2005 exam answers

2005 exam answers - Matrix Results for Questions 1 to 8 = 4...

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Unformatted text preview: Matrix Results for Questions 1 to 8 = 4 2 6 1 10 7 5 1 5 3 4 1 11 6 3 1 9 5 2 1 3 2 1 1 X = 352 210 148 42 210 127 89 25 148 89 91 21 42 25 21 6 X X t -------- = - 2384 3666 178 2036 3666 6084 312 1404 178 312 596 2032 2036 1404 2032 17204 10140 1 352 210 148 42 210 127 89 25 148 89 91 21 42 25 21 6 1 ------------ = -------- 1236 2968 402 2726 1446 2038 2964 5772 78 3354 1794 2262 1632 544 306 158 798 1526 324 3488 3108 2864 1836 11872 10140 1 2384 3666 178 2036 3666 6084 312 1404 178 312 596 2032 2036 1404 2032 17204 10140 1 t X - = ------------ 3046 2054 2 2721 845 1 12 22 15 31 20 10 1236 2968 402 2726 1446 2038 2964 5772 78 3354 1794 2262 1632 544 306 158 798 1526 324 3488 3108 2864 1836 11872 10140 1 = 2 6 1 7 5 1 3 4 1 6 3 1 5 2 1 2 1 1 ~ X = 127 89 25 89 91 21 25 21 6 ~ ~ X X t ------ = - 105 9 406 9 137 442 406 442 3636 2384 1 127 89 25 89 91 21 25 21 6 1 -------- = ------ 250 284 127 197 101 205 362 180 79 85 213 323 172 1416 650 126 722 2382 2384 1 ~ 105 9 406 9 137 442 406 442 3636 2384 1 t X - = -------- 3666 178 2036 2384 1 4 10 5 11 9 3 250 284 127 197 101 205 362 180 79 85 213 323 172 1416 650 126 722 2382 2384 1 Consider the following data set: X1 X2 X3 Y 1 2 3 10 2 5 9 20 3 6 11 31 4 3 5 15 5 7 10 22 6 2 4 12 1. Suppose Y is regressed on the three variables X1, X2, and X3. The residuals for the first five lines of data are 845 223 , 845 878 , 845 2286 , 845 2969 , 845 697-- . Find the sixth residual and the sum of the squares of the residuals....
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This homework help was uploaded on 04/20/2008 for the course ECON 337 taught by Professor Mackenzie during the Fall '08 term at McGill.

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2005 exam answers - Matrix Results for Questions 1 to 8 = 4...

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