coefficient of determination, R?. 100 observations with sy a regression with three explanatory variables to get s = 22. Consider a fictitious dataset of n = = 80. We run 50. We also get 100 20 20 20 20 90 30 40 (хX) 20 30 80 50 20 40 50 70 a. Determine the standard error of b3, se(b3). b. Determine the estimated covariance between b2 and b3. c. Determine the estimated correlation between b2 and b3.

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3.2. Consider a fictitious dataset of n
Total
Error
Calculate the (unadjusted) coefficient of determination, R².
C.
Consider a fictitious dataset of n =
100 observations with sy = 80. We run
a regression with three explanatory variables to get s = 50. We also get
%3D
100 20 20 20
20
90 30 40
(X'X)"
20
30 80 50
20
40 50 70
a. Determine the standard error of b3, se(bz).
b. Determine the estimated covariance between b2 and bz.
c. Determine the estimated correlation between b2 and b3.
d. Determine the estimated variance of 4b2 + 3b3.
Transcribed Image Text:3.2. Consider a fictitious dataset of n Total Error Calculate the (unadjusted) coefficient of determination, R². C. Consider a fictitious dataset of n = 100 observations with sy = 80. We run a regression with three explanatory variables to get s = 50. We also get %3D 100 20 20 20 20 90 30 40 (X'X)" 20 30 80 50 20 40 50 70 a. Determine the standard error of b3, se(bz). b. Determine the estimated covariance between b2 and bz. c. Determine the estimated correlation between b2 and b3. d. Determine the estimated variance of 4b2 + 3b3.
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