6540 Lecture Notes - Lecture 11: Statistical Hypothesis Testing, Test Statistic, Variance

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lavenderhornet902

30 Jul 2018

School

University of Canberra

Department

University of Canberra

Course

6540

Professor

Dr Sumaira Qureshi

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Document Summary

Analysis of variance f-test: hypothesis testi(cid:374)g comparing the means of more than two independent samples, anova ta(cid:271)le, anova ta(cid:271)le usi(cid:374)g te(cid:272)h(cid:374)ology. Chi-square test: chi-square test for independence, chi-square test using technology, assu(cid:373)ptio(cid:374)s a(cid:374)d (cid:272)o(cid:374)ditio(cid:374)s. Two independent sample t-test for means (2-sided: hypotheses: Ho: the 2 population means are the same. Ha: the 2 population means are not the same: test statistic: t-statistic, decision rule: compare the test statistic t to the corresponding t distribution. More than two independent sample anova f-test for means (2-sided: hypotheses: Ho: all the 3 (or more) population means are the same. Ha : not all 3 (or more) population means are the same: test statistic: F-statistic: decision rule: compare the test statistic f to the corresponding f distribution. Two types of mean square which both estimate. Treatment mean square: esti(cid:373)ates (cid:1004)(cid:1006) if the (cid:374)ull hypothesis is assu(cid:373)ed to (cid:271)e t(cid:396)ue, va(cid:396)ia(cid:374)(cid:272)e of the (cid:373)ea(cid:374)s (cid:271)et(cid:449)ee(cid:374) ea(cid:272)h g(cid:396)oup.

Related Questions

QUESTION 1What is the purpose of post hoc tests? Under what circumstances are post hoc tests not needed or appropriate?

a. Under what circumstances is ANOVA a more appropriate statistical technique to use than a t test for independent samples? Please provide an example(s) to support your answer. (2 marks)

b. (2 marks)

c. In testing the difference between group means, how are between group and within group variability related to each other? Provide an example to support your answer. (2 marks)

QUESTION 2

a. If a two-factor ANOVA results in a significant main effect for factor A and a significant AxB interaction, explain why you should be cautious in interpreting the effect of factor A. (1 mark)

b. For the following research situations what would be your main effects and interaction effect. If there was a significant interaction effect what would that mean? (please be as clear as possible in your explanation):

A researcher hypothesizes that the effect of alcohol consumption on one’s motor skills depends on the person’s weight (underweight, normal, overweight), but that this may differ for men versus women. (2 marks)
A teacher is interested in seeing how attending class and reading the assigned chapters is related to her students’ performance on tests. She assesses each student in terms of how often they attend class (rarely, sometimes, regularly) and how often they read the assigned chapters (rarely, sometimes, regularly). (2 marks)

QUESTION 3

Ethel is interested in two methods of note-taking strategies and the effect of these strategies on the overall GPAs of college freshmen. She believes that men would benefit most from Method 1, while women would benefit most from Method 2. After obtaining 30 men and 30 women volunteers in freshmen orientation, she randomly assigns 10 men and 10 women to Method 1, 10 men and 10 women to Method 2, and 10 men and 10 women to a control condition. During the first month of the spring semester individuals in the two note-taking method groups receive daily instruction on the particular note-taking method to which they were assigned. The control group receives no note-taking instruction. Fall and spring GPAs for all participants are recorded and a score that is the difference between the spring and fall semester GPAs is calculated.

Below are the results from running a two-way ANOVA. Please answer the following:

What is the dependent variable? (0.5 marks)
What are the independent variables (factors)? (0.5 marks)
What is the research question(s) being addressed? (1 mark)
What does the descriptive statistics (graphical) tell us about the effects under study?

