Consider the Simple Linear Model: 4 = Bo + Biz, + e, where i = 1,...,n, and e ~ IID(0, o?). Suppose that ti by cr, + d, where c, d are some non-zero constant. Show

Linear Algebra: A Modern Introduction
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Chapter7: Distance And Approximation
Section7.3: Least Squares Approximation
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Consider the Simple Linear Model:
Y = Bo + Bizi + E,
where i = 1,...,n, and e ~
IID(0, a2). Suppose that the value of the predictor r, is replaced
by cr, + d, where c,
Ho : B1 = 0 affected by this change. Justify your answer.
are some non-zero constant. Show how are Bo, B1, ô2, R2 and the t-test of
%3D
Transcribed Image Text:Consider the Simple Linear Model: Y = Bo + Bizi + E, where i = 1,...,n, and e ~ IID(0, a2). Suppose that the value of the predictor r, is replaced by cr, + d, where c, Ho : B1 = 0 affected by this change. Justify your answer. are some non-zero constant. Show how are Bo, B1, ô2, R2 and the t-test of %3D
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