Solution Sample of Sample Midterm 1 for
Regression (SS9859)
Xin Wang ([email protected])
1
Solution
(a) According to the formula, we have
Sxy
30
1 =
=
=1
Sxx
30
0 = y 1 x = 5 (1)(10) = 5
(1)
(2)
(b) In order to estimate the error variance 2 , the SSE shou
Assignment 2 for Regression (SS9859)
Xin Wang ([email protected])
1
Solution
(a) It is known that = (0 , 1 , 2 , 3 )T has the normal distribution N(, 2 (XT X)1 ), i.e.
:
:
V() = (X X) , where is the variance of error . Thus the estimate of V() is
2
T
1
2
: