Consider the simple regression modely = B, + B*t + ut = 1,2,.. ,Twhere u, = pu,-1 + & with Ipl < 1 and E (&) = 0, E (ɛ?) = a?, E(ɛɛs) = 0,t # s%3D%3DWhat are the consequences of having first order autoregressive autocorrelation?b. Derive the mean of autocorrelated u, 's.Derive the variance of autocorrelated u, 's.d. Derive the covariance of autocorrelated u, 's.Derive the correlation coefficient between u, and u,-1.a.с.е.

When the two variables are associated with each other one variable is used to estimate the value of…

Answered: Consider the simple regression model Y…

Elementary Linear Algebra (MindTap Course List)

8th Edition

ISBN:9781305658004

Author:Ron Larson

Publisher:Ron Larson

Chapter2: Matrices

Section2.CR: Review Exercises

Problem 90CR

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Find the equation of the regression line for the following data set. x 1 2 3 y 0 3 4
Olympic Pole Vault The graph in Figure 7 indicates that in recent years the winning Olympic men’s pole vault height has fallen below the value predicted by the regression line in Example 2. This might have occurred because when the pole vault was a new event there was much room for improvement in vaulters’ performances, whereas now even the best training can produce only incremental advances. Let’s see whether concentrating on more recent results gives a better predictor of future records. (a) Use the data in Table 2 (page 176) to complete the table of winning pole vault heights shown in the margin. (Note that we are using x=0 to correspond to the year 1972, where this restricted data set begins.) (b) Find the regression line for the data in part ‚(a). (c) Plot the data and the regression line on the same axes. Does the regression line seem to provide a good model for the data? (d) What does the regression line predict as the winning pole vault height for the 2012 Olympics? Compare this predicted value to the actual 2012 winning height of 5.97 m, as described on page 177. Has this new regression line provided a better prediction than the line in Example 2?
The data in the table are the selling prices z of a certain make and model of used car years old. Fit a curve of the form Hzys" by means of the nonlinear sample regression equation 2 = cd". [Hint: Write In 2 = Inc+ (Ind) = b + b₁.] @ (years) 1 2 2 z (dollars) 6368 5672 5747 @ (years) 3 5 5 z (dollars) 5398 4983 4896 The equation in the form 2 = cd" is 2 = x (" (Round to four decimal places as needed.) D (...)
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.…
Let kids denote the number of children ever born to a woman, and let educ denote years of education for the woman. A simple model relating fertility to years of education is: kids; = Bo + B1educ; + uż. 1. What are the parameters in the model? 2. What kinds of factors are contained in u? Are these likely to be cor- related with level of education? 3. Will a simple regression analysis uncover the ceteris paribus effect of education on fertility? Explain.
Consider the following data for two variables, x and y. \ table[[x, 9, 32, 18, 15, 26], [y, 9, 19, 20, 16, 22]] (a) Develop an estimated regression equation for the data of the form hat(y) = b + b₁x. (Round bo to two decimal 1 0 places and b₁ to three decimal places.) hat 1 (y) = 8.65 +0.427x Comment on the adequacy of this equation for predicting y. (Use α = 0.05.) The high p- value and low coefficient of determination indicate that the equation is inadequate. The high p-value and high coefficient of determination indicate that the equation is adequate. The low p-value and low coefficient of determination indicate that the equation is inadequate. The low p-value and high coefficient of determination indicate that the equation is adequate. hat 2 (y) = 10.54 +2.618x-0.054x Comment on the adequacy of this equation for predicting y. (Use a =0.05.) The high p-value and low coefficient of determination indicate that the equation is inadequate. The high p-value and high coefficient of…