(1 mark)
What assumptions are being tested in the R output? Are these assumptions met? Please

provide statistical evidence. (2 marks)
What effects are being tested in the R output? (1 mark)
What does output from the ANOVA table tell us? (1 mark)
What type of follow-up analyses was conducted and why? Please interpret. (2 marks)

: Men
: Method1

      median
coef.var

0.300

0.469

: Women
: Method1

      median
coef.var

0.150

0.496

: Men
: Method2

      median
coef.var

0.275

0.027

: Women
: Method2

      median
coef.var

0.600

0.629

: Men
: Control

      median
coef.var

0.175

mean 0.335

mean 0.170

mean 0.305

mean 0.640

mean 0.165

mean 0.105

skew.2SE
   0.408

SE.mean CI.mean.0.95

var 0.052

var 0.033

var 0.037

var 0.032

var 0.022

var 0.021

normtest.W
     0.936

std.dev
  0.229

0.682
    skewness

1.076
    skewness

0.630
    skewness

0.072

SE.mean CI.mean.0.95

normtest.p 0.830 -----------------------------------------------------------------------------

skew.2SE
   0.342

kurtosis
  -0.645

kurt.2SE
  -0.242

normtest.W
     0.964

0.058

SE.mean CI.mean.0.95

std.dev
  0.183

normtest.p 0.096 -----------------------------------------------------------------------------

skew.2SE
   0.361

kurtosis
  -1.363

kurt.2SE
  -0.511

normtest.W
     0.869

0.061

SE.mean CI.mean.0.95

std.dev
  0.192

normtest.p 0.857 -----------------------------------------------------------------------------

0.278
    skewness

0.904
    skewness

skew.2SE
  -0.124

kurtosis
  -1.096

kurt.2SE
  -0.411

normtest.W
     0.979

-0.171

: Women
: Control

      median
coef.var

0.100

1.392
    skewness

0.560

0.046

kurtosis
  -0.759

0.105

kurt.2SE
  -0.284

   std.dev
     0.146

normtest.p
     0.512

skew.2SE
   0.019

kurtosis
  -1.443

kurt.2SE
  -0.541

normtest.W
     0.967

skew.2SE
   0.458

kurtosis
  -0.770

kurt.2SE
  -0.289

normtest.W
     0.906

0.056

SE.mean CI.mean.0.95

std.dev
  0.178

normtest.p 0.254 -----------------------------------------------------------------------------

                                                                      std.dev
                                                                        0.149

normtest.p 0.958 -----------------------------------------------------------------------------

0.047

SE.mean CI.mean.0.95

0.164

0.131

0.137

0.127

0.107

> leveneTest(gpa$gpaimpr~gpa$gender, data=gpa,center=mean)

Levene's Test for Homogeneity of Variance (center = mean) Df F value Pr(>F)

group 1 7.09 0.01* 58

---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 > leveneTest(gpa$gpaimpr~method, data=gpa,center=mean) Levene's Test for Homogeneity of Variance (center = mean)

      Df F value Pr(>F)
group  2    1.94   0.15

> #running Levene's test for assumption of HOV (INTERACTION EFFECT)
> leveneTest(gpa$gpaimpr, interaction(gpa$gender,gpa$method),center=mean) Levene's Test for Homogeneity of Variance (center = mean)

      Df F value Pr(>F)
group  5    0.57   0.72

Df Sum Sq Mean Sq F value Pr(>F) gender 1 0.020 0.020 0.61 0.43753

method 2 1.174 0.587 17.81 1.1e-06 *** gender:method 2 0.695 0.348 10.54 0.00014 *** Residuals 54 1.780 0.033
---

Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

gender        0.0055
method        0.3200
gender:method 0.1894

0.011
0.397
0.281

eta.sq eta.sq.part

#selecting only Method1, run ANOVA, then follow-up tests

  Tukey multiple comparisons of means
    95% family-wise confidence level

Fit: aov(formula = gpaimpr ~ gender, data = gpaMethod1)
$`gender`
Women-Men -0.165 -0.3594851  0.02948506    0.0915581

diff        lwr        upr     p adj

#selecting only Method2, run ANOVA, then follow-up tests

  Tukey multiple comparisons of means
    95% family-wise confidence level

Fit: aov(formula = gpaimpr ~ gender, data = gpaMethod2)
$`gender`
Women-Men 0.335 0.161153 0.508847   0.000754

diff      lwr      upr    p adj

aquamarineox434

Question 1

Which of the following approaches to understanding and predicting consumer behavior depends primarily on the knowledge and experience of a firm's employees and its suppliers?

