5.2 Use your answers to Exercise 5.1 to sailbob a. Compute a 95% interval estimate for B₂. b. Test the hypothesis Ho:B₂ = 1.25 against the alternative that H₁ :B₂ # 1.25.

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Please answer 5.2 a and b, thank you!
5.8 Exercises
5.8.1 Problems
5.1 Consider the multiple regression model
y₁ = x₁1B₁+x₁2B₂ + x3B3 +e;
with the seven observations on y₁, X₁, X2, and x3 given in Table 5.5.
TABLE 5.5
lamingo ada sedihombiteos 219
Yi
1
0
1
-2
bas Ter12 nowiod asil 2
Data for Exercise 5.1
Xil
1
1
X 12
0
f. Find the sample correlation between x₂ and x3.
g. Find the standard error for b₂.
h. Find SSE, SST, SSR, and R2.
-2
1
-2
0
X 13
1
-2
20
1
-2
-1
1
ents
Use a hand calculator or spreadsheet to answer the following questions:
a. Calculate the observations in terms of deviations from their means. That is, find x = x1₁2 - x
X3X3X3, and y = y₁ - y.
b. Calculate Eyx, Σ. 2, Στ., Σ3, and Σχ.
c. Use the expressions in Appendix 5A to find least squares estimates b₁,b₂, and b3.
d. Find the least squares residuals ê, ê2, ..., ê7.
e. Find the variance estimate ².
5.2 Use your answers to Exercise 5.1 to
a. Compute a 95% interval estimate for B₂.
b. Test the hypothesis Ho:B₂ = 1.25 against the alternative that H₁ :B₂ # 1.25.
Transcribed Image Text:5.8 Exercises 5.8.1 Problems 5.1 Consider the multiple regression model y₁ = x₁1B₁+x₁2B₂ + x3B3 +e; with the seven observations on y₁, X₁, X2, and x3 given in Table 5.5. TABLE 5.5 lamingo ada sedihombiteos 219 Yi 1 0 1 -2 bas Ter12 nowiod asil 2 Data for Exercise 5.1 Xil 1 1 X 12 0 f. Find the sample correlation between x₂ and x3. g. Find the standard error for b₂. h. Find SSE, SST, SSR, and R2. -2 1 -2 0 X 13 1 -2 20 1 -2 -1 1 ents Use a hand calculator or spreadsheet to answer the following questions: a. Calculate the observations in terms of deviations from their means. That is, find x = x1₁2 - x X3X3X3, and y = y₁ - y. b. Calculate Eyx, Σ. 2, Στ., Σ3, and Σχ. c. Use the expressions in Appendix 5A to find least squares estimates b₁,b₂, and b3. d. Find the least squares residuals ê, ê2, ..., ê7. e. Find the variance estimate ². 5.2 Use your answers to Exercise 5.1 to a. Compute a 95% interval estimate for B₂. b. Test the hypothesis Ho:B₂ = 1.25 against the alternative that H₁ :B₂ # 1.25.
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