Linear Statistical Models

Sample Quiz #2

Consider the design

	a1	a2	a3
b1	a	d	g
b2	b	e	h
b3	c	f	i

1. Use orthogonal coding to code this design. Indicate which columns are for which effects. Hint: More columns are provided than are needed.

  |--A---|---B---|------A*B------|
   x1  x2  x3  x4  x5  x6  x7  x8  x9  x10
   
a   1   1   1   1   1   1   1   1

b   1   1  -1   1  -1   1  -1   1

c   1   1   0  -2   0  -2   0  -2

d  -1   1   1   1  -1  -1   1   1

e  -1   1  -1   1   1  -1  -1   1

f  -1   1   0  -2   0   2   0  -2

g   0  -2   1   1   0   0  -2  -2

h   0  -2  -1   1   0   0   2  -2

i   0  -2   0  -2   0   0   0   4

2. Give the Stata commands beginning with regress that will test the B main effect or use R²'s to compute the F-ratio for b main effect, when each cell has 12 observations

Stata commands:

regress y x1 x2 x3 x4 x5 x6 x7 x8
test x3 x4

or

            R2y.x3-x4     / (     2     )
F = ______________________________________
    (    1 - R2y.x1-x8  ) / (108 - 8 - 1)

Linear Statistical Models Course