Consider the model y = Bi +x2B2 + x3ß3 +e and suppose that application of least squares to 20 observations on these variables yields the following results (cov (b) denotes the estimated covariance matrix): [0.96587' 0.69914 0.21812 0.019195 -0.050301 b2 cov(b) = 0.019195 0.048526 -0.031223 %3D %3D bz 1.7769 -0.050301 –0.031223 0.037120 ở = 2.5193 R² = 0.9466 %3D (a) Find the total variation, unexplained variation, and explained variation for this model. (b) Find 95% interval estimates for B2 and B3. (c) Use a t-test to test the hypothesis Ho: B2 >1 against the alternative H1 :B2< 1. (d) Use your answers in part (a) to test the joint hypothesis Ho:B2 = 0, B3 = 0. (e) Test the hypothesis Ho:2B2 = B3. %3D %3D %3D
Consider the model y = Bi +x2B2 + x3ß3 +e and suppose that application of least squares to 20 observations on these variables yields the following results (cov (b) denotes the estimated covariance matrix): [0.96587' 0.69914 0.21812 0.019195 -0.050301 b2 cov(b) = 0.019195 0.048526 -0.031223 %3D %3D bz 1.7769 -0.050301 –0.031223 0.037120 ở = 2.5193 R² = 0.9466 %3D (a) Find the total variation, unexplained variation, and explained variation for this model. (b) Find 95% interval estimates for B2 and B3. (c) Use a t-test to test the hypothesis Ho: B2 >1 against the alternative H1 :B2< 1. (d) Use your answers in part (a) to test the joint hypothesis Ho:B2 = 0, B3 = 0. (e) Test the hypothesis Ho:2B2 = B3. %3D %3D %3D
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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