Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 33 2 Solution Created 2026-10-03 Updated 2026-10-06
Let be recall for age level , processing level , and replicate . Write for Younger and for Older. With Older and A as the reference levels in a regression factor, the additive two-factor normal linear model under treatment coding iswhere the errors are independent , with common positive variance. The design matrix is fixed; subjects supply independent observations; the specified conditional mean is correct; and the absence of an interaction term means the age difference is constant across processing levels. These are model assumptions, not consequences of random assignment. The treatment allocation supports independence between processing assignment and background characteristics, but age itself was not randomized.
An older subject in A has and , so the estimated mean is words. Its standard error is the intercept's . There are residual degrees of freedom, giving the 95% confidence interval for this mean:This is a mean-response confidence interval, not a prediction interval for a new individual's recall; the latter also includes the new observation's error variance.
The second two-factor normal linear model adds age-by-processing interaction terms:Its ten free mean parameters are equivalent to one mean for each of the ten cells. To compare the fits, the null hypothesis is . The full residual sum of squares is on degrees of freedom. Adding interaction reduces the additive model's residual sum of squares by , so the reduced value is . The nested-model F-test statistic isIts p-value is . Reject additivity and retain the interaction model. The significant interaction means that a single age effect averaged over all processing methods does not adequately summarize the data.
The regression intercept is the older-A mean. The age coefficient is the younger-minus-older contrast specifically in A. The processing coefficients compare B, C, D and E with A specifically among older subjects. The interaction coefficients are differences between the age contrast in each of those methods and its value in A. Adding the relevant coefficients givesThus A, C and especially D favour younger subjects in their estimated means, whereas B and E have little estimated age difference. In the younger group, D has the largest estimated recall, followed by C and A; B and E are much lower. Among older subjects C is largest, D and A are intermediate, and B and E are lowest. Comparing these orders is a description of estimates, not a claim that every pairwise difference is significant.
Each coefficient's printed standard error estimates its uncertainty; its statistic divides the estimate by that error, and its two-sided p-value uses under the relevant zero-contrast null hypothesis. For example, the older B-versus-A and E-versus-A contrasts have and . The C-versus-A and D-versus-A older contrasts have and . The B interaction has , while the D interaction is borderline at and the other two individual interaction tests are not significant at . These individual tests do not override the joint interaction F-test, and multiple comparisons require care. A simple younger-versus-older contrast outside A combines coefficients and must use their estimated covariance, rather than adding their marginal errors.
The residual standard error estimates . The coefficient of determination is the fraction of centered sample recall variation explained by the ten-cell model. The overall with null law tests all nine non-intercept coefficients jointly against zero, giving extremely strong evidence that the cell means are not all equal. The sequential analysis of variance separates age, process, and their interaction; the balanced design makes the main-effect sums orthogonal, whereas the coefficient table uses the specified reference-level contrasts.
To assess pooling into three processing types, retain age-by-type interaction because the previous test rejects additivity. The reduced model has six cell means. Its null hypothesis says A and C have equal means within each age, and B and E have equal means within each age: four restrictions. Compare it with the ten-cell model usingIn fact the supplied fitted cell means and equal cell sizes determine the increase without raw observations. Pooling two ten-person cells with means adds to the residual sum of squares. Here the four differences are , soTherefore and . At , the data do not reject the three-type reduction, though the result is borderline and is not proof that the pooled means are identical. This factor-level pooling test keeps the previously supported interaction structure; reducing the categories and removing all interaction simultaneously would test a different set of restrictions.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 33 6 b Solution Created 2026-10-03 Updated 2026-10-06
The statistician first models the age- and gender-dependent mean by linear regression. Its fitted value is . At fixed gender, a year of age is associated with a decrease of BMI units; the group coded gender has a fitted mean units above the group coded at the same age. This question does not state which gender receives which code. The intercept refers to age zero in the reference group, outside a typical adult-patient range, so its substantive interpretation is limited. Both slope Student t-tests have small p-values, and the overall F-test supports an age/gender-dependent mean. The coefficient of determination is only , leaving considerable individual variation to investigate.
The residual diagnostics check whether mean adjustment is plausible and whether a single normal error law is adequate. The residual-versus-fitted plot has no strong curved mean trend, although its smooth curve is not perfectly flat. The scale-location plot suggests some decline in spread as fitted BMI increases, so common residual variance is a working approximation rather than an established fact. The normal Q-Q plot has systematic departures, notably shorter tails than the normal reference, suggesting the residual law is not exactly normal. The regression leverage plot does not display an obviously extreme leverage point, but the marked observations and Cook's distance should still be checked for influence. Independence between patients cannot be diagnosed from these four plots alone.
