The supplied coefficient and slope-test fields support a negative linear age association: about media-diversity points per year, or per decade. However, the reported and intercept uncertainty are inconsistent with other fields. They cannot all be combined into a single verified regression interpretation.
The descriptive summaries give 1784 observed ages and diversity scores, with no missing values. Age ranges from 18 to 89 years, with mean 43.035 and sample standard deviation 16.862 years. Diversity ranges from 0 to 48, with mean 19.592 and sample standard deviation 10.240 points. The scale combines online and offline consumption sources; the output does not say that one point equals one source, so that unit should not be invented. Comparing the numerical standard deviations across these different units does not establish which variable is more variable substantively.
A simple linear regression posits , where Y is diversity and x is age. Ordinary least squares fits that conditional mean by minimizing the residual sum of squares. If the coefficient estimates are trusted, the fitted line isIt predicts about 23.259 diversity points at age 18 and 12.861 at age 89. At the mean age it predicts , agreeing with the rounded outcome mean. This is the mean-fitting identity expected of least squares with an intercept. It does not validate every other output field. Individual scores can deviate substantially from these fitted means, and a cross-sectional age contrast is not an estimate of each person's change as they age.
The intercept of about 25.895 is the fitted mean at age zero. Zero lies outside the observed age range, so that direct interpretation is an extrapolation. Its test is not a test of whether age predicts diversity. The source's intercept row is internally inconsistent: , not the displayed 4.13. At 1782 residual statistical degrees of freedom, these imply two-sided p-values of about and , respectively, neither of which is the printed 0.00012. These differences exceed the displayed rounding precision, although each isolated p-value would still indicate a nonzero intercept at conventional levels. More importantly, its printed standard error is incompatible with the supplied predictor summary and residual error scale, as checked below.
The slope row is much more internally coherent: , agreeing with the displayed . There are residual statistical degrees of freedom, matching the output. Under the specified linear-model assumptions, this slope test strongly rejects ; its calculated two-sided p-value is about , consistent with the displayed upper bound . The F test with 1 and 1782 degrees of freedom, , has about the same tail probability and tests the same zero-slope hypothesis. The significance stars merely encode thresholds; these are not independent pieces of evidence.[ref]
Summarizing Linear Model Fits in the R documentation. Value: coefficient estimate, standard-error, t/p columns and F statistic
Conditional on the printed slope and its standard error, a 95% confidence interval is approximatelyThat interval is a conditional reading of the coherent slope fields, not a raw-data refit. A p-value is not the probability of a causal age effect, and the confidence interval relies on the sampling and error model. Even a well-estimated observational association does not isolate age from other measured or unmeasured determinants of media use.
The printed coefficient of determination, , would mean that the fitted line accounts for 15.816% of the sample's centred diversity sum of squares, relative to an intercept-only fit. It would not mean that age causes 15.816% of diversity or correctly predicts that proportion of respondents. But the simple-regression output identities requireHere the supplied implies , not 110, whereas implies . The printed slope and the two standard deviations independently give correlation , whose square is about 0.05816. These mutually compatible fields suggest an explained fraction around 5.8% if they are trusted, rather than the printed 15.816%. No unique replacement value is claimed.
The adjusted coefficient of determination is also inconsistent. Using the printed and sample size gives , which cannot round to the printed 0.15763. Its conceptual purpose is to penalize the unadjusted fit measure for estimating the extra predictor, not to supply a separate effect estimate or significance test. It cannot repair the more substantial F– conflict.
The residual standard error of 9.94 points estimates unexplained response spread, not uncertainty in the slope and not a guaranteed error bound for every prediction. It approximately agrees with the smaller implied : . The printed would instead imply residual standard error about 9.398. Rounding on those fields cannot bridge the difference. Thus uncertainty and fit must be read in internally compatible groups rather than mixed indiscriminately.
In a simple ordinary least-squares model, andWith the printed and predictor summary, these give slope standard error about 0.0139605, agreeing with the displayed 0.01396, but intercept standard error about 0.64524, not 6.30222. This is a further diagnostic inconsistency, not authority to guess where a decimal point should have been. The Student t test for a simple-regression intercept explains the relevant variance formula.
The residual quantiles extend from about to , with median about and central quartiles about and . An intercept fit has zero residual mean, not necessarily zero residual median. These five quantiles do not establish a normal error distribution, constant conditional spread or absence of influential observations. A residual-versus-fitted plot could assess curvature and changing spread, and a normal probability plot could assess error shape; neither can be reconstructed from the supplied summary. An individual prediction interval includes residual variation and is wider than a confidence interval for a mean response.
Conventional t and F calibration assumes an appropriate linear mean, independent mean-zero errors conditional on age, and homoscedasticity; normal errors give the usual exact finite-sample theory. The bounded response scale and observational design call for assessing those assumptions rather than treating significance as model validation. The coherent coefficient/slope/F fields support a negative association with considerable unexplained individual variation. The printed explanatory-fit and intercept-uncertainty fields require correction before a single definitive numerical summary of the entire model is justified.
The fitted age slope is very small and negative, about efficacy points per year, with no conventional evidence against a zero linear slope: , . The model explains only about 0.0367% of the observed efficacy variation. These results concern a linear association, not proof of no possible age relationship or a causal effect of ageing.
The descriptive statistics report 2466 observed ages and efficacy scores, with no missing values for either variable. Age ranges from 14 to 97 years, with sample mean 52.689 years and sample standard deviation 19.064 years. Efficacy ranges from 0 to 16, with sample mean 9.348 and sample standard deviation 3.176 scale points. The standard deviations use different units and should not be compared as though their numerical ratio measured relative substantive variability. The efficacy mean retains the conflict with Question 1's group summaries; that conflict is not resolved by this separate regression output.
A simple linear regression models , where is efficacy and is age in years. Ordinary least squares chooses the coefficients to minimize the residual sum of squares. From the printed coefficients the fitted line isHolding to this model, ten additional years correspond to fitted scale points. For example, the fitted mean is about 9.453 at age 20 and 9.261 at age 80, a difference of about points. These are fitted means, not exact predictions of individual scores. The line does not imply that every person's efficacy falls at that rate, nor that cross-sectional age differences identify within-person changes over time.
