\documentclass[10pt]{article} %\usepackage{amsbsy} % for \boldsymbol and \pmb \usepackage{graphicx} % To include pdf files! \usepackage{amsmath} \usepackage{amsbsy} \usepackage{amsfonts} %\usepackage[colorlinks=true, pdfstartview=FitV, linkcolor=blue, citecolor=blue, urlcolor=blue]{hyperref} % For links \usepackage{fullpage} % Good for US Letter paper \topmargin=-0.75in \textheight=9.5in \usepackage{fancyhdr} \renewcommand{\headrulewidth}{0pt} % Otherwise there's a rule under the header \setlength{\headheight}{15.2pt} \fancyhf{} \pagestyle{fancy} \cfoot{Page \thepage {} of 2} % \pagestyle{empty} % No page numbers \begin{document} \enlargethispage*{1000 pt} \begin{flushright} Name \underline{\hspace{60mm}} \\ $\,$ \\ Student Number \underline{\hspace{60mm}} \end{flushright} \vspace{2mm} \begin{center} {\Large \textbf{STA 431 Quiz 5}}\\ \vspace{1 mm} \end{center} \noindent % \emph{Calculators are allowed.} %\vspace{3mm} \begin{enumerate} \item \label{R} \emph{Do not answer this question if you do not have a printout for Question 7 of this weeks's assignment.} In Question 7, you tested $H_0: \alpha_1=0$. \begin{enumerate} \item (2 points) Write the value of the test statistic and the $p$-value in the space below. These are numbers from your printout. On your printout, circle the numbers and write ``Question~\ref{R}" beside them. \vspace{40mm} \item (2 points) In terms of the influence of smoking on cancer (which is the point of all this), what do you conclude from this test? If a conclusion is justified, draw a directional conclusion. \emph{Be guided by the $\alpha=0.05$ significance level, but do not mention it.} You have a lot mote room than you need. \end{enumerate} \newpage %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \item In one version of the instrumental variables model, the instrumental variable $z$ has a direct influence on the explanatory variable $x$. The model equations and path diagram are % Put model equations and path diagram side by side. \begin{tabular}{cc} \raisebox{.5in}{\parbox{2in} { \begin{eqnarray*} X_i & = & \alpha_1 + \beta_1Z_i +\epsilon_{i1} \\ Y_i & = & \alpha_2 + \beta_2X_i +\epsilon_{i2} \\ \end{eqnarray*} }} % End parbox and then raisebox & \includegraphics[width=3in]{InstruVarB} \end{tabular} where $E(Z_i)=\mu_z$, $Var(Z_i) = \sigma^2_z$, $E(\epsilon_{i1}) = E(\epsilon_{i2}) = 0$, $Var(\epsilon_{i1})=\psi_1$, $Var(\epsilon_{i2})=\psi_2$ and $Cov(\epsilon_{i1},\epsilon_{i2}) = \psi_{12}$. \begin{enumerate} \item (2 points) Calculate $\sigma_{12} = Cov(Z_i,X_i)$. Show a little work and \textbf{circle your answer}. \vspace{65mm} \item (2 points) Calculate $\sigma_{13} = Cov(Z_i,Y_i)$. Show a little work and \textbf{circle your answer}. \vspace{75mm} \item (2 points) Give the formula for a Method of Moments estimate of the parameter $\beta_2$ in terms of $\widehat{\sigma}_{ij}$ values. % \textbf{Circle your answer}. \vspace{20mm} \end{enumerate} \end{enumerate} % End of quiz questions \noindent \textbf{Please attach your printout to the quiz paper. The printout should show your \emph{complete} R input and output.} Make sure your name and student number appear on the printout. \end{document} % From a lecture slide (Omitted variables) {\LARGE $\boldsymbol{\Sigma} =$} \renewcommand{\arraystretch}{2.0} \begin{tabular}{|c||c|c|c|} \hline & $X$ & $Y$ & $Z$ \\ \hline $X$ & $\beta_1^2\sigma^2_z+\sigma^2_1$ & $\beta_2(\beta_1^2\sigma^2_z+\sigma^2_1)+c$ & $\beta_1\sigma^2_z$ \\ \hline $Y$ & $\cdot$ & $\beta_1^2\beta_2^2\sigma^2_z + \beta_2^2\sigma^2_1 + 2\beta_2c + \sigma^2_2$ & $\beta_1\beta_2\sigma^2_z$ \\ \hline $Z$ & $\cdot$ & $\cdot$ & $\sigma^2_z$ \\ \hline \end{tabular} \renewcommand{\arraystretch}{1.0}