Linear transformation of X and Y in simple regression (continuation of Exercise 5.4): (a) Suppose that the
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Linear transformation of X and Y in simple regression (continuation of Exercise 5.4):
(a) Suppose that the X-values in Davis’s regression of measured on reported weight are transformed according to the equation X0 ¼ 10ðX ' 1Þ and that Y is regressed on X0
.
Without redoing the regression calculations in detail, find SEðB0
Þ and t 0
0 ¼ B0
=SEðB0
Þ.
(b) Now, suppose that the Y values are transformed according to the equation Y00
¼ 5ðY þ 2Þ and that Y00 is regressed on X. Find SEðB 00Þ and t 00 0 ¼ B 00=SEðB 00Þ.
(c) In general, how are hypothesis tests and confidence intervals for β affected by linear transformations of X and Y?
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Related Book For
Applied Regression Analysis And Generalized Linear Models
ISBN: 9781452205663
3rd Edition
Authors: By John Fox
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