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hw1 - Cov e i e j i ̸ = j i j = 1 n and variances V ar e i...

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Homework 1 due Thursday 9/15 Reading: S & Y book: Chap 1 & 2; Faraway book: Chap 1 & 2 (A) Faraway book: Chap 1, Exercise 1, see HW1-faraway.pdf for the description. (B) S & Y book: Chap 2, Exercise 1, 3, 4, 13 (see the data file olympic.dat), 14 (see the data file co.dat) (C) In S & Y book, for the simple linear regression model (2.2), under the assumption (a) on page 36, calculate covariances between residuals,
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Unformatted text preview: Cov ( e i , e j ), i ̸ = j , i, j = 1 , ..., n , and variances V ar ( e i ), i = 1 , ..., n . (D) In S & Y book, write a program to compute the p-value of the Durbin-Watson test in Section 2.11.2 by simulation, and use it to repeat the computation in examples (Mount Airy-Charleston and Amherst) on page 94-95. 1...
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