Consider the regression modelY₁ = BX; +u;YWhereuiand X; satisfy the assumptions specified here. Let ẞ denote an estimator of ẞ that is constructed as ẞ =Show that ẞ is a linear function of Y₁, Y2,..., Yn.Show that ẞ is conditionally unbiased.1. E (YiX1, X2,..., Xn)===X++Yn)2. E(B|×1, X2,..., Xn) = E= BΧ| (X1, X2,..., Xn)=where Y and X are the sample means of Y; and X;, respectively.

To show that \(\hat{\beta}\) is a linear function of \(Y_1, Y_2, \ldots, Y_n\), we can express it…

Answered: Consider the regression model Y₁ = BX;…

Advanced Engineering Mathematics

10th Edition

ISBN:9780470458365

Author:Erwin Kreyszig

Publisher:Erwin Kreyszig

Chapter2: Second-order Linear Odes

Section: Chapter Questions

Problem 1RQ

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Suppose there is 1 dependent variable (dissolved oxygen, Y) and 3 independent variables (water temp X1, depth X2, and hardness of water X3). Below is the result of the multiple linear regression. Coefficients Standard Error t Stat P-value Intercept 24.84 4.36 5.69 0.00 Water Temperature (C) -1.17 0.37 -3.20 0.02 Depth (feet) -0.15 0.24 -0.61 0.56 Hardness as mg/L CaCO3 -0.04 0.04 -0.95 0.37 Which of the three independent variable(s) is (are) significant predictor(s) of dissolved oxygen? Use .05 level of significance.
Solve b
c) Show that the coefficient of determination, R², can also be obtained as the squared correlation between actual Y values and the Y values estimated from the regression model where Y is the dependent variable. Note that the coefficient of correlation between Y and X is Eyixi r = And also that ỹ = ŷ (18.75)
A chemistry experiment is performed measuring the solubility of potassium chloride (KCl) in water at different temperatures. The goal was to determine if there is a linear relationship between the temperature of the water and how much KCl can dissolve, measured as grams per 100 milliliter (g/100mL). After the experiments were performed, the following data was collected with temperature being the independent x-variable and solubility being the dependent y-variable: Temperature (°C) x Solubility (g/100mL) y 10 31 20 33 30 37 40 41 50 42 Based on the data given for temperature and solubility of KCl and without doing any math yet, which of the following do you predict would best describe the relationship between these variables? A positive linear relationship (r close to 1) A positive linear relationship (r close to -1) A negative linear relationship (r close to 1) A negative linear relationship (r close to -1)…
For10 observations on supply (X) and price (Y) the following data are obtained ΣΧ-130, ΣΧ-2280, ΣΥ-5506 , ΣΧΥ-3467, ΣΥ-220 Obtain regression line Y on X and estimate supply when price is 16.
***PLEASE INCLUDE EXCEL OUTPUT WITH YOUR RESPONSE
Select the appropriate interpretation for the slope of the linear regression equation below. Y (Dependent Variable) = Grade Point Average X (Independent Variable) = Average number of hours spent using electronic devices for entertainment purposes yhat = 4 - 0.125*X A. For every 1 hour more spent using electronic devices for entertainment per week then a person's GPA will increase on average by 0.125 points B. For every 1 GPA gained obtained by a student then on average that person will have watched 0.125 hours fewer of entertainment on electronic devices per week C. For every 1 GPA point lost by a student then on average that person will have watched 0.125 hours more of entertainment on electronic devices per week D. For every 1 hour more spent using electronic devices for entertainment per week then a person's GPA will decrease on average by 0.125 points
The Simple Linear Regression model is Y = b0 + b1*X1 + u and the Multiple Linear Regression model with k variables is: Y = b0 + b1*X1 + b2*X2 + ... + bk*Xk + u Y is the dependent variable, the X1, X2, ..., Xk are the explanatory variables, b0 is the intercept, b1, b2, ..., bk are the slope coefficients, and u is the error term, Yhat represents the OLS fitted values, uhat represent the OLS residuals, b0_hat represents the OLS estimated intercept, and b1_hat, b2_hat,..., bk_hat, represent the OLS estimated slope coefficients. QUESTION 16 In a t-test, suppose a researcher sets the significance level at 0.5%. What does this mean? The probability that the null hypothesis is true is 0.5% The researcher would be rejecting the null hypothesis, only if the p-value is less than 0.5% The researcher would be rejecting the null hypothesis, if the t-statistic is higher than 0.5 It does not mean anything, because the significance level can only be set at 5% QUESTION 17 In an MLR…
the following regression table where the dependent variable is the demandfor massage services in one city in the United States. Specifically, the dependent variable is the number of customers per hour (Models 1 and 2) or per day (Models 3 and 4). a) Explain why the coefficient for Population/1,000 in Model 2 is very different from the one in Model 4?
The table shows the numbers of new-vehicle sales (in thousands) in the United States for Company A and Company B for 10 years. The equation of the regression line is ModifyingAbove y with caret equals 0.993 x plus 1 comma 195.82y=0.993x+1,195.82. Complete parts (a) and (b) below. New-vehicle sales left parenthesis Company Upper A right parenthesis comma x(Company A), x 4 comma 1674,167 3 comma 8823,882 3 comma 5693,569 3 comma 4433,443 3 comma 2993,299 3 comma 1173,117 2 comma 8372,837 2 comma 4982,498 1 comma 9401,940 2 comma 0842,084 New-vehicle sales left parenthesis Company Upper B right parenthesis comma y(Company B), y 4 comma 9204,920 4 comma 8444,844 4 comma 8374,837 4 comma 7104,710 4 comma 6754,675 4 comma 4284,428 4 comma 6604,660 3 comma 8323,832 2 comma 9272,927 2 comma 7532,753 Question content area bottom Part 1 (a) Find the coefficient of determination and interpret the result.…
The Simple Linear Regression model is Y = b0 + b1*X1 + u and the Multiple Linear Regression model with k variables is: Y = b0 + b1*X1 + b2*X2 + ... + bk*Xk + u Y is the dependent variable, the X1, X2, ..., Xk are the explanatory variables, b0 is the intercept, b1, b2, ..., bk are the slope coefficients, and u is the error term, Yhat represents the OLS fitted values, uhat represent the OLS residuals, b0_hat represents the OLS estimated intercept, and b1_hat, b2_hat,..., bk_hat, represent the OLS estimated slope coefficients. QUESTION 7 In the MLR model, the assumption of ‘linearity in parameters’ is violated if: one of the slope coefficients appears as a power (e.g. Y = b0 + b1*(X1^b2) + b3*X2 + u) the model includes the reciprocal of a variable (e.g. 1/X1) the model includes a variable squared (e.g. X1^2) the model includes a variable in its logarithmic form (i.e. log(X1) ) QUESTION 8 In the MLR model, the assumption of 'no perfect collinearity'…

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