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Lec05.Matrix2

Lec05.Matrix2 - Matrix Algebra and Regression KNNL Ch 5 X...

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Matrix Algebra and Regression KNNL Ch. 5

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X Matrix = - n n X X X X 1 1 1 1 1 2 1 X attach(sparrow) Xmat = cbind(    rep(1,length(age.days)),          age.days) Xmat integer matrix: 13 rows, 2  columns.       [,1] [,2]  [1,]    1    3 [2,]    1    4 [3,]    1    5 [4,]    1    6 [5,]    1    8 [6,]    1    9 . . .
Product of X Matrix = = - - 2 1 2 1 1 2 1 1 1 1 1 1 1 1 1 ' i i i n n n n X X X n X X X X X X X X X X

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Slope and Intercept = = - - - = n i i n i i i X X Y Y X X b 1 2 1 1 ) ( ) )( ( X b Y b 1 0 - =
Variance of Regression Estimators - + = = 2 1 2 0 2 ) ( 1 ) ( n i i X X X n MSE b s 2 1 1 2 ) ( 1 ) ( = - = n i i X X MSE b s

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X Matrix = - n n X X X X 1 1 1 1 1 2 1 X attach(sparrow) Xmat = cbind(    rep(1,length(age.days)),          age.days) Xmat integer matrix: 13 rows, 2  columns.       [,1] [,2]  [1,]    1    3 [2,]    1    4 [3,]    1    5 [4,]    1    6 [5,]    1    8 [6,]    1    9 . . .
Y Matrix = - n n Y Y Y Y 1 2 1 Y attach(sparrow) Ymat = wing.length Ymat  1.4

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Lec05.Matrix2 - Matrix Algebra and Regression KNNL Ch 5 X...

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