G G G G GGG G G G GG G G GG G G G G G G G G G G G G G GG G

OPSLAKE

G G G G G G G GG G G G G G G GG G G G G G G G G G G G G G G G G G G G G

30

10

30

APSAB

GG G G GG G G G G G G GG G G G GG G G G G G G G G G G G G G G GG G

10

1950

GG G G G G G GG G G G G G GG G G G G G G G G G GG G G G G G G G GG G G G G G G

G GG G G G G G G G G G G G G GG G G G GG G G G G G G G G G G GGG G GG G G

GG GG G GG G G GG G G G G G GG G G G G G G G G G G G G G G G G G GG G G G G G G

G G G

1980

STAT5302 bcPower Transformations to Multinormality Est.Power Std.Err. Wald Lower Bound Wald Upper Bound 0.0982 0.2861 -0.4625 0.6589 0.3450 0.2032 -0.0533 0.7432 0.0818 0.2185 -0.3466 0.5101 0.0982 0.1577 -0.2109 0.4073 0.2536 0.2445 -0.2255 0.7328 0.2534 0.1763 -0.0921 0.5988

Solution

APMAM APSAB APSLAKE OPBPC OPRC OPSLAKE

Likelihood ratio tests about transformation parameters LRT df pval LR test, lambda = (0 0 0 0 0 0) 5.452999 6 4.871556e-01 LR test, lambda = (1 1 1 1 1 1) 61.203125 6 2.562905e-11 The indication is to transform all the predictors to log scale, since the p-value for the LR test is about .49. A graphic summary of the transformed variables is in Figure 2. Figure 2: scatter-plot matrix of log-transformed variables

1.0

2.0
G G G G G G G G G G G G G G G G G GG G G G G G G G GG G G G G G GG G G G G G G G G GG G G G G G GG GG G G G G G G G G G G GG G G G G G G GG G G G G G GG G G G

0.5

1.5
G G

2.5
G GG G G G G G G G G G G G GG G G G G G GG G G G G G GG GG G GG GG G G GG G G G G G G G G G G GG G GG GGG GG G G G G G GG G GG G G G G G G G G G G G GG G G G G G G G G G GG G G GG G G GG G G G G G G G G G G G GG G G G G G G G

1.5

2.5
G G G GG G G G GG G G G G G GG G G G GG G G G G GG GG GG GG GG G G GG G G G G G G GG G G G G G G G G G G G G G G G G G G G G G G G G G G G GG G G G G G G G G GG G GG G GG G GG G G G G G G G G G GG G GGG G G G G G G GG G G G G G G

10.6

11.4 40000 120000 1.5 2.5 3.5 1.5 3.0 0.5 1.5 2.5

BSAAM

G G G G GG G G GG GG G GG G G G G G G G G G GGG G G GG G G G G G G G G G G

G G G G GGG G G G GG G G GG G G G G G G G G G G G G GG G GG G G G G G GG G G G G G G G G G G GGG G GG G GG GG G G G GG G G G G G GG GG G G G G G G

G G G G G G G G G G GG G G G G G G G GG G G G G G G G G G G G GGG G G GG G G G G G G G G G G G G G G G GG G G G G G G G G GG G G G G G G G G G G G G GG G GG G G G G GG G G GGG GG G G GG G G G G G GG G G GG GG G G G G

G G G G G G G G G G G G G G G G G G G G G G G G G G G G G GG G G GG G G G G G G G G G GG G GG G G G G G G G G G G G G G G G GG G G G G G GG G GG G G G G G G G G G GG G G G GGG G G G G G GG G G G G GG G G G G G G G G G G GG G G G G G G G GG G GG G G GG G G GG G GG G G GG G G G G GG G G G G G GG G G GG GGG G G G G GG GG G G G G GG G G G G GG G G GG G GG G G G G G GG G G G GG G GG G G GG GG GG G G G GG G G GG G G G GG G G G G GG G G G GG G G G G G G G GG G G G G G G GG G G G GGG G G G GG G G

G G G GG G GG G G G G G G G G G G GG GGG G G G G G G G G G G G G G GGGG G G G G G G G GG G G G G G G G G G G G G G G GG GG G G G G G G GG G G G GG G G G G