The intercept is the predicted mean at age zero, about 9.517. Since zero is outside the observed 14–97 age range, its direct interpretation requires extrapolation. The printed standard error of 0.188043 and yield the extremely small displayed p-value for a zero intercept. That test does not test whether age is a useful predictor. Recentring age at its observed sample mean would put the intercept near , the fitted mean at a substantively relevant reference age. This agrees with the rounded overall efficacy mean.
The age standard error is 0.003356 points per year. The coefficient divided by this standard error gives , agreeing with the printed t value. Estimating an intercept and one regression slope from 2466 observations leaves residual statistical degrees of freedom. Under a correctly specified normal linear model, the Student t-distribution provides the stated two-sided p-value. At 5%, or 1%, it does not reject . The p-value is not a 34.2% probability that age has no effect, and nonrejection does not establish a practically negligible effect size.[ref]
Summarizing Linear Model Fits in the R documentation. Value: coefficient estimate, standard error, two-sided t and p columns; residual degrees of freedom
A 95% confidence interval calculated from the printed estimate and standard error is approximatelyor about points per decade. It includes zero and gives the scale of slopes compatible with these summaries and assumptions. Assessing a practically negligible effect would require an explicit substantive tolerance and an appropriate equivalence test, not simply the fact that . A nonlinear association could also coexist with a near-zero overall linear slope.
The coefficient of determination is , meaning that the fitted line explains about of the sample's centred efficacy sum of squares compared with an intercept-only fit. This is not 36.7%, a fraction of people whose efficacy is predicted correctly, or the proportion of efficacy caused by age. The adjusted coefficient of determination, approximately , is slightly negative because its penalty for estimating the extra coefficient exceeds the tiny improvement in fit. It need not be constrained to be nonnegative and does not mean a negative amount of explained variation.
The overall on 1 and 2464 statistical degrees of freedom, with , tests the same zero-slope hypothesis as the age t test because there is only one predictor. The simple-regression output identities give and ; the printed numbers agree allowing their displayed precision. The signed Pearson correlation coefficient is consequently about . These are related summaries of the same weak linear association, not independent corroborating tests.
The residual standard error of 3.177 points estimates the typical unexplained error scale under the fitted model. It is close to the efficacy sample standard deviation, as expected when the line explains almost none of the variation. It is not a standard error of the slope or a guarantee that each individual's prediction error lies within 3.177 points. The residual summary spans roughly to , with sample median about 0.573 and central quartiles about and . An ordinary least-squares fit with an intercept has zero mean residual, not necessarily zero median residual. These few quantiles cannot establish normality, constant conditional spread, absence of outliers or linearity. The apparent last-decimal discrepancies among rounded error scales and other summary fields do not force an additional contradiction: their rounding intervals admit compatible regression summaries.
The conventional uncertainty calculations assume independent, mean-zero errors conditional on age, an appropriate linear mean, and homoscedasticity; normal errors give the usual exact finite-sample t and F calibration. Large samples can relax some distributional requirements but do not remove confounding, selection bias or dependence. A residual-versus-fitted plot could reveal curvature or changing spread, and a normal probability plot could assess error shape; neither plot can be reconstructed from the printed residual quantiles. A prediction interval for an individual includes residual variation and is wider than a confidence interval for the mean response. The supplied output supports a very weak, imprecisely signed linear association with little predictive gain from age alone, while leaving nonlinear, causal and design-based questions unresolved.
Read conditionally, the fitted slope says that a one-point higher skill score is associated with about 0.209 more household devices in the fitted conditional expectation. The printed summary also claims a significant slope and about 28.93% explained sample variation. Those claims cannot be assembled into one valid fitted model: several regression identities fail, so a single verified coefficient-and-uncertainty report is unavailable.
The response is a device count, while the predictor is a skill score. A simple linear regression models , where is the device count and the skill score. Ordinary least squares chooses the intercept and regression slope to minimize the residual sum of squares. The regression slope describes a conditional association, not the causal effect of training or acquiring a device.
The descriptive statistics put the device count between and , with sample mean about and sample standard deviation about among records. Skill scores range from to , with sample mean about and sample standard deviation about among records. Two missing skill values account for the stated two deleted records; because device counts have no missing values, the regression complete-case sample has observations. Estimating two regression coefficients leaves residual statistical degrees of freedom, matching that part of the output. The units of the two standard deviations differ, so comparing with does not establish that skill is more variable in a substantive sense.
If the coefficient estimates are trusted, the fitted values follow . The intercept predicts about devices at a skill score of zero; zero is within the stated score range, but precision and the number of observations near zero are not shown. A five-point increase in score corresponds to about additional fitted devices and a ten-point increase to about . At a score of ten the fitted value is about , and at 24 it is about . Expected counts may be fractional even though individual counts are integers. These are conditional interpretations of the coefficient fields, not reconstructed raw observations or validated individual predictions.
A coefficient's standard error estimates its sampling uncertainty, whereas the residual standard error describes unexplained response variation. For the intercept, , agreeing with the printed and rounded . Conditional on the model assumptions, this would reject a zero intercept at conventional significance levels. The intercept test is not a test of whether skills predict devices. For the slope, the printed would reject at 5% but not 1%; it does not assign a probability to the null hypothesis or measure the usefulness of prediction. The significance stars simply encode thresholds and add no independent evidence.[ref]
Summarizing Linear Model Fits in the R documentation. Value: coefficient, standard-error, two-sided t and p columns; sigma, residual degrees of freedom and F statistic
The slope row fails its own arithmetic check:At statistical degrees of freedom the ratio gives a two-sided p-value about , while the printed gives about ; neither is . Thus the choice of which source field is trusted changes the apparent strength of evidence, including the 1% decision. A 95% confidence interval built conditionally from the printed estimate and standard error would be about , but it is not a verified interval from a coherent fitted model. In fact, using the printed residual standard error , the complete predictor sample size and predictor standard deviation gives a slope standard error near , not .
