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dpi (