Unformatted text preview: ˆ β 2 S 2 /S xx = S 2 xy /S xx RSS/ ( n-2) = ( n-2) S 2 xy ( S yy-S 2 xy /S xx ) S xx = ( n-2) S 2 xy ( S yy S xx-S 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 ) = √ n-2 r/ √ 1-r 2 has a t n-2 distribution....
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This note was uploaded on 02/03/2012 for the course STA 1014 taught by Professor Dr.hackney during the Spring '12 term at UNF.
- Spring '12