The printed coefficient of determination would mean that the fitted line explains of the complete-case sample's centred device-count sum of squares relative to an intercept-only fit; remains unexplained by that comparison. It is not the percentage of devices caused by skill, the fraction of correctly predicted households, or a measure of future predictive accuracy. The adjusted coefficient of determination is consistent with that and the given sample size, allowing rounding. The small adjustment reflects fitting one slope among many cases; it does not validate the model.
For a one-predictor ordinary least squares fit with an intercept and the usual common-variance standard errors, the simple-regression output identities requireHere the printed slope t gives , the printed F field says , and the printed instead implies . These cannot all hold. Moreover, on and statistical degrees of freedom has p-value about , not . Reading the printed F p-value alone would give a 1% significant test of the zero-slope model, but its reported calibration is incompatible with its statistic. No significance label resolves these identities.
There is also a contradiction that does not depend on tail probabilities. Ordinary least squares with an intercept makes the arithmetic mean of fitted values equal the arithmetic mean of observed responses on the analysed records. The printed coefficients and predictor mean give . Deleting two device counts anywhere in the printed range , and allowing the reported overall mean to be rounded, would leave the complete-case device mean between approximately and . The mean bounds after deleting bounded observations therefore rule out reconciling with the response summary merely by citing those two missing predictor values. This is not the mistaken assumption that full-sample and complete-case sample means must always be identical.
If its own field were trusted, residual standard error estimates the unexplained response standard deviation, in device-count units. It is neither the standard error of the slope nor a guarantee that every prediction is accurate to devices. The residual five-number summary has extremes near and and median near , with central quartiles near and . The roughly central median does not establish normally distributed errors, homoscedasticity, independence or a linear conditional expectation. A residual-versus-fitted plot could check curvature and spread; a normal probability plot could assess an error-shape approximation. Neither diagnostic can be recovered from five residual quantiles alone. Individual prediction intervals include response variation as well as coefficient uncertainty and are wider than confidence intervals for the conditional expectation.
For conventional finite-sample t and F calibration, a normal linear model assumes independent mean-zero normal errors of common variance with an appropriate predictor specification. Mean-zero errors conditional on skill and adequate sampling remain essential even when large-sample approximations relax normality. A bounded count response can have nonconstant conditional variance, so residual diagnostics and a scientifically suitable response model matter; count data do not become normally distributed just because the sample is large. Poisson regression is one possible alternative to investigate, but its own conditional mean–variance assumptions and the bounded device range require assessment, not automatic substitution. Complete-case selection can also bias the fitted association if it depends on the response in a relevant way. The only safe summary is conditional: the printed slope is positive, but the numerical effect, its standard error, t/F evidence and explanatory fit require a corrected, coherent output before a single definitive regression claim is made.
The fitted simple linear regression isIts regression slope is a predicted decrease of approximately 0.006314 trust-score units per extra year, or 0.06314 units per decade. This is an estimated statistical association between age and the score. A cross-sectional study does not establish that the same person's trust decreases at this rate as they age.
The estimated standard error of the slope is 0.005427. Testing a zero regression slope gives on 746 residual degrees of freedom and . An approximate 95% confidence interval isThere is insufficient evidence of a nonzero linear age association at the 5% level. The interval includes both small negative and small positive slopes; failure to reject does not establish an exactly zero relationship or rule out a nonlinear one.
The regression intercept 6.388920 predicts the score at age zero. That age is outside the observed 19–89 range, so interpreting it substantively would be extrapolation. Its very small reported p-value tests a zero intercept, rather than the age hypothesis. The 746 residual degrees of freedom correspond to 748 observations minus the intercept and slope.
The coefficient of determination is , so the fitted line explains approximately 0.1811% of the observed centered variation, rather than 18.11%. The adjusted coefficient of determination is approximately 0.0004732. The residual standard error is 2.602 score units, close to the reported response standard deviation; most variation remains unexplained by the fitted line. With one predictor and an intercept, the slope's F-test is the square of its Student's t-test statistic, up to printed rounding, so and agree with the slope test.
Output 6 is a residual-versus-fitted plot: its vertical coordinates should be regression residuals . The fitted values range over only approximately 5.83–6.27, as the weak slope predicts over ages 19–89. The printed scatter shows no obvious strong mean curvature or clear widening funnel, but it has marked horizontal concentrations near its extreme residual levels. An absence of obvious curvature does not prove a correct linear conditional mean, and the plot alone cannot establish homoscedasticity, independent errors or a normal distribution. A normal probability plot and residuals against observation order address different aspects. Large residuals also do not by themselves establish influential observations; regression leverage and Cook's distance matter.
There is an additional inconsistency in the original figure. The descriptive output reports observed responses between zero and ten, so residual constraints from a bounded response requireYet the printed graphic contains points around , which would imply , above the stated observed maximum. Some lower-edge points likewise imply negative responses. This is present in the original PDF, rather than introduced by the transcription. The graphic therefore cannot be treated as a fully consistent diagnostic of the reported dataset. The observations about its visible shape above describe the supplied picture; reliable model checking would require the actual fitted values and residuals.
The printed code has separate typographical problems. The displayed model call supports the intended formula with
~, and the plot needs one closing parenthesis:model1 <- lm(t_guard ~ age, data = exam)
plot(fitted(model1), residuals(model1),
xlab = "Fitted values", ylab = "Residuals")
abline(h = 0)These calls correct the syntax; they cannot be rerun on the original observations because the individual-level dataset is not supplied. The regression interpretation above uses the available numerical summaries and states the diagnostic limitation explicitly.
The ordinary least squares fit estimates the conditional mean of the continuous safety response as a linear function of the income coding:The regression coefficient for income is positive. Since larger response values mean greater safety, one additional coded income unit corresponds to an estimated increase of safety-scale units in the fitted mean. Following the question's stated units, a unit is a £10,000 income step. The observed coding also uses income bands with open end categories, so this is a linear trend per coded band step; it is not evidence of a known constant effect for every extra pound, especially within the open top band. The output's abbreviated variable label does not override the stated units.
The intercept is the fitted mean at income code zero. It is estimated as , but zero is outside the observed income codes, so that value is an extrapolated model baseline, not an observed estimate for a particular income category. Its small p-value tests a zero intercept; it is not the main test of the income association.