2.0

logAPMAM

1.0

G G G G GG GG GG G G G GG G G G G G G G GGGG G G GG G GG G G G G G G G G G G GG G GG G G G GG G G G G G G GG G G G G G G G G G GG G G G G G G G G G G GG G GG G GGG G G G G G G G G G G G G G G GG G G G G G G GGG G G G G G GG G G G G GG G G G GG G G G G G G GG G G G G G G G G G G G G G G G G G G G GG G G G

logAPSAB

G G GG G G GGG G G G G GG GG G G GG G G G GG G G GG G GG G G G G G

G G

2.5

0.5

G G G G GG G G GG G G G G G G GG G G GG GG G G GG G GG G G GG G G G GGG G G G G G GG G G G GG G G G G GG GG GG G G G G G G G G G G G G GG G G G GG G GG

G G G G G G G G G G GG G G G G G G G GG G G G G G G GGG G G G G G G G G G G G G G G G G G G G G G G G G G GG G G G G G G GG G G G G GG

logAPSLAKE

G G G GG G G G G GG GG G G G G G G G G G G G G GG GG G G GG G G G G G G G

G G G G G GG GG G G G G GG G G G G G G GG G GG G G G G GG GG G G G G G G G G G G G G G G G GG G G G G G G G G G G G G G G G G G G G GG G G GG GG G G GG

G G G G G G G GG GG G G G G G G GG G G G G G G GG G G GG G G G G G G G G G G G G G G G GG G G G G G G G G G G G G G G G G G G G G G G G G G GG G G GG G GG G G G G G GG G G G G G G G G GG G G G GG G G GG G G G G G G G G G G G

1.5

G G G G G G G GG G GG G G G G G G G G G G G GG G G GGG GG G G G G GG G G GG G G G G G G GGG G G GG GG G G G G G G G GG GG G G G G G G GG G G G G

logOPBPC

1.5

G G GG G G G GG GG G G G GG GG GG G G G G G G G G G G G G G G G G G

G G G G G G G GG G G G GG GG G G G GG G G G G GG G G G GG G G G GG G G G G G G G GG G G G G G G GG G G G GG GG G GG G G G G G GG GG G G G G G G GG G G G G G G G G G G G G G G G G GG G G GG G GG G G GG G G G G G G GG G G G G G G

G G G G G G G G G GG G G G G G G G G G G G G G G G G GG G GG G GG G G G G GG G G G

2.5

logOPRC
G G G G G G G G G GG G GG GG G G GG GG GG G G G GG G G G G G G G G G G GG G G G G G G G G G GG G GG G G G G G G G GG G G GG G G G G G G G G GGG

G G G G G GG G G G G G G G GG G G G G G G G G G G G G G G G G G G G G G G

G GG G G G G GG G G GG G G GG G G G G G G GG G G GG GG GG G GG G G G G G G G G G G G G GG G GG GG G G GG G G G G G G G G G G G G G G G G G G G G G G G G G G

G G G G GGG G G GG GG G G G GG G G GG G GG G GG G G G G GG G G G G G G G G G G G G G GG G G G GG G G GG G G GG G G G GG G G G GG G G G GG GG G G G

G GG G G G G G G GG GG G G G GG G G G G G G G G G G G GG G G G G G G G G G G GG G G G G G GG G G G G GG G G G GG G G GG G G G G G GG GG G GG G G G

logOPSLAKE

10.6

G G G G G G G G G G G G G G G G G G G G G G G G

G G G G G G GG G G G G G GG G G G GG G G G G G G GG GG G GG GG G G GG G

11.4

logBSAAM

40000 120000

0.5

1.5

2.5

1.5

3.0

1.5

2.5

3.5

2. Either the Box-Cox method, or the inverse tted value plot method, will indicate 2

STAT5302

Solution

that the log transformation matches the data. Here is the inverse tted value plot produced using the function invResPlot in R: > m = lm(BSAAM~log(APMAM)+log(APSAB)+log(APSLAKE)+log(OPBPC) +log(OPRC)+log(OPSLAKE)); > invResPlot(m); lambda RSS 1 0.1048461 2257433456 2 -1.0000000 3008670148 3 0.0000000 2264377190 4 1.0000000 2745251921 The lines in Figure 3 shown on the plot are for = .10, the nonlinear LS estimate, and for = 1, 0, 1. It seems that = 0 is almost the best option. Figure 3: Inverse tted value Plot

^ :

