Stat 401B Exam 2

Fall 2016

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ATTENTION!

Incorrect numerical answers unaccompanied by supporting reasoning will receive NO

Correct numerical answers to difficult questions unaccompanied by supporting

SHOW YOUR WORK/EXPLAIN YOURSELF!

Completely absurd answers (that fail basic sanity checks but that you don't identify as
clearly incorrect) may receive negative credit.

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 1. A shop uses spot welding to join two parts of an assembly. Two different machines are used to
make the same welds. Measured strengths for welds from the machines are summarized below.

Machine #1 Machine #2
n1 = 25 n2 = 25
x1 = 1461.7 psi x2 = 1538.1 psi
s1 = 324.5 psi s2 = 280.3 psi
number above 1800 psi = 1 number above 1800 psi = 7
number below 1100 psi = 3 number below 1100 psi = 0

8 pts a) Strengths below 1100 psi or above 1800 psi are undesirable/nonconforming. Is there clear
evidence of a difference between the two machines in terms of the fractions of nonconforming welds
they produce? (Show the whole 5-step format.)

6 pts b) Give 90% two-sided confidence limits for comparing the standard deviations of weld strengths
produced by the two machines.

3 pts c) On the basis of your limits from b) can you say with fair certainty which machine produces more
consistent weld strengths? Why or why not?

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 Below are normal plots for the weld strengths for the two machines made on the same set of axes.

3 pts d) What does the plot indicate about the two distributions of weld strengths?

6 pts e) Give (small sample) two-sided 95% confidence limits for the difference in mean weld strengths for
the two machines.

5 pts f) If one judged the plot at the top of the page to fail to be approximately linear for one or both of the
two machines, what basis might there nevertheless be for hoping that the nominal 95% confidence
level used in e) is not ridiculously wrong as characterizing the reliability of the formula you used?

3 pts g) Would the same reasoning you applied in f) extend to use of the tolerance limits x ± τ 2 s ? Explain.

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 2. At the end of this exam there is an R printout that concerns analysis of data from a study of the
surface finish produced in a machining operation. A response variable, y , measuring a characteristic
of surface finish related to ultimate part strength was studied as a function of machine settings. The
first input variable, speed rate, was originally in rpm and has been coded by subtraction of 3500 and
then division by 1000 to produce values of the variable x1 . The second input variable, feed rate, was
originally in inches/revolution and has been coded by subtraction of .005 and then division by .004 to
produce values of the variable x2 .

To begin, consider only the data with x1 = −1 (the lowest speed rate). Notice that from one
perspective this amounts to r = 3 samples, each of size 2 ( n1 = n2 = n3 = 2 ).

6 pts a) Give two-sided 95% confidence limits for the standard deviation of y for any fixed feed rate (at
this lowest speed rate) under the one-way normal model.

6 pts b) Give values of an F statistic and degrees of freedom for testing the hypothesis that (at this lowest
speed rate) feed rate has no effect on average y . Is this hypothesis plausible?

F = ____________ d.f. = ______ , ______ Plausible? __________

8 pts c) Because the values of the variable x2 are equally spaced, the quantity
( (mean y for x2 = 1) − (mean y for x2 = 0) ) − ( (mean y for x2 = 0) − (mean y for x2 = −1) )
is a measure of "curvature" or second derivative in mean response (at this lowest speed rate). Give
and interpret 95% two-sided confidence limits for this quantity.

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 Continue to consider only the data with x1 = −1 (the lowest speed rate), but now treat a
regression analysis with the predictor variable x2 .

4 pts d) What fraction of the raw variation in y (at this lowest speed rate) can be "accounted for" using a
model linear in x2 ?

6 pts e) Give 95% two-sided confidence limits for the standard deviation of y at any fixed value of x2
under the SLR model (at this lowest speed rate). How does this compare to your answer to a)? Why,
in retrospect, is this similarity or difference understandable?

6 pts f) Give 95% two-sided confidence limits for the increase in mean y associated with a
.001 inch/revolution increase in feed rate (according to the SLR analysis at this lowest speed rate).
(Hint: look again at the top of the previous page and the description of how x2 was coded. What
would the answer here be if it was a "1 unit increase in x2 " that was under discussion?)

6 pts g) Give 95% prediction limits (based on the SLR model at this lowest at rate) the next y observed at
x2 = 1 . (Plug in completely, but you need not simplify.)

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 Finally consider all the data and both x1 and x2 . There are several regressions reported on the
output for the entire data set. Use them in answering the following.

5 pts h) Over the ranges represented by the data used here, which of the predictors ( x1 or x2 ) is most
important in modeling y ? Give quantitative rationale for your answer.

Variable: __________ Rationale:

6 pts i) Give 95% two-sided confidence limits for the increase in mean y associated with a unit increase in
x1 when x2 is held fixed.