For the income coefficient, the standard error is . The reported test statistic and two-sided test giveproviding strong evidence against the null hypothesis of zero linear slope under the stated model assumptions. A Student t confidence interval, using residual statistical degrees of freedom, isThis is an interval for the population linear coefficient under the model, not an interval containing of individual safety scores. The large-sample estimate is precise enough to detect a positive association, but that does not establish substantial individual predictive power.
The coefficient of determination is : the fitted line accounts for about of the in-sample variation about the response sample mean. The adjusted coefficient of determination is about . Thus income alone explains very little of the observed variation, despite the small slope p-value. The residual standard error of response units describes substantial scatter about the fitted line. This is an estimated residual standard deviation, rather than the standard error of the slope or a complete individual prediction interval.
The overall F-test has on statistical degrees of freedom and . With one predictor and an intercept, it tests the same zero-slope hypothesis as the coefficient Student's t-test; , up to rounding. It is not an additional independent confirmation. In this simple linear regression, the Pearson correlation coefficient has the slope's sign and magnitude , another description of the weak linear association.
The regression uses complete observations and estimates two coefficients, giving residual statistical degrees of freedom. The deletion of observations is complete-case analysis; extending its conclusions to the full target population requires suitable assumptions about the missing-data mechanism. Classical reported standard errors also rely on an adequate linear conditional mean, independent errors and homoscedasticity; a normal linear model gives the finite-sample Student t-distribution and F-test calibration, while large-sample approximations can justify similar tests under weaker distributional assumptions. The printed summary alone does not establish these assumptions. Regression diagnostics and, where appropriate, heteroskedasticity-consistent standard errors address different parts of that assessment.
Finally, this unadjusted observational study estimates an association. Other covariates, such as age or experience status, may be related to both income and reported safety. Without additional design or causal identification assumptions, the positive fitted slope does not establish that increasing income would cause an increase in safety.
Past exam of the mathematics course of the University of Cambridge 2001 iii Paper 28 3 a Solution Created 2026-10-03 Updated 2026-10-14
The output must first identify the response scale and the formula. If the initial fit is ordinary least squares to the untransformed response with all fifteen predictors and an intercept, its normal linear model isFor full rank , the residual degrees of freedom are . The residual standard error is and estimated coefficient covariance is . A coefficient test divides the estimate by its standard error and compares with a reference distribution; the overall test of all fifteen slopes compareswith . The intercept-only residual sum is . Adjusted R-squared penalizes the loss of residual degrees of freedom, unlike ordinary .
Each regression coefficient measures a conditional association holding the other columns fixed. The southern-state indicator compares two state categories at equal values of all other predictors. Rescaling changes the units of a coefficient, so one cannot infer effects per original currency unit or per original percentage unit without the scaling information. If the actual formula uses , exponentiating a coefficient gives a multiplicative response change rather than an additive change; if both response and a predictor are logged, the slope is an elasticity. These interpretations cannot be interchanged.
The two police-expenditure variables are likely strongly associated and need a multicollinearity check: individual coefficients can be unstable even when their joint contribution predicts well. Their actual correlation should be calculated, not presumed numerically. Similar considerations apply to age-specific unemployment. With only 47 observations and up to 16 mean parameters, examine regression leverage, Cook's distance, residual distribution, variance versus fitted values, nonlinear effects and predictive cross-validation. State-level geographical dependence may also violate the independent-error model.
The observations are aggregate states. An association between a state covariate and crime rate is not an individual causal effect: ecological fallacy, confounding and reverse causation are relevant. For example, greater recorded crime can induce greater police expenditure. The absent coefficient table and model call prevent deciding which predictors were significant or even whether the fitted response was transformed. The preceding degrees of freedom and formula interpretations are conditional on the explicitly stated full linear-model specification.
Past exam of the mathematics course of the University of Cambridge 2003 iii Paper 38 1 Solution Created 2026-10-03 Updated 2026-10-14
The S-Plus input and the data table differ in one entry: the former uses for the first year in the second male age group, whereas the table has . The displayed coefficients are reproduced by the software vector with , so that is the input analysed here. Using instead would give a different fit, including an intercept of rather than .
The factor grid has rows. Its first factor varies fastest, so the five years run within each age group, and the age groups run within each sex. All three predictors are regression factors: in particular the year coefficients are category contrasts, not a fitted linear slope in calendar time. Under reference-level coding, take the first year, youngest age group and men as the reference levels in a regression factor. Write for women and for men, and for the other year and age indicators. The normal linear model isThe star in the formula includes both main effects and their statistical interaction. There are twelve coefficients: an intercept, four year contrasts, one sex contrast, three age contrasts and three sex-by-age contrasts. Year effects are assumed common across all sex-age combinations; there is no year interaction term. Independent errors with common variance are additional assumptions of the reported exact tests.
The least-squares estimator is , where has rank twelve. Under the normal linear model,and these quantities are independent. This standard normal-projection theorem gives and estimated coefficient standard errors . A coefficient estimate divided by its standard error has a Student t-distribution with 28 degrees of freedom under its zero-coefficient null. These are the printed t statistics and two-sided p-values; a printed zero is rounding, not a probability of exactly zero. The option suppresses the coefficient-correlation display.
The fitted intercept is the expected percentage for the reference sex, age and year. Relative to that year, the year changes are percentage points. The last two are individually significant at the conventional five-percent level; the first two are not. The sex coefficient is the female-minus-male difference in the youngest group. The male age changes are points. Adding the three interaction term coefficients gives the female age changes . Thus the sex gap shrinks with age. An individual insignificant interaction term coefficient does not justify deleting the whole interaction: the joint partial F-test for the three interaction terms gives on degrees of freedom, with .
The regression residuals are observed minus fitted percentages; their printed five-number summary describes their spread. Direct calculation gives , so the residual standard error isThe coefficient of determination is . The overall F-test compares all eleven non-intercept coefficients with zero:Under the null it has an F-distribution on degrees of freedom; its very small p-value shows substantial explained variation. This does not independently validate the Gaussian error assumptions. Survey percentages can have different sampling variances and correlations, and the survey denominators and design are not supplied. The output's exact inferential interpretation is conditional on the stated normal linear model.
The final command makes an interaction plot, not another regression fit. Its points are arithmetic averages over the five years for each sex-age combination. It draws two decreasing, nonparallel lines, with coordinatesTheir gaps are percentage points, illustrating the sex-by-age statistical interaction. The average uses the software vector's disputed entry, consistently with the displayed fit. These are means of percentages, not denominator-weighted pooled prevalence estimates.
Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 37 4 Solution Created 2026-10-03 Updated 2026-10-14
The commands read the 52 cell values into a vector and build the matching two-factor layout. In
expand.grid(country, goods) the first factor varies fastest, so the four countries are listed successively within each goods category. This matches row-by-row reading of the displayed table. Converting Goods to a factor is essential: its labels identify 13 categories and are not a quantitative trend. Country supplies the other categorical factor. The summaries suppress coefficient correlations, not coefficient standard errors.The first fit is the additive two-factor normal linear modelThere are free coefficients and residual statistical degrees of freedom. This is two-way analysis of variance without an interaction term. For this complete balanced layout, ordinary least squares givesThese formulas follow from the row- and column-sum normal equations: fitted row and column totals equal their observed totals. The balanced-design coefficient standard errors are for a goods contrast, for a country contrast, and for the reference-cell intercept. These yield the common contrast standard errors and the different intercept standard error in each summary. In particular the intercept is the fitted Software–UK value, not the grand mean or the observed Software–UK entry.
Thus the first intercept predicts million euros for Software in the UK. The Books coefficient adds million euros to the fitted value in any country, relative to Software; every other goods coefficient has this same arithmetic-difference interpretation. The country coefficients subtract , and million euros from the UK prediction for France, Germany and the rest of Europe respectively, regardless of goods. The model therefore assumes common absolute country differences across goods categories. For Software–France its prediction iswhich is impossible for positive spending and indicates a limitation of this additive original-scale specification.
The residual standard error is million euros, obtained from ; direct calculation gives . Each coefficient's printed statistic is , with a reference distribution under this normal linear model. The two-sided p-values compare each goods category with Software, or each other country with the UK, after adjustment for the other factor. For example France and the rest of Europe differ significantly from the UK at 5%, but Germany does not. The raw-scale significant goods differences are Books, Clothing, Electronic Goods, Groceries and Leisure Travel; these are individual reference-level comparisons, not an overall test of the goods factor.
The coefficient of determination is . The omnibus F-test compares all 15 nonintercept coefficients with zero:with reference and . This says at least one factor contrast is nonzero under the assumed error model. There is one observation per cell, so an unrestricted goods-country interaction would saturate the model, leaving zero residual degrees of freedom. Without replication or a specified interaction structure, the residual variation cannot be separated into interaction and independent error.
The second fit applies a logarithmic transformation and fits the same factor design to . The Gaussian log-response model isIts intercept exponentiates to a fitted Software–UK conditional median of million euros. Goods coefficients now give multiplicative ratios to Software, and country coefficients give multiplicative ratios to the UK. The estimated country ratios areFor example the Books ratio is and the Sports Equipment ratio is , consistently across countries. The model assumes common relative, rather than common absolute, country effects. It also guarantees positive retransformed fitted values. Under normal log errors, the original-scale conditional mean is , whereas is the conditional median and geometric mean. Correcting the retransformation bias here multiplies the naive predictions by approximately .
The log-scale residual standard error is , with the same 36 residual degrees of freedom, corresponding to a typical multiplicative error multiplier . France and the rest remain significant reference-country contrasts; Germany remains nonsignificant at 5%. The log-scale significant reference-goods contrasts are Books, Music, Videos/DVDs, Clothing, Sports Equipment, Electronic Goods, Groceries and Leisure Travel. Event Tickets, Toys, Video Games and Housewares do not individually differ significantly from Software at that level. These p-values remain subject to the usual multiple testing qualification.
The log-scale is computed using variation in the logarithms, so it cannot by itself establish better fit on the original response scale. The change is plausible because spending varies widely in magnitude and relative discrepancies are more meaningful than constant absolute discrepancies, but it should be assessed with regression diagnostics, especially a residual-versus-fitted plot and a normal Q-Q plot. The minimum residual near merits inspection; the command summaries alone do not verify independent normal errors. Moreover these responses are forecasts, so the inferential p-values have a literal sampling interpretation only if an appropriate stochastic model for their uncertainty is justified.
The log-scale analysis of variance adds Goods and then Country. In this balanced design their effect spaces are orthogonal after removing the intercept, so the sequential sums of squares equal the corresponding adjusted factor sums and are unchanged by reversing the two factors:The residual sum of squares is , giving . ThusTheir tiny upper-tail p-values show strong overall goods and country effects under the log-error model; a globally significant country factor is compatible with the nonsignificant individual Germany contrast. The omnibus fit statistic is on degrees of freedom, whose p-value is approximately . The printed zero reflects numerical formatting, not an exactly zero probability.
If two cell entries were missing, retain their correct factor labels and mark those responses unavailable, rather than shifting the remaining scan values into different cells. Fit the additive models to the 50 observed cells, assuming the missingness mechanism permits those observations to be analyzed without selection bias. All factor levels remain represented, and the row-column incidence graph remains connected: any two goods rows still share an observed country, since only two edges of the complete layout have been removed, and every country still has many observed goods. By identifiability of an incomplete two-factor additive design, the design therefore still has rank . HenceThe coefficients and their covariance must be recomputed by the observed-cell ordinary least squares equations. The balanced row-mean-plus-column-mean formulas and common within-factor standard errors no longer apply. Goods and Country effects are generally no longer orthogonal, so sequential ANOVA sums can depend on order; factor tests adjusted for the other factor should use nested model comparisons. Missing cells do not restore replication or make an unrestricted interaction test possible: that larger model still fits every observed cell exactly. If missingness depends on the unavailable spending values, additional modelling of that mechanism would be needed.
