(c) Find the maximum likelihood estimates for B, and Bo and using Sx, Sxy, and the means for Xi and Yi, respectively, as demonstrated in the instructional videos.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
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Question 2c
1.
Derive the least squares estimator of Bo for the regression model
Y = Bo + Ei.
2.
Given the data (Xi) and (Yi), we will assume that a regression
model Y; = B1X; + E; is appropriate with normally distributed independent error
terms and variance o2 = 16.
i
1
2
4
Xi
7
12
25
30
cant
Y;
128
213
446
540
(a) State the likelihood function for the four Y observations.
uss
(b) Evaluate the likelihood function for B,
17 and B, = 19. For which of
these is the likelihood function the largest?
(c) Find the maximum likelihood estimates for B, and Bo and using Sxx, Sxy,
and the means for Xi and Yi, respectively, as demonstrated in the
instructional videos.
Transcribed Image Text:1. Derive the least squares estimator of Bo for the regression model Y = Bo + Ei. 2. Given the data (Xi) and (Yi), we will assume that a regression model Y; = B1X; + E; is appropriate with normally distributed independent error terms and variance o2 = 16. i 1 2 4 Xi 7 12 25 30 cant Y; 128 213 446 540 (a) State the likelihood function for the four Y observations. uss (b) Evaluate the likelihood function for B, 17 and B, = 19. For which of these is the likelihood function the largest? (c) Find the maximum likelihood estimates for B, and Bo and using Sxx, Sxy, and the means for Xi and Yi, respectively, as demonstrated in the instructional videos.
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