5 pts j) Give and interpret 95% two sided confidence limits for the intercept in the MLR model including
both x1 and x2 for this particular data set.

4 pts k) What is the value of the sample correlation between the response and the predicted response for
MLR including both x1 and x2 ?

6 pts l) Give 95% two-sided prediction limits for the next y when x1 = 0 and x2 = 0 . (You don't need a
special prediction call to get yˆ or se yˆ here. Consider again part j).)

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R Code and Output

> x1<-c(rep(-1,6),rep(0,6),rep(1,6))
> x2<-c(rep(c(-1,-1,0,0,1,1),3))
> treat<-c(1,1,2,2,3,3,4,4,5,5,6,6,7,7,8,8,9,9)
> y<-c(7,9,77,77,193,190,7,9,75,85,191,191,9,18,79,80,192,190)
> cbind(treat,x1,x2,y)
treat x1 x2 y
[1,] 1 -1 -1 7
[2,] 1 -1 -1 9
[3,] 2 -1 0 77
[4,] 2 -1 0 77
[5,] 3 -1 1 193
[6,] 3 -1 1 190
[7,] 4 0 -1 7
[8,] 4 0 -1 9
[9,] 5 0 0 75
[10,] 5 0 0 85
[11,] 6 0 1 191
[12,] 6 0 1 191
[13,] 7 1 -1 9
[14,] 7 1 -1 18
[15,] 8 1 0 79
[16,] 8 1 0 80
[17,] 9 1 1 192
[18,] 9 1 1 190
> aggregate(y,by=list(treat),mean)
Group.1 x
1 1 8.0
2 2 77.0
3 3 191.5
4 4 8.0
5 5 80.0
6 6 191.0
7 7 13.5
8 8 79.5
9 9 191.0
> aggregate(y,by=list(treat),sd)
Group.1 x
1 1 1.4142136
2 2 0.0000000
3 3 2.1213203
4 4 1.4142136
5 5 7.0710678
6 6 0.0000000
7 7 6.3639610
8 8 0.7071068
9 9 1.4142136

> summary(aov(y[1:6] ~ as.factor(x2[1:6])))

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> summary(lm(y[1:6]~x2[1:6]))
Call:
lm(formula = y[1:6] ~ x2[1:6])
Residuals:
1 2 3 4 5 6
6.583 8.583 -15.167 -15.167 9.083 6.083
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 92.167 5.387 17.11 6.85e-05 ***
x2[1:6] 91.750 6.598 13.90 0.000155 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 13.2 on 4 degrees of freedom
Multiple R-squared: 0.9797, Adjusted R-squared: 0.9747
F-statistic: 193.4 on 1 and 4 DF, p-value: 0.0001551
> summary(aov(y[1:6]~x2[1:6]))
Df Sum Sq Mean Sq F value Pr(>F)
x2[1:6] 1 33672 33672 193.4 0.000155 ***
Residuals 4 697 174
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

> plot(x1,x2)

> plot(x1,y)

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> plot(x2,y)

> summary(lm(y~x1))
Call:
lm(formula = y ~ x1)
Residuals:
Min 1Q Median 3Q Max
-86.28 -81.40 -15.03 96.97 100.97

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 93.28 18.70 4.989 0.000134 ***
x1 1.25 22.90 0.055 0.957138
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 79.32 on 16 degrees of freedom
Multiple R-squared: 0.0001862, Adjusted R-squared: -0.0623
F-statistic: 0.00298 on 1 and 16 DF, p-value: 0.9571
> summary(lm(y~x2))
Call:
lm(formula = y ~ x2)
Residuals:
Min 1Q Median 3Q Max
-18.278 -12.028 6.056 6.889 15.389
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 93.278 2.655 35.13 < 2e-16 ***
x2 90.667 3.252 27.88 5.42e-15 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 11.26 on 16 degrees of freedom
Multiple R-squared: 0.9798, Adjusted R-squared: 0.9786
F-statistic: 777.4 on 1 and 16 DF, p-value: 5.421e-15

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> summary(lm(y~x1+x2))
Call:
lm(formula = y ~ x1 + x2)
Residuals:
Min 1Q Median 3Q Max
-18.278 -12.965 5.389 7.056 14.139
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 93.278 2.729 34.174 1.21e-15 ***
x1 1.250 3.343 0.374 0.714
x2 90.667 3.343 27.122 3.68e-14 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 11.58 on 15 degrees of freedom
Multiple R-squared: 0.98, Adjusted R-squared: 0.9774
F-statistic: 367.9 on 2 and 15 DF, p-value: 1.797e-13
> summary(aov(y~x1+x2))
Df Sum Sq Mean Sq F value Pr(>F)
x1 1 19 19 0.14 0.714
x2 1 98645 98645 735.60 3.68e-14 ***
Residuals 15 2012 134
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

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