Past exam of the mathematics course of the University of Cambridge 2005 iii Paper 41 1 Solution Created 2026-10-03 Updated 2026-10-14
scan reads the numerical prices, including the three missing-value markers, into a vector. The data must be read row by row for the subsequent factor construction to match them. The sample size available for analysis is therefore , rather than . The numerical summary describes the observed prices: the sample median is £43.54 and the sample mean is £46.94. The upper tail, particularly the boots, raises the sample mean above the sample median. These summaries mix very different products and are not adjusted country comparisons.The two character scans create labels.
gl(8,5,length=40,labels=item) makes a regression factor with each of eight item labels repeated five times. gl(5,1,length=40,labels=country) cycles through the five country labels once for each item. For a regression factor and numerical response, the two plot commands produce grouped box plots. The country box plots suggest lower US prices, while the item box plots show particularly expensive boots and inexpensive cardigans. They are descriptive displays of this small basket, with different item compositions where prices are missing; they cannot separate country effects from item effects.The first
lm fits an additive two-way analysis of variance:The constraints are R's usual treatment coding. The normal linear model used for the printed tests assumes independent errors with common variance and approximately a normal distribution, and no item-by-country interaction in the mean. Missing prices are omitted, leaving responses and independent mean coefficients. Thus the residual degrees of freedom are . This deletion is defensible for the conditional price model when missingness does not depend on the unobserved error after conditioning on the two factors; the output itself does not establish such a missing-data mechanism.The
anova tables report sequential sums of squares, rather than order-independent adjusted effects. If are the residual sums of squares from the intercept-only, country-only, item-only and additive fits, the first order allocates to country and to item. The second order allocates to item and to country. Both allocations sum to the same total explained sum of squares, and both end with the same residual sum of squares . The three missing combinations destroy balanced factorial orthogonality, so the allocation changes with order. To test country after allowing for items, use the country row in the second table; to test item after allowing for countries, use the item row in the first table. The first-entered rows do not supply those adjusted tests.Each mean square in ANOVA divides its sum of squares in ANOVA by its statistical degrees of freedom, and each printed F-statistic divides that mean square in ANOVA by . In particular, the adjusted country partial F-test haswith an reference F-distribution and p-value approximately . The adjusted item partial F-test gives on statistical degrees of freedom. Both factors contribute strongly under the additive normal linear model. The larger item sum of squares in ANOVA measures the much greater differences between these products, but is not evidence that every pair of items differs significantly.
The intercept is the fitted UK price for the reference jeans, not their observed price and not the overall sample mean. Each country regression coefficient is its adjusted price difference from the UK, assumed common across items: Sweden is £5.224 lower, France £10.708 lower, Germany £7.676 lower and the US £21.328 lower. Each item regression coefficient is its adjusted difference from the reference jeans, assumed common across countries. Thus the fitted UK boots price is , and the fitted US boots price is .
The coefficient standard errors come from , where and is the design matrix. Dividing each estimate by its standard error gives the displayed Student t-test statistic, with statistical degrees of freedom. The stars summarize the corresponding two-sided p-values. The individual tests compare each indicated country or item with its reference level, conditional on all other additive terms; they are neither tests of every pairwise comparison nor a simultaneous confidence interval procedure. In particular, Sweden's p-value provides weaker evidence than the other country contrasts, and does not establish equality with the UK. The intercept test has little substantive relevance, and interpreting many individual stars also raises multiple hypothesis testing issues.
The residual standard error measures unexplained prices in pounds. With total corrected sum of squares , the coefficient of determination and adjusted coefficient of determination areMuch of this impressive fit is due to the large differences between items. The overall F-test compares the additive fit with a constant mean: on statistical degrees of freedom. It tests that all eleven non-intercept coefficients vanish, not that the additive model is adequate. Regression diagnostics should examine regression residuals, changing price variability across items and possible interaction. Percentage differences may be more plausible than common pound differences, motivating a natural logarithm of price. No random sample of countries or products, and no independent replication of a price within a cell, is supplied; broad claims about all designer goods or the causes of country differences require more than these conditional tests.
Finally,
Item*Country expands to both main effects and their full interaction. A cell-means parameterization has one separate fitted mean for every observed cell. With one response per cell its design matrix has row matrix rank , while the full layout nominally has coefficients. Three coefficient combinations are aliased because their cells are missing. This is saturation of an unreplicated two-factor regression: every observed price is fitted exactly and the residual degrees of freedom are zero. The final fit has zero residuals, and no residual-based estimate of the error variance or ordinary interaction significance test. The printed numerical summary will mark three coefficients unestimable; coefficient standard errors, tests and adjusted involve undefined division by zero, potentially appearing as NaN or Inf according to numerical roundoff. Perfect interpolation here is a consequence of a saturated statistical model, not evidence for a superior predictive model. Past exam of the mathematics course of the University of Cambridge 2007 iii Paper 43 1 Solution Created 2026-10-03 Updated 2026-10-14
This is an analysis of covariance: achievement is the response, aptitude is a quantitative covariate, and teaching method is a categorical explanatory variable. The usual normal linear model assumes independent errors with common variance .
read.table reads the data with a header row; attach makes its columns directly accessible, and the two printed vectors confirm their ordering. rep(1:3, each=7) supplies the three group labels, and factor makes them categorical. The contrast option selects treatment coding for unordered factors, with method A as the first-level reference. The polynomial option would apply to ordered factors and has no role here.The formula using
aptitude * Group includes both main effects and their interaction. Writing for the method indicators, its fitted mean has the formThus A, B and C have separate intercepts and slopes. There are six coefficients and residual statistical degrees of freedom. The analysis of variance table uses sequential sums of squares: adding aptitude to an intercept-only model removes from the residual sum of squares; subsequently adding the two group indicators removes ; adding the two slope interactions removes only . The remaining sum of squares is , giving mean square .Each displayed F-test divides the added term's sum of squares by its statistical degrees of freedom and then by this full-model residual mean square. In particular the interaction test isThere is no evidence that the slopes differ, so the common-slope model is preferable among the fitted models. The small group -value concerns differences after including aptitude, whereas the first aptitude row is sequential and does not adjust for Group. It should not be interpreted as the covariate test after treatment adjustment.
