Unformatted text preview: ˆ β 2 S 2 /S xx = S 2 xy /S xx RSS/ ( n2) = ( n2) S 2 xy ( S yyS 2 xy /S xx ) S xx = ( n2) S 2 xy ( S yy S xxS 2 xy ) , and dividing top and bottom by S yy S xx ﬁnishes the proof. c. From (11.3.33) if ρ = 0 (equivalently β = 0), then ˆ β/ ( S/ √ S xx ) = √ n2 r/ √ 1r 2 has a t n2 distribution....
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 Spring '12
 Dr.Hackney
 Statistics, R2D2, Sxx, zi zi, Syy Sxx

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