The manufacturer of Beanie Baby dolls used quarterly price data for 2012/- 2020/V (t = 1, ..., 36) and the regression equation Pt = a + bt + c₁D1 t + c2 D2t + c3D3 t to forecast doll prices in the year 2021. Pt is the quarterly price of dolls, and D1, D2t, and D3 are dummy variables for quarters I, II, and III, respectively. DEPENDENT VARIABLE: PT R-SQUARE P-VALUE ON F 0.0001 OBSERVATIONS: 36 0.9078 F-RATIO 76.34 STANDARD ERROR PARAMETER ESTIMATE T-RATIOP-VALUE VARIABLE INTERCEPT 24.0 6.20 3.87 0.0005 T 0.8 0.240 3.33 0.0022 D1 -8.0 2.60 -3.08 0.0043 D2 -6.0 1.80 -3.33 0.0022 D3 -4.0 0.60 -6.67 0.0001 In any given year price tends to vary from quarter to quarter as follows: Multiple Choice O O O P₁ > P|| > P||| > PIV PI> PIV> Pill > PII Pll > Pill > PIV> PI Pill > PI>PII > PIV PIV> Pill > PII > PI
An attempt was made to construct a regression model explaining student scores in intermediate economics courses (Waldauer, Duggal, and Williams 1992). The population regression model assumed thatY = total student score in intermediate economics coursesX1 = mathematics score on Scholastic Aptitude TestX2 = verbal score on Scholastic Aptitude TestX3 = grade in college algebra (A = 4, B = 3, C = 2, D = 1)X4 = grade in college principles of economics courseX5 = dummy variable taking the value 1 if the student is female and 0 if maleX6 = dummy variable taking the value 1 if the instructor is male and 0 if femaleX7 = dummy variable taking the value 1 if the student and instructor are the same gender and 0 otherwiseThis model was fitted to data on 262 students. Next we report t-ratios, so that tj is the ratio of the estimate of bj to its associated estimated standard error. These ratios are as follows:t1 = 4.69, t2 = 2.89, t3 = 0.46, t4 = 4.90,t5 = 0.13, t6 = -1.08, t7 = 0.88The objective of…
The manufacturer of Beanie Baby dolls used quarterly price data for 2012/-2020/V (t = 1, ..., 36) and the regression equation Pt= a + bt+c₁D1 t + c2 D2 + + c3 D3 t to forecast doll prices in the year 2021. Pt is the quarterly price of dolls, and D1, D2t, and D3+ are dummy variables for quarters I, II, and III, respectively. DEPENDENT VARIABLE: PT R-SQUARE P-VALUE ON F 0.0001 OBSERVATIONS: F-RATIO 76.34 STANDARD 36 0.9078 PARAMETER VARIABLE ESTIMATE ERROR T-RATIOP-VALUE INTERCEPT 24.0 6.20 3.87 0.0005 T 0.8 0.240 3.33 0.0022 D1 -8.0 2.60 -3.08 0.0043 D2 -6.0 1.80 -3.33 0.0022 D3 -4.0 0.60 -6.67 0.0001 The estimated quarterly increase in price is and the estimated annual increase in price is Multiple Choice O O $1.50; $6.00 $1.40; $4.00 $0.60; $2.40 $0.80; $3.20 None of the choices are correct.
PLEASE help will C) and D). WILL THUMBS UP IF CORRECT.
The table contains data on vehicle speed (h) and fuel consumption (lt / 100km) of 5 randomly selected vehicles. Estimate the average fuel consumption of a vehicle traveling at 45 km / h using the simple linear regression equation between vehicle speed and fuel consumption. Speed 55 60 65 70 75 Consumption 11 10 9 8 7 Please choose one: a. 6 b. 5 c. 13 D. 8
Q: The dataset posted below lists a sample of months and the advertising budget (in hundreds of dollars) for TV, radio and newspaper advertisements. Also included is whether a coupon was published for that month and the resulting sales (in thousands of dollars). a) Develop a multiple regression model predicting the sales based off the four predictor variables: TV, radio, and newspaper advertising budget and whether a coupon is used. Recode Coupon as 0 = No and 1 = Yes. Report the estimated regression equation (Solve in Excel) TV ($100) radio ($100) newspaper ($100) Coupon sales ($1000) 0.7 39.6 8.7 No 1.6 230.1 37.8 69.2 No 22.1 4.1 11.6 5.7 Yes 3.2 44.5 39.3 45.1 No 10.4 250.9 36.5 72.3 No 22.2 8.6 2.1 1 No 4.8 17.2 45.9 69.3 Yes 9.3 104.6 5.7 34.4 No 10.4 216.8 43.9 27.2 Yes 22.3 5.4 29.9 9.4 No 5.3 69 9.3 0.9 No 9.3 70.6 16 40.8 No 10.5 151.5 41.3 58.5 No 18.5 195.4 47.7 52.9 Yes 22.4 13.1 0.4 25.6 Yes 5.3 76.4 0.8…

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