The additive formula gives the parallel-lines modelIt has four coefficients and residual statistical degrees of freedom. Removing the interaction raises the residual sum of squares to , but lowers the residual mean square to . The sequential aptitude and group sums of squares are unchanged. The adjusted group test is now on statistical degrees of freedom, with : after allowing for initial aptitude, the methods are not all equally effective.
summary(..., cor=F) displays the fitted coefficients, their standard errors, the individual statistics, and two-sided -values; it omits the coefficient-correlation matrix. The intercept is the fitted A mean at aptitude zero, which is outside the observed range and is mainly a parametrization device. The common slope predicts about extra achievement units per aptitude unit, holding method fixed. Its adjusted test is on statistical degrees of freedom, with about . The method coefficients are adjusted differences from A, not the B and C intercepts themselves. The three fitted lines areThe B-minus-A estimate is with standard error and ; the C-minus-A estimate is with standard error and . Both comparisons are strongly significant.The B-minus-C comparison needs its own treatment contrast; its significance cannot be read off either comparison with A. Reconstructing the coefficient covariance from the design givesThus there is no detectable difference between B and C. This is consistent with pooling their effects in a further reduced model, but does not establish exact equality.
The residual standard error is . The five-number residual summary shows deviations on both sides of zero, with the largest magnitude about ; it does not by itself verify constant variance or normality. The coefficient of determination means about of the achievement variation about its overall mean is explained. The overall compares all three nonintercept coefficients with zero, on statistical degrees of freedom; its -value is . Printed coefficient -values rounded to
0.0000 are small, not literally zero. Past exam of the mathematics course of the University of Cambridge 2009 ii Paper 4 5I Solution Created 2026-09-24 Updated 2026-10-14
The fit is a Gaussian linear model for with an intercept and the six displayed explanatory variables:The command computes ordinary least squares; independent normal errors with common variance are the additional assumptions yielding the exact printed tests. A coefficient describes an adjusted association on the log scale, holding the other variables fixed. Exponentiation gives a multiplicative effect on the conditional median of sulphur dioxide, not an additive effect on its original scale. Under the Gaussian model its conditional mean additionally includes the factor .
The estimates are the coordinates of . With observations and parameters the residual degrees of freedom are , and the residual standard error is to the displayed precision. The reported standard error of coefficient is . For each null hypothesis , the displayed statistic has Student t-distribution with degrees of freedom under that null. Its two-sided p-value is .
At the level the intercept, temperature, manufacturing and wind coefficients differ significantly from zero in the full model. Temperature and wind have negative estimated adjusted effects; manufacturing has a positive one. The p-values for population, precipitation and precipitation days, approximately , and , do not reject their respective zero-coefficient hypotheses. This is not evidence that their effects are exactly zero, and these observational associations do not establish causation.
A sensible candidate reduced linear regression keeps an intercept, temperature, manufacturing and wind. It must be refitted: coefficients generally change when correlated predictors are removed. The three deletions can be checked jointly by the F-test statisticwhich has distribution under the joint null. The individual summary does not determine this joint test or establish the reduced model's adequacy.
In the final command, the uniquely matching component named by
fit$df is the residual degrees of freedom. Thus the result is Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 37 1 a Solution Created 2026-10-03 Updated 2026-10-07
Use the normal linear model , with fixed full-column-rank design matrix , independent errors , and . Its log-likelihood isFor fixed , differentiating with respect to gives . Since is positive-definite, the unique least-squares estimate isLet . The variance score equation is , givingThis is the maximum-likelihood estimator, whereas the residual standard error reported by linear-regression software is . The latter uses the unbiased residual estimate of Gaussian noise variance. These formulas assume and positive RSS; exact interpolation gives a variance-boundary degeneracy rather than an interior maximum.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 37 1 d Solution Created 2026-10-03 Updated 2026-10-07
The additive model gives useful evidence for both predictors. To test for no adjusted sex effect, use against . The statistic has a Student t-distribution with 97 statistical degrees of freedom under the normal linear model and the null hypothesis. Here and . Similarly, against a nonzero common slope gives under the null hypothesis, with . Thus, at a fixed height males have a higher fitted mean weight, and within sex greater height is associated with greater weight.
The interaction model adds . Its female height slope is and its male height slope is . Test against using under the null hypothesis, or equivalently . The -value is 0.73139. The additive model is a reasonable parsimonious choice; the data give no evidence for different height slopes between sexes. This does not establish exact equality of population slopes. The additive model also has the higher adjusted coefficient of determination, 0.405 versus 0.3996, and a slightly smaller residual standard error.
Ignoring sex gives a height slope of 0.8769, appreciably above the adjusted slope 0.6211. This is omitted-variable bias in the descriptive regression: a taller group with a larger intercept makes the pooled height association steeper. Algebraically, with ,The printed estimates imply a positive height-sex covariance. Pooled and adjusted slopes therefore describe different comparisons; the difference is not evidence that adding sex changed a physical effect of height. For predictions, retain both sex and height, check regression diagnostics, and assess performance on new students. The residual standard error near 5.7 remains substantial and the coefficient of determination near 0.42 does not promise precise individual prediction.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 37 1 e Solution Created 2026-10-03 Updated 2026-10-07
The largest positive regression residual divided by the residual standard error is about , , and in the three models. In comparison, the most negative regression residual is only about two residual standard errors below zero. At least one observation is much heavier than its fitted value, even after adjusting for sex and height.
A standardized regression residual is , so the regression leverage adjustment can make these ratios larger. The maximum is selected among 100 correlated regression residuals, however; it is not a prespecified single standard-normal observation. These summaries do not give a formal regression outlier test or identify which student is extreme. Ask to check the measurement and data entry, examine residual plots and a normal quantile-quantile plot, and inspect regression leverage and influential observations. A valid observation might reveal a heavier-tailed error distribution, an omitted predictor, or a nonlinear relation. Do not remove it solely because it is unusual, and do not infer from the three summaries alone that all three maxima belong to the same student.
Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 37 2 Solution Created 2026-10-03 Updated 2026-10-07
A regression factor is a categorical predictor represented by level indicators and contrasts. Treating year as a regression factor permits arbitrary differences between the three yearly means, reflecting conditions such as weather, rather than imposing a linear time trend.