0.1

1
G

120000

G GG

100000

G G

G G G G G

G G

yhat

80000

G G G G G G GG G G G G G G G G G G G G G G

60000

40000

40000

60000

80000

100000 BSAAM

120000

140000

3. See the R output below: > m1 = lm(log(BSAAM)~log(APMAM)+log(APSAB)+log(APSLAKE)+log(OPBPC) +log(OPRC)+log(OPSLAKE)); > summary(m1) 3

STAT5302

Solution

Call: lm(formula = log(BSAAM) ~ log(APMAM) + log(APSAB) + log(APSLAKE) + log(OPBPC) + log(OPRC) + log(OPSLAKE)) Residuals: Min 1Q Median -0.18671 -0.05264 -0.00693

3Q 0.06130

Max 0.17698

Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 9.46675 0.12354 76.626 < 2e-16 *** log(APMAM) -0.02033 0.06596 -0.308 0.75975 log(APSAB) -0.10303 0.08939 -1.153 0.25667 log(APSLAKE) 0.22060 0.08955 2.463 0.01868 * log(OPBPC) 0.11135 0.08169 1.363 0.18134 log(OPRC) 0.36165 0.10926 3.310 0.00213 ** log(OPSLAKE) 0.18613 0.13141 1.416 0.16524 --Signif. codes: 0 *** 0.001 ** 0.01 * 0.05 . 0.1 1 Residual standard error: 0.1017 on 36 degrees of freedom Multiple R-squared: 0.9098,Adjusted R-squared: 0.8948 F-statistic: 60.54 on 6 and 36 DF, p-value: < 2.2e-16 The negative coecients are for two of the (non-signicant) A terms. The negative signs are due to correlations with other terms already included in the mean function. 4. Fit two models, one with six terms plus the intercept, the other replacing the logarithms of the O terms by their sum. The anova comparing these models is: > Osum = log(OPBPC)+log(OPRC)+log(OPSLAKE); > m2 = lm(log(BSAAM)~log(APMAM)+log(APSAB)+log(APSLAKE)+Osum); > anova(m2,m1) Analysis of Variance Table Model 1: log(BSAAM) ~ log(APMAM) + log(APSAB) + log(APSLAKE) + Osum Model 2: log(BSAAM) ~ log(APMAM) + log(APSAB) + log(APSLAKE) + log(OPBPC) + log(OPRC) + log(OPSLAKE) Res.Df RSS Df Sum of Sq F Pr(>F) 1 38 0.40536 2 36 0.37243 2 0.032929 1.5915 0.2176 The sum is as good as the individuals. Suppose that all three O measurements were depth of snowfall in the same mountain valley. The total snow, which is proportional to the amount of runo at Bishop, the response, is the depth times the surface area. If all three are in the same valley, they correspond to the same surface area. Thus the average of the three might give a better estimate of average depth in the whole valley, 4

STAT5302

Solution

and so the average or sum could do as well as the three measurements. The average of the logarithms corresponds to the log of the geometric means of the depths. 5. Re-organize the stories from 7.3.1-7.3.4.

Problem 7.5
1. Let see the four plots in Figure 4. Figure 4: Plots of 7.5.1

^ : 60
G Nairobi

0.58

1
G G Karachi

BigMac

100

G G G G G G G G G G G G GG G G G G G G G G G G G G G GG G G G G G G G GGG GG G G G G G

GG G

20

yhat

40

G Karachi

G G G G G G GGG G G G G G G GG G G G G G G G G GG G G G G G G G G G G G GG G G G G G G G G G G G G G GG G G G G G

150

G Nairobi

50

G G G GG G G GG

G G

0 100 120

G G

20

40

60

80

50

100 BigMac

150

FoodIndex

0.30

GG G G G G GG G G GG G G G G G G G G G GG G G G G G G G G G G G

G G

95% 120 200 160 2

BigMac^(0.5)

G G GG

G G G GG G G G G GG G G G G G G GG G G G G G

0.10

Karachi Nairobi 40

20

60

80

100

120

logLikelihood

0.20

FoodIndex

Plot (a) (upper-left) shows the scatter-plot, and it indicates that the real cost of a BigMac, which is the amount of work required to buy one, declines with overall food prices; the Big Mac is cheapest, for the local people, in the wealthiest countries. The inverse tted value plot in (b) (upper-right) is used to select a transformation; four choices are shown, and the most extreme, with power of about .5, appears to match the best, although the improvement over the logarithmic transformation is small. This choice is inuenced by Nairobi and Karachi, and without these points a log transformation is consistent with the plots. Plot (c) (lower-left) shows that in the transformed scale linearity is achieved, and (d) (lower-left) shows that the Box-Cox procedure essentially agrees with the inverse tted value plot. In summary, either a log transform or the inverse square root scale seem to be appropriate. 5

