2. For the regression model Y₁ = 3x₂ + Ei i=1,2,..., n i.e. a straight line through the origin with the usual assumptions about the errors. In Exercise Sheet 2, you found the least squares estimator of 3₁ and its mean and variance. (a) Derive the form of a 100(1-a) % confidence interval for 3. (b) If we define the residual e; = Y; - and that ri, show that E[e₁] = 0 Var[e₁] = 0²

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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2. For the regression model
Y₁ = 3x₂ + Ei
i=1,2,..., n
i.e. a straight line through the origin with the usual assumptions about the errors. In
Exercise Sheet 2, you found the least squares estimator of 3₁ and its mean and variance.
(a) Derive the form of a 100(1-a)% confidence interval for B.
(b) If we define the residual e; = Y; -ßx;, show that
E[e₁] = 0
and that
Var[e;]
=
2² [1-2²]
Transcribed Image Text:2. For the regression model Y₁ = 3x₂ + Ei i=1,2,..., n i.e. a straight line through the origin with the usual assumptions about the errors. In Exercise Sheet 2, you found the least squares estimator of 3₁ and its mean and variance. (a) Derive the form of a 100(1-a)% confidence interval for B. (b) If we define the residual e; = Y; -ßx;, show that E[e₁] = 0 and that Var[e;] = 2² [1-2²]
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