2.2 Suppose a random sample yj, ya, ..-; Yn of size n were selected from a Pareto distribution with
a parameter 6. The probability density function of y; is given by
f (yi0,) = Oyz?™.
Derive the Newton-Raphson approximation estimating equation that will be used obtain the
maximum likelihood estimator of @.
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Question 3 [16 marks]
3.1 Consider a logistic regression model defined as follows. logit [m(X)] = Bo + 61X1 + BoXo,1
where X; = 0 or 1 and X» = 0 or 1. Find the odds ratio comparing (X; = 1, X2 = 1) to
(X, =0,X2 = 0).
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3.2. Sudden death is an important, lethal cardiovascular endpoint. Most previous studies of risk
factors for sudden death have focused on men. Looking at this issue for women is important as
well. For this purpose, data were used from the Framingham Heart Study. Several potential
risk factors, such as age, blood pressure and cigarette smoking are of interest and need to be
controlled for smilutaneously. Therefore a multiple logistic regression was fitted to these data
as shown in Table 1. The response is 2-year incidence of sudden death in females without
prior coronary heart disease.
Table 1: Model summary for sudden death
Risk Factor
Constant
Blood Pressure (mm Hg)
Weight (% of study mean)
Cholesterol (mg/100 mL)
Glucose (mg/100 mL)
Smoking (cigarettes/day)
Hematocrit (%)
Vital capacity (centiliters)
Age (years)
Regression Coefficient (bj) | Standard Error (se(bj)) | p-value
-15.3
.0019
.0070
7871
-.0060
.0100
5485
.0056
.0029
.0536
.0066
.0038
.0819
.0069
.0199
.7623
11
.049
.0235
-.0098
.0036
.0065
0686
0225
.0023
3.2.1 Assess the statistical significance of the individual risk factors.
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3.2.2 Give brief interpretations of the age and vital capacity coefficients.
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3.2.3 Compute and interpret the odds ratios relating the additional risk of sudden death
associated with an increase in consumption of cigarettes by 4 (cigarettes/day) after
adjusting for the other risk factors.
[2]
3.2.4 Compute and interpret a 95% confidence intervals for the odds ratios relating the ad-
ditional risk of sudden death associated with an additional year of age after adjusting
for the other risk factors.
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3.2.5 Predict the probability of sudden death for a 60 year old woman with systolic blood
pressure of 110 mmHg, a relative weight of 90% a cholesterol level of 250 mg/100mL, a
glucose level of 90 mg/100mL, a hematocrit of 35%, and a vital capacity of 450 centiliters
who smokes 10 cigarettes per day.
[3]