Homework 3 Solutions

Ch. 8, Coding Question 1

# load data
library(Ecdat)
data("Airq", package="Ecdat")

# a) estimate mean rainfall
ybar <- mean(Airq$rain)
ybar
[1] 36.078
# b) standard error
V <- var(Airq$rain)
n <- nrow(Airq)
se <- sqrt(V)/sqrt(n)
se
[1] 2.462628
# c) t-statistic
h0 <- 25
t <- (ybar-h0)/se
t
[1] 4.498446

Since \(|t| > 1.96\), we would reject \(H_0\) at the 5% significance level.

# d) p-value
pval <- 2*pnorm(-abs(t))
pval
[1] 6.845183e-06

There is virtually a 0 percent chance of getting a t-statistic this large in absolute value if the null hypotheses were true.

# e) confidence interval
ciL <- ybar - 1.96*se
ciU <- ybar + 1.96*se
paste0("[",round(ciL,3),", ", round(ciU,3), "]")
[1] "[31.251, 40.905]"
# f) summary statistics
library(modelsummary)
datasummary_balance(~coas, Airq)
no (N=9) yes (N=21)
Mean Std. Dev. Mean Std. Dev. Diff. in Means Std. Error
airq 125.3 10.5 95.9 28.7 -29.5 7.2
vala 4118.2 5909.8 4218.6 4136.7 100.4 2166.9
rain 32.3 7.6 37.7 15.2 5.4 4.2
dens 1706.4 3014.6 1738.1 2821.2 31.7 1178.5
medi 6290.3 10065.4 10842.2 13396.8 4551.9 4450.1

Ch. 8, Extra Question 4

  1. Since \(n\) grows faster than \(\sqrt{n}\), \(n \left(\frac{1}{n}\sum_{i=1}^n (Y_i - \mathbb{E}[Y])\right)\) diverges (i.e., the absolute value goes to infinity as \(n \rightarrow \infty\))

  2. Since \(n^{1/3}\) grows slower than \(\sqrt{n}\), \(n^{1/3} \left(\frac{1}{n}\sum_{i=1}^n (Y_i - \mathbb{E}[Y])\right)\) converges to 0 as \(n \rightarrow \infty\)