Unformatted text preview: 2009. 6. 7 4 14
1.(5 404) [ SO CHOlo Wey DE (DOE 61012). 781 018
1 . ( X X ) - 1 = ( E X X ; ) -I T X X = _ Xt Xt
2. y = a+ BX, + u, and of=1 = last do |489758014.
3. Px = X(X'X) X 41 2 4 PJPX = P, olt. T (Hogg) (43)
4.) yt = az, + Bx+ + ur t= 1, 2,..., n
e var ( 8 ) ] - 8 / { z [z,x ) .
ofHE Var ( a ) + 21 ( [ z ? ) -1 014. F
5. 9504 1(0) 21 84 J L(0) 20 = 1 014. F
6. R' _ R2 14 2 4 814. T
7 . ( A. 1 ) ~ (A.4)71 474014 But et HENOF 58014. F
8. (A.1) ~ (A.5)71 4/40 48 72 ] . OLS 47 3 0 MLE ) 28/4. T
I1. ( 20 # ) 3 71 2 8 Y, = a + BX, + x Z, + OW, + u, of CH18107 089 7/49 #17981 171
817. (A.1) ~ (A.5)7) 14742 73 02 7 7 405 084 472 498. HE9 98 7
Ho: B + y = 1 and 8 = 2
ptr - 1 = 0
8- 2=8
Hold= 0&
Ha: B + y # 1 or 8 # 2
7 = 1-Bto
s = 2+ 8
Yt = + + B X t + ( 1 - B + 0 ) Z E + ( 2 + 8 ) we
Yt - It - Wt = At B ( X+ - Z+ ) + 0 ( z t ) + $ w tut
F = (RRSS- URSS) / 2- F (2, 7-K)
URSS / (n- 4)...
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- Fall '19