STAT5302

Solution

2. The scatter-plot matrix in Figure 5 indicates the need to transform because the points are clustered with curvature obvious. Figure 5: Scatter-plot of BigMac, Rice, Bread
20 40 60
G

80
G

G G G G G G G G G G G GG G G G G G G G G G G G G G GG G G GGG G G G G G G G G G G G GG GG G G G G GG G G G G G G G G

BigMac

G G GG G G GG G G G G G G G G GG G G GG G G G G G G G G G G G GG G G G G G G G G G G G G G G GG G GG

80

60

Rice
G G G G G GG G G GG G G G GG G G GG G G G G G G GG G G G GG G G G GG G G G G G G G GG G G G G GG G GG G GG G

40

G G

G G GG G G G G G G G G G G GG G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G GG G G G G GG G G G

G G

20

G G G G G G G

G G G G G

G G G G GG GG G G G G G G G G G G G G G G G G G G GG G G G G G G G G G G G G G G G G G G GG G G GG G G G G

G GG G G G G G GG G G G GG G G G G G G G G G G GG G G G G G GG G G G G G G G G G G G G GG G G G G G G G

G G

50

100

150

20

40

60

80

The results of the multivariate Box-Cox procedure are, > new_data = cbind(BigMac,Rice,Bread); > summary(powerTransform(new_data~1)) bcPower Transformations to Multinormality Est.Power Std.Err. Wald Lower Bound Wald Upper Bound BigMac -0.3035 0.1503 -0.5980 -0.0089 Rice -0.2406 0.1345 -0.5043 0.0230 Bread -0.1566 0.1466 -0.4439 0.1307 Likelihood ratio tests about transformation parameters LRT df pval LR test, lambda = (0 0 0) 7.683155 3 0.05303454 LR test, lambda = (1 1 1) 204.555613 3 0.00000000 LR test, lambda = (-0.5 0 0) 6.605247 3 0.08560296 Rerun the multivariate Box-Cox procedure with the two (potential) outliers removed: 6

20

40

Bread

60

80

50

100

150

STAT5302 > summary(powerTransform(new_data[-c(26,46),]~1)); bcPower Transformations to Multinormality Est.Power Std.Err. Wald Lower Bound Wald Upper Bound BigMac -0.2886 0.1742 -0.6301 0.0529 Rice -0.2465 0.1413 -0.5235 0.0305 Bread -0.1968 0.1507 -0.4922 0.0986 Likelihood ratio tests about transformation parameters LRT df pval LR test, lambda = (0 0 0) 7.083917 3 0.06927061 LR test, lambda = (1 1 1) 181.891304 3 0.00000000

Solution

Deleting the two cases has little important eect on the choice of transformations, and logs of all three seem to be appropriate. The scatter-plot matrix for the transformed variables is in Figure 6. Figure 6: Scatter-plot of log transformed BigMac, Rice, Bread

1.5

2.0

2.5

3.0

3.5

4.0
G G

4.5
G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G G

G G

G G G GG G G G

G GG

G G G G G

GG

4.5

G G G

G G G

4.0

G G G G G GG G G G G G G G GG G G G G G GG G G G G GG GG G G G G G G G G G G G G G GG G G G G G G G G G G G G G G G G G GG

3.5

3.0

logRice
G G G G

2.0

G G G G G G G G G GG G G GG G G G G GG G G G G G G G G G G GG G G G G G G G GG G G G G GG G G G

2.5

1.5

G G G G G G G G G G GG G G G G

G G

G G G G G G GGG G

G G

G G G G GG G GG G G G G G GG G G G G G G G G G G G G G G G G G G

G G G G

GG

2.5

3.0

3.5

4.0

4.5

5.0

2.0

2.5

3.0

3.5

4.0

4.5

3. Left panel of Figure 7 is the inverse tted value plot before transformation. The matching curve corresponds to 1/3. Right panel of Figure 7 is the inverse tted value plot after transforming BigMac. No further transformation seems necessary. 7