Next the statistician extracts the regression residuals and fits an intercept-only normal model as a baseline residual distribution. With an intercept in the original ordinary least squares model, the residuals sum to zero by the normal equation; the near-zero fitted residual mean and its are therefore automatic, not new evidence of good fit. The standard error in this refit uses degrees of freedom, whereas the original uses after estimating three regression coefficients. The reported log-likelihood for the single-normal residual model is .
The histogram suggests a shape worth exploring beyond one normal density, with broad shoulders and some asymmetry, without showing unambiguous separated clusters. The statistician fits two- and three-component finite Gaussian mixtures with a common variance by the expectation-maximization algorithm, starting from separated means and positive weights. Successive likelihoods increase and the displayed final iterations stabilize, as expected from EM likelihood monotonicity. This is evidence of numerical convergence from those starts, not proof of a global maximum.
The two-component fit assigns weights , residual means and common variance . The three-component fit assigns weights , residual means and common variance . The code correctly passes the square roots of those variances to
dnorm and overlays the resulting weighted densities. Both curves broadly follow the histogram and are very similar. In particular, a two-component mixture need not have two distinct visible modes.These fits explore residual mixture clustering: groups differ in BMI relative to the same age/gender-adjusted mean, rather than simply in raw BMI. Membership can be summarized by the fitted mixture responsibilities, retaining uncertainty instead of asserting a certain label for each patient. The common-variance assumption is economical, but should be checked; the common regression slope assumption and constancy of mixture proportions across age and gender are also substantive. A residual mixture alone does not establish genuine biological subpopulations; a flexible continuous distribution, missing predictors, nonlinear mean effects or heteroscedasticity could explain a similar marginal shape.
There is also a two-stage residual mixture fitting limitation. Fitted regression residuals are not exactly independent identically distributed observations: even under a normal regression, their covariance matrix is , and estimating the mean adjustment introduces uncertainty. With subjects and three initial regression coefficients, treating them as independent is a useful approximation for exploring shape, but ordinary mixture likelihoods omit the first-stage uncertainty. A joint mixture regression with shared slopes, or a suitable bootstrap of the whole analysis, would give a firmer basis for parameter uncertainty and cluster selection. Examine component membership versus age/gender and repeat the algorithm from multiple starts before making substantive clustering claims.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 206 1 b Solution Created 2026-10-03 Updated 2026-10-06
Let , , , and . The horizontal axis of the residual-versus-fitted plot is , the fitted values, and the vertical axis is , the regression residual, in millimetres. Under the normal linear model, , where is the regression leverage.
In the quantile-quantile plot, the vertical values are the ordered standardized regression residualsand the horizontal values are corresponding theoretical quantiles of the standard normal distribution, with plotting positions such as . The exact plotting-position convention has little practical effect here. Under Gaussian errors these points should approximately follow a straight line; they are not independent because fitting induces residual correlations.
The main visible concern is curvature in the conditional mean. The red smooth in the residual-versus-fitted plot descends from positive residuals at low fitted values, becomes negative in the middle, and rises again at high fitted values. This suggests the strictly linear time effects may be inadequate. There is no clear monotone widening of the residual scatter, so strong heteroscedasticity is not apparent. The quantile-quantile plot has modest tail deviations and a few labelled observations, but does not show a dramatic departure from normality. These plots cannot establish independence across days or laboratories; check residuals against day, laboratory, and sampling order as well. A large coefficient of determination does not remove the visible mean-model concern.
Residual-versus-fitted plot Created 2026-10-05 Updated 2026-10-14
A residual-versus-fitted plot displays residuals vertically against predicted responses horizontally. Curvature suggests an incorrect conditional-mean model; a fan-shaped spread suggests heteroscedasticity, while isolated large residuals may indicate unusual observations. It does not alone measure leverage or influence: regression leverage records unusual predictor combinations, and Cook's distance combines leverage and residual size.
The figure in coefficient of determination shows why the plot is useful: subtracting the fitted linear trend makes a small curved component easy to see. A visible pattern supplies a reason to investigate the model, while the absence of a pattern in a small sample does not establish that all assumptions hold. Other views address other questions: regression residuals against observation order can reveal temporal dependence, and a normal probability plot examines distributional shape. NIST's statistical handbook develops this use of graphical residual analysis for model validation. [ref]
https://www.itl.nist.gov/div898/handbook/pmd/section4/pmd44.htm. NIST, How can I tell if a model fits my data?
Official documentation for
stats::summary.lm. It defines the coefficient columns, residual variance estimate, degrees of freedom and coefficient of determination.