95 predictfm1newintervalpredictionlevel095 265 problem

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Unformatted text preview: 2 - Solutions Fall 2011 Columbia University Prob. 2.61 ¯ ¯2 Σ(Yi1 − Y1 )(Yi2 − Y2 ) ¯ Σ(Yi1 − Y1 )2 ¯ Σ(Yi1 − Y1 )2 SSR(Y1 ) = ¯ SST O Σ(Yi2 − Y2 )2 ¯ ¯ [ (Yi1 − Y1 )(Yi2 − Y2 )]2 = ¯ ¯ (Yi1 − Y1 )2 (Yi2 − Y2 )2 2.61. ¯ ¯ (Yi2 − Y2 )(Yi1 − Y1 ) ¯ (Yi2 − Y2 )2 ¯ (Yi2 − Y2 )2 SSR(Y2 ) = ¯ (Yi1 − Y1 )2 SST O ¯ ¯ [ (Yi2 − Y2 )(Yi1 − Y1 )]2 = ¯ ¯ (Yi1 − Y1 )2 (Yi2 − Y2 )2 2 Total population: r2 = 0.884...
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