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4. (Simplest linear models) a) Consider the intercept only model, y₁ = a+&; ,i = 1, ..., n. (a) Prove that the LSE of the intercept is â = y, and the residual sum satisfies res = S, yy = F1

4. (Simplest linear models) a) Consider the intercept only model, y₁ = a+&; ,i = 1, ..., n. (a) Prove that the LSE of the intercept is â = y, and the residual sum satisfies res = S, yy = F1

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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4. (Simplest linear models) a) Consider the intercept only model, y, a+ɛ,,i = 1, ..., n. (a) Prove that the LSE of the intercept is â = y, and the residual sum satisfies n SS res = Syy = y² F1 b) Consider the slope only model, y₁ = bx; + &₁, i = 1, ..., n. Derive the LSE of the slope and find the residual sum.
Transcribed Image Text:4. (Simplest linear models) a) Consider the intercept only model, y, a+ɛ,,i = 1, ..., n. (a) Prove that the LSE of the intercept is â = y, and the residual sum satisfies n SS res = Syy = y² F1 b) Consider the slope only model, y₁ = bx; + &₁, i = 1, ..., n. Derive the LSE of the slope and find the residual sum.
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