Consider Example 12.4. Figure 12.1 on page 459 displays a

Chapter 12, Problem 12.40

(choose chapter or problem)

Consider Example 12.4. Figure 12.1 on page 459 displays a SAS printout of an analysis of the model containing variables x1, x2, and x3. Focus on the condence interval of the mean response Y at the (x1,x2,x3) locations representing the 13 data points. Consider an item in the printout indicated by C.V. This is the coecient of variation, which is dened byC.V. =s y 100, where s = s2 is the root mean squared error. The coecient of variation is often used as yet another criterion for comparing competing models. It is a scale-free quantity which expresses the estimate of , namely s, as a percent of the average response y. In competition for the best among a group of competing models, one strives for the model with a small value of C.V. Do a regression analysis of the data set shown in Example 12.4 but eliminate x3. Compare the full (x1,x2,x3) model with the restricted (x1,x2) model and focus on two criteria: (i) C.V.; (ii) the widths of the condence intervals on Y . For the second criterion you may want to use the average width. Comment.