b) Suppose you are given the following information for an OLS regression: Σxivi: Xi Yi 830102, T = 22,x= 416.5, y = 86.65, Σx² = 3919654, RSS = 130.6 i) Calculate the ordinary least square regression line. Calculate SE (a) and SE (B) ii) iii) Perform the hypothesis test such that Ho: a = -60 versus H₁: a = -60 iv) Perform the hypothesis test such that Ho: B = 0.4 versus H₁:ß ± 0.4 In both cases use a significance of 5%.
b) Suppose you are given the following information for an OLS regression: Σxivi: Xi Yi 830102, T = 22,x= 416.5, y = 86.65, Σx² = 3919654, RSS = 130.6 i) Calculate the ordinary least square regression line. Calculate SE (a) and SE (B) ii) iii) Perform the hypothesis test such that Ho: a = -60 versus H₁: a = -60 iv) Perform the hypothesis test such that Ho: B = 0.4 versus H₁:ß ± 0.4 In both cases use a significance of 5%.
MATLAB: An Introduction with Applications
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ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
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Question
![b) Suppose you are given the following information for an OLS regression:
Σχι
X; Y = 830102,T = 22,x=416.5, y = 86.65,
x = 3919654, RSS = 130.6
i)
Calculate the ordinary least square regression line.
Calculate SE (a) and SE (B)
Perform the hypothesis test such that Ho: a = -60 versus H₁: α = -60
Perform the hypothesis test such that Ho: P = 0.4 versus H₁: B = 0.4
In both cases use a significance of 5%.
ii)
iii)
iv)](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F6cdcaa4b-84d3-4370-84ff-91e6f10b424d%2Fb82fc840-63bd-4577-ae7f-26c7857dd5fc%2F5s0n03s_processed.png&w=3840&q=75)
Transcribed Image Text:b) Suppose you are given the following information for an OLS regression:
Σχι
X; Y = 830102,T = 22,x=416.5, y = 86.65,
x = 3919654, RSS = 130.6
i)
Calculate the ordinary least square regression line.
Calculate SE (a) and SE (B)
Perform the hypothesis test such that Ho: a = -60 versus H₁: α = -60
Perform the hypothesis test such that Ho: P = 0.4 versus H₁: B = 0.4
In both cases use a significance of 5%.
ii)
iii)
iv)
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Follow-up Question
i need iv and first three parts are solved
![b) Suppose you are given the following information for an OLS regression:
Exis
Σ
Xi Yi = 830102, T = 22, x = 416.5, y = 86.65,
[x² = 3919654, RSS = 130.6
i)
Calculate the ordinary least square regression line.
ii)
Calculate SE (a) and SE (B)
iii)
Perform the hypothesis test such that Ho: a = -60 versus H₁: a = -60
iv)
Perform the hypothesis test such that Ho: B = 0.4 versus H₁: B = 0.4
In both cases use a significance of 5%.](https://content.bartleby.com/qna-images/question/6cdcaa4b-84d3-4370-84ff-91e6f10b424d/64fedc51-c688-4a38-866b-5b20fd32aa4f/jpq6ak_thumbnail.png)
Transcribed Image Text:b) Suppose you are given the following information for an OLS regression:
Exis
Σ
Xi Yi = 830102, T = 22, x = 416.5, y = 86.65,
[x² = 3919654, RSS = 130.6
i)
Calculate the ordinary least square regression line.
ii)
Calculate SE (a) and SE (B)
iii)
Perform the hypothesis test such that Ho: a = -60 versus H₁: a = -60
iv)
Perform the hypothesis test such that Ho: B = 0.4 versus H₁: B = 0.4
In both cases use a significance of 5%.
Solution
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