		Test marketing and price experiments
		Analysis of historical data.
		Direct consumer surveys.
		Expert opinion.

Question 2

In which of the following situations would reliance on expert opinion as a basis for a managerial decision be most preferred?

		When the product being marketed is relatively new.
		When the level of economic activity can have a significant effect on the demand for the firm's output.
		When the product can be packaged with a variety of price and quality combinations.
		When the business in question serves as a supplier of inputs to other businesses, especially in multi-product situations where other strategies may be prohibitively expensive.

Question 3

The approach to analyzing consumer behavior that asks consumers to rank and choose among different product attributes to reveal their relative valuation of different characteristics is called:

		conjoint analysis.
		contingent valuation.
		the hedonic estimation technique.
		a direct consumer survey.

Question 4

All of the following are limitations of direct consumer surveys except:

		the possibility of response biases because survey respondents may not want to reveal their true preferences.
		the possibility that the type of questions asked may unintentionally bias the respondent's answers.
		the likelihood that respondents will deliberately and systematically mislead interviewers.
		the possibility that consumers' responses may not reflect their actual behavior in the market place.

Question 5

Which of the following approaches to understanding and predicting consumer behavior does not actually solicit any information from potential customers?

		Expert opinion.
		Test marketing.
		Analysis of historical data.
		Conjoint analysis.

Question 6

Data collected on a sample of individuals with different characteristics at a specific point in time are called:

		panel data.
		cross-section data.
		time series data.
		none of the above.

Question 7

Which of the following approaches to understanding and predicting consumer behavior provides the most insight into how consumers can be expected to respond in an actual market setting?

		Test marketing.
		Conjoint analysis.
		Expert opinion.
		Analysis of historical data.

Question 8

An approach to analyzing consumer behavior in which consumer reaction to different prices is analyzed in a laboratory situation or a test market is called:

		non-price experiments.
		focus groups.
		price experiments.
		none of the above.

Question 9

Data collected on the same observation unit at a number of points in time are called:

		panel data.
		time series data.
		cross-section data.
		none of the above.

Question 10

A measure of how much the coefficient would vary in regressions based on different samples is called:

		F-statistic.
		standard error of the estimated coefficient.
		t-statistic.
		partial F-statistic.

Question 11

The test statistic used to test the hypothesis of whether a regression coefficient is significantly different from zero, holding all other independent variables constant, is called a(n):

		t-test.
		F-test.
		multicollinearity test.
		autocorrelation test.

Question 12

Regression analysis that analyzes the relationship between one dependent variable and several independent variables is called:

		cluster analysis.
		correlation analysis.
		multiple regression analysis.
		simple regression analysis.

Question 13

The ratio of the regression coefficient to its standard error is called:

		F-statistic.
		t-statistic.
		coefficient of determination.
		partial F-statistic.

Question 14

The coefficient of determination will range between what values?

		-1 and +1
		0 and 1
		-3 and +3
		none of the above

Question 15

The range of values in which we can be confident that the true regression coefficient lies within a given degree of probability is called a:

		confidence interval.
		logistic regression.
		prediction interval.
		none of the above.

Question 16

The estimated regression equation is Y = 10 + 2.5X, if X =0 than the predicted value of Y is equal to

		2.5
		7.5
		12.5
		10

crimsoncamel287

1. You are given only three quarterly seasonal indices and quarterly seasonally adjusted data for the entire year. What is the raw data value for Q4? Raw data is not adjusted for seasonality.

Quarter Seasonal Index Seasonally Adjusted Data

Q1 .80 295

Q2 .85 299

Q3 1.15 270

Q4 --- 271

2. One model of exponential smoothing will provide almost the same forecast as a liner trend method. What are linear trend intercept and slope counterparts for exponential smoothing?

A. Alpha and Delta

B. Delta and Gamma

C. Alpha and Gamma

D. Standard Deviation and Mean

3. When performing correlation analysis what is the null hypothesis? What measure in Minitab is used to test it and to be 95% confident in the significance of correlation coefficient.

