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R-square and adjusted-R-square are only applicable for linear regressions, but not appropriate for nonlinear regressions.significant depends on the normal distribution assumption.Ifvariable selections than the adjusted-R-square does.Part B – Fill-in Blanks(7 points each)11.In the two-parameter SLRs, given n= 20, x-bar = 5, β1_hat = −1.2, s.e.( β0_hat) = 0.35, = 30 and R2= 0.86, calculate σ2_hat.Syy12.Consider a general nonlinear regressionmodel f (X;γ ), where the matrix X includes 4 explanatory x-variables for n= 50 observations, and the regression parameters γincludes one intercept-like and 4 slope-like coefficients. Suppose that one uses the Gauss-Newton Method to estimate regression parameters. Write down the expression of the D-matrixtaught in lectures for the 3rditeration of the method, i.e., one will get g(3)as an updateparameter estimates in the end of this iteration.of