2.0

2.5

3.0

G G GG G G G G G G G GG G G G G G G G G G GG GG G G G G G G G G GG G G G G G G G G G G G G G G G

G G G

logBread

3.5

4.0

4.5

2.5

GG G G

3.0

G G G G G G GG G GG G G G

3.5

logBigMac

G G GG G G GG G GG GG G G G GG G G G G GG G G G G G G GGG G G G GG G G G G G G GG G G GG GG G G

4.0

4.5

5.0

STAT5302 Figure 7: Inverse response plots

Solution

0.45

^ : 80

0.26

^ 1 :

0.8

1
G G G

G G G G G G G G G G

0.40

G G G G G G

GG G G G G G G G G G G G G G GG G G G GG G G G

60

G G G G G G G G

G G G

0.35

G G G G G G G G G

yhat

GG G G G G G G G G G G G G G G G G G G G G G G G G GG G G G G G G G G G G

yhat 0.30

40

G G

G G GG G G G G G

G G G G G G

20

0.25

G G G GG G G

G G

0
G G

50

100 BigMac

150

0.20

0.30

0.40

BigMac^(1/3)

Problem 8.5
1. H n n even for simple regression. Using (3.17) to get (X X)1 , a formula may be obtained for an individual hij . We nd: hij =xi (X X)1 xi = 1 xj = By setting j equal to i, hii = 1 (xi x )2 + . n SXX
x2 i nSXX x SXX x SXX 1 SXX

1 xj

)(xj x ) 1 (xi x + n SXX

2. Cases with large hii will have (xi x )2 large, and will therefore correspond to observations at the extreme left or right of the scatter-plot. 3. Let the predictor X consist of the value zero appearing (n 1) times and the value 1 appearing exactly once. For this variable, x = 1/n and SXX = 1 1/n, and the leverage for the case with value one is h = 1/n + (1 1/n)2 /(1 1/n) = 1. 8

STAT5302

Solution

Appendix
## problem 7.3 library(alr3); #### 7.3.1 plot(water); summary(ans <- bctrans(water[,2:7])) attach(water); new_water = cbind(BSAAM,log(water[,2:8])); colnames(new_water) = c("BSAAM", paste("log",colnames(water)[2:8],sep="")); plot(new_water); #### 7.3.2 m = lm(BSAAM~log(APMAM)+log(APSAB)+log(APSLAKE)+log(OPBPC)+log(OPRC)+log(OPSLAKE)); invResPlot(m);

#### 7.3.3 m1 = lm(log(BSAAM)~log(APMAM)+log(APSAB)+log(APSLAKE)+log(OPBPC)+log(OPRC)+log(OPSLAKE)); summary(m1); #### 7.3.4 Osum = log(OPBPC)+log(OPRC)+log(OPSLAKE); m2 = lm(log(BSAAM)~log(APMAM)+log(APSAB)+log(APSLAKE)+Osum); anova(m2,m1) detach(water);

## problem 7.5 library(alr3); attach(BigMac2003) #### 7.5.1 par(mfrow=c(2,2)); names = rep("",69); names[c(26,46)] = c("Karachi","Nairobi"); ### scatter-plot plot(BigMac~FoodIndex); text(FoodIndex,BigMac,names); ### inverse-response plot m = lm(BigMac~FoodIndex); invResPlot(m);

STAT5302 text(BigMac,fitted(m),names); ### transformation plot(BigMac^(-0.5)~FoodIndex); text(FoodIndex,BigMac^(-0.5),names); ### boxcox boxcox(m) #### 7.5.2 new_data = cbind(BigMac,Rice,Bread); plot(as.data.frame(new_data)); summary(powerTransform(new_data~1)); summary(powerTransform(new_data[-c(26,46),]~1)); log_new_data = log(new_data); colnames(log_new_data) = paste("log",colnames(new_data),sep=""); plot(as.data.frame(log_new_data));

Solution

#### 7.5.3 m3 = lm(BigMac~log(Bread) + log(Bus) + log(TeachGI) + I(Apt^(0.33))) m4 = lm(BigMac^(-1/3)~log(Bread) + log(Bus) + log(TeachGI) + I(Apt^(0.33))) par(mfrow=c(1,2)); invResPlot(m3); invResPlot(m4);

10