Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2017/ii/paper-4/12j/b/solution

The two design matrices span the same six-dimensional space of arbitrary log means for the six periods. Fit.2 uses the first period as a baseline, whereas fit.3 uses cumulative indicator steps. If is the log mean for period , fit.3 has intercept and jump coefficients . Thus both fits give identical fitted means and identical maximized likelihood functions. Therefore
Different coefficient tests arise because they test different contrasts, not because one full fit explains the observations better.

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