Let be the yield for seed variety , fertiliser level , and year . A treatment-coded two-factor normal linear model with additive year effects iswith independent errors. The unrestricted coefficients are : six parameters for twelve observations. Equivalently use baseline-zero variety, fertiliser, and interaction arrays. There are no year-treatment interactions in this fit.
Dividing each sum of squares by its statistical degrees of freedom gives the completed analysis of variance:In particular, the missing interaction statistic is . Its null hypothesis is , against : the change in mean yield from high fertiliser is the same for both varieties. Under the null hypothesis and the independent homoscedastic normal linear model, this nested-model F-test has distribution . The printed -value 0.001137 strongly rejects no interaction.
Do not drop fertiliser just because its main-effect ANOVA row has . In this balanced factorial design that row measures a fertiliser effect averaged over varieties; large opposite effects can cancel. The strongly supported interaction requires retaining its associated main effects by regression model hierarchy. Seed and year also have evidence of effects in their ANOVA rows, so this table alone gives no compelling simplification of the fitted terms.
The interaction contrast is , with standard error 0.7946. The fitted high-minus-low fertiliser effect is for variety 1 but for variety 2. The fitted variety-2-minus-variety-1 contrast is under low fertiliser and under high fertiliser. Thus variety 2 performs best under low fertiliser, while high fertiliser benefits variety 1 and reduces variety 2's fitted yield. The marginal fertiliser effect is only .
The four fitted means in the baseline year are for respectively. Add in 2005 and in 2006 to every fitted mean. The 2005 coefficient has under a test of a zero contrast with 2004; the analogous 2006 contrast has . The latter is lack of evidence for a difference, not proof that the yearly means coincide. Standard errors for the combined contrasts require the coefficient covariance matrix. The experiment is small: residual standard error is 0.6882 on only six statistical degrees of freedom. If the same fields were reused, possible within-field dependence and field allocation would need checking before treating the fitted error independence as established.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 33 1 Solution Created 2026-10-03 Updated 2026-10-06
For the normal linear model, the log-likelihood isThe full column rank of the design matrix makes invertible. Differentiating in gives the normal equations . With the minimized residual sum of squares substituted, differentiation in givesThese are the maximum-likelihood estimators almost surely; almost surely when and . The linear transformation of the multivariate normal distribution yieldsDefine the hat matrix . The fitted values are , the regression residuals are , and . The orthogonal projection has rank and annihilates . By Cochran's theorem,Consequently , with bias . The unbiased estimator isIts square root, the reported residual standard error, estimates ; the assertion of unbiasedness applies to the variance, not generally to its square root.
For the paper-strength analysis, let be the measured percentage and . Both normal linear models use independent errors of common variance . Their mean functions are for
lm1, and for lm2, with separately fitted coefficients. The reported residual standard errors are and , respectively.For
lm1, the estimated conditional expectation at a new percentage isThe original data mean must be used for centering the new percentage; its numerical value is not supplied in the excerpt. Because , the two columns of this design matrix are orthogonal, and . Hence the coefficient standard errors in the output giveThis estimates uncertainty in the mean. Predicting an individual future batch would additionally require the new-error variance, estimated by .To compare the nested normal linear models, test against within the quadratic model. The Student t-test statistic isIts two-sided p-value is . Equivalently is a partial F-test statistic with null distribution . Reject the linear restriction and prefer
lm2 at the 5% level. Its residual spread is much smaller; the increase in the coefficient of determination from to supports the same conclusion, although the test is the relevant complexity-adjusted comparison.For regression diagnostics, inspect regression residuals against fitted means and hardwood percentage for omitted curvature, a scale-location plot for nonconstant variance, and a quantile-quantile plot against the normal distribution for departures from the error assumption. Check unusual observations using regression leverage and Cook's distance, and examine residuals in collection or batch order if dependence is plausible. Independence and a common variance require substantive justification as well as these plots; a small p-value for a polynomial term does not itself check the error model.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 33 2 Solution Created 2026-10-03 Updated 2026-10-14
Let be speed and the tool type. Each fit is a normal linear model with independent errors. The three mean specifications areThe constraints are treatment coding with type 1 as reference. The parameter counts are , respectively. Model 2 gives parallel lines; model 3 allows interaction terms and distinct slopes.
In the analysis of variance interaction row, adding three independent slope differences costs three degrees of freedom. Its extra sum of squares is the reduction in residual sum of squares, . Its mean square is , and its F-test statistic isThus the four missing entries are , , , and , to the precision allowed by the rounded output. This tests against the alternative that at least one slope difference is nonzero. Under and the normal linear model assumptions, the statistic has distribution . Its p-value gives no reason to reject at 5%.
The simpler common-line model is inadequate compared with the parallel-line model. Testing against at least one nonzero type effect, while retaining speed, gives the partial F-testIts p-value is far below , so reject the common-line restriction. This reduction differs from the sequential type sum of squares in the displayed table, because that table adds type before speed. Recommend model 2: different intercepts and a common decreasing slope.
The selected coefficient estimates giveThe intercept estimates the expected lifetime of type 1 at speed zero; if zero speed is outside the data range, it is only an extrapolated intercept. Its standard error is , and its Student t-test ratio is , with two-sided p-value . At any fixed speed, type 2 differs from type 1 by hours, with standard error , and p-value , giving little evidence of a difference. Types 3 and 4 exceed type 1 by and hours, with standard errors and ; their test ratios and and p-values and support positive differences. Each of these individual coefficient tests has null value zero, alternative nonzero, and null distribution .
The speed coefficient means a reduction of hours per extra revolution per minute, or hours per additional 100 rpm, for every type. Its standard error is ; the ratio has null distribution when the common slope is zero, and two-sided p-value .
The residual standard error estimates the common noise standard deviation in hours using 15 residual degrees of freedom, since . The coefficient of determination means that about of the corrected lifetime variation is explained by this fit. The overall F-test statistic tests the simultaneous restriction against at least one nonzero coefficient; its null distribution is and its p-value rejects an intercept-only mean. These conclusions remain conditional on suitable regression diagnostics for independent, homoscedastic, approximately normal errors.
The required sketch plots the four fitted lines. Its speed interval is illustrative because the observed speeds are not supplied; the ordering and vertical gaps are determined by the fitted coefficients.


