PEAS 6000: Research Methodology Winter 2022
Stanislav Sokolenko Page 1 of 1
Assignment 4
Due on Brightspace by 11:30 pm, March 25/2022
Problem 1
Use the data provided in data.csv to fit = + sin() + sin(2).
Note, you may use any piece of software you like to solve this assignment, but hand in an
appropriate level of work — either your code or excel spreadsheets — along with the final
answers.
a) Estimate , ˆ,
b) Estimate the variance of ˆ and
c) Calculate confidence intervals around ˆ,
d) Calculate the covariance of ˆ and . Do you think this covariance can be ignored? Why
or why not?
e) Suggest a new set of variables to set the covariance to zero. Hint: if is a diagonal
matrix, so is −1.
f) Generate a residual plot and identify whether there are any deviations from the as-
sumptions of linear regression.
g) Generate a qq plot of the residuals and identify whether there are any deviations from
normality.