CAS Exam MAS-II Fall 2018, Question 32
Study guide: Exam MAS-II
A linear model has the following form:
\begin{align*}
Y_i &\sim \text{Normal}(\mu_i,\ e^{\sigma}) \\
\mu_i &= \theta_0 + \theta_1 X_{1i} + \theta_2 X_{1i}^2 + \theta_3 X_{2i} + \phi X_{3i} \\
\theta_0 &\sim \text{Normal}(0,\ 10) \\
\theta_1 &\sim \text{Normal}(0,\ 2) \\
\theta_2 &\sim \text{Normal}(0,\ 0.2) \\
\theta_3 &\sim \text{Normal}(-1,\ 1) \\
\phi &= \gamma_1 + \gamma_2 X_{1i} \\
\gamma_1 &\sim \text{Normal}(0,\ 3) \\
\gamma_2 &\sim \text{Normal}(0.02,\ 0.6) \\
\ln(\sigma) &\sim \text{Uniform}(-3,\ 3)
\end{align*}Determine the number of parameters in this model.
- A) 5
- B) 6
- C) 7
- D) 8
- E) 9
Answer this question and see the worked solution