A. Ho: r = .05 p < .5

B. Ho: r = 0 p >.05

C. Ho: r ? 0 p?.05

D. Ho: r = 0 p?.05

In decomposition what does the cycle factor (CF) of .80 represent for a monthly forecast estimate of a Y variable?

A. The estimated value is 80% of the average monthly seasonal estimate.
B. The estimate is .80 of the forecasted Y trend value.
C. The estimated value is .80 of the historical average CMA values.
D. The estimated value has 20% more variation than the average historical Y data values.

5. A Wendy's franchise owner notes that the sales per store has fallen below the stated national Wendy's outlet average of $1,368,000. He asserts a change has occurred that reduced the fast food eating habits of Americans. What is his hypothesis (H1) and what type of test for significance must be applied?

A. H1: u ? $1,368,000 A one-tailed t-test to the left.
B. H1: u = $1,368,000 A two-tailed t-test.
C. H1: u < $1,368,000 A one-tailed t-test to the left.
D. H1: p < $1,368,000 A one-tailed test to the right

6. As the sample size from a population increases, for a given level of significance what happens to the null hypothesis rejection region and size of the t-table value?

A. The rejection region and the t-table value generally gets smaller for sample size below 31.
B. The rejection region gets larger and the t-table value generally gets smaller for sample sizes below 31.
C. The rejection region remains unchanged while the t-table value gets smaller for all sample sizes.
D. The zero mean hypothesis region gets larger and the t-table value gets larger as well for sample sizes below 31.

7. You obtained autocorrelation LBQ value of 18.58 for the 12^th lag from a data sample. Are the data significantly correlated at the lag examined or not? You want to be 95% confident in your answer.

A. Yes. The data are significantly correlated through the 12th lag.
B. No. The data are not significantly correlated through the 12^th lag.

C. No. Only the 12 lag period is not correlated.

D. You cannot tell since the number of sample observations is not provided.

E. The p-value is above .05 so the data is correlated.

8. Sometimes forecasters get lazy or forgetful and do not check the significance of XY data correlations and use the X variable to forecast Y. What is the result of this?

A. Type 2 error
B. Autocorrelation error
C. Type 3 error
D. Type 1 error

9. Do error measures indicate the statistical significance of forecast model variables?

A. Yes. They move in the same direction as statistical significance.
B. Yes. As error measures decrease the variable significance increases.
C. No They indicate only the magnitude of estimate error.
D. No. They indicate only the statistical significance of a forecast or fitted values.

10. In exponential smoothing what is the weight of the alpha coefficient for a time series data observation from the 3^rd previous period if the original alpha value is set at .8?

A. The weight cannot be calculated since the data observation is not given.
B. The weight is zero since the alpha value is set relatively high.
C. .548
D. .0064

11.Given the data series below for variables Y (Monthly Inventory Balance) and X (Monthly Sales) are they significantly correlated at the 95% confidence level and how can you tell?

Ending Inv. Bal. Y		Monthly Sales X
1544		5053
1913		5052
2028		7507
1178		2887
1554		3880
1910		4454
1208		3855
2467		8824
2101		5716

A. Yes. The correlation coefficient is .873 that is greater than .05.
B. Yes. The correlation p-value is .002 which is less than .05.
C. No. The correlation coefficient is above the p-value.
D.No. The correlation p-value is greater than the 95% confidence level.

12. You have forecast the sales for your company for the last 12 months and the forecast residuals are shown below. Are these residuals to be considered random?
Residuals

-24

-348

-892

-62

-378

-489

-342

490

578

198

A. Yes, since the residuals randomly vary in magnitude.
B. Yes since the residuals are positive and negative and vary in magnitude.
C. No, since the residuals are stationary and vary in magnitude.
D. No, since the residuals indicate positive slope.

13. Given the residuals in problem 12 above what is the RMSE for the forecast?

A. -101.0
B. 411.8
C. 169603
D. 220.1

14. Which form of exponential smoothing can result in a na

6540 Lecture Notes - Lecture 11: Statistical Hypothesis Testing, Test Statistic, Variance

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