# 420Pr2 - x 1 x 2 y 3 5 13 3 7 18 2 5 10 2 6 10 2 7 14 1 5 8...

This preview shows pages 1–2. Sign up to view the full content.

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: x 1 x 2 y 3 5 13 3 7 18 2 5 10 2 6 10 2 7 14 1 5 8 Consider the model of the form: Y i = β + β 1 X i 1 + β 2 X i 2 + ε i , i = 1, 2, … , 7, where ε i ’s are independent N ( , σ 2 ) random variables. 1 7 11 X T X = & & & & ¡ ¢ £ £ £ £ ¤ ¥ ¦ ¦ ¦ ¦ ¦ ¦ ¦ ¦ 2 2 2 1 2 2 1 2 1 1 2 1 i i i i i i i i i i x x x x x x x x x x n = & & & ¡ ¢ £ £ £ ¤ ¥ 258 84 42 84 32 14 42 14 7 , ( X T X ) – 1 = & & & ¡ ¢ £ £ £ ¤ ¥---- ⋅ 28 168 42 84 168 84 1200 168 1 , X T Y = & & & ¡ ¢ £ £ £ ¤ ¥ ¦ ¦ ¦ 2 1 i i i i i y x y x y = & & & ¡ ¢ £ £ £ ¤ ¥ 516 180 84 . a) Fill in the blanks. (You can give a range for the p-values.) Call: lm(formula = Y ~ X1 + X2) Residuals: 1 2 3 4 5 6 7 0 1 0 -2 0 1 0 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) X1 X2 --- Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1 Residual standard error: on degrees of freedom Multiple R-Squared: , Adjusted R-squared:...
View Full Document

{[ snackBarMessage ]}

### Page1 / 4

420Pr2 - x 1 x 2 y 3 5 13 3 7 18 2 5 10 2 6 10 2 7 14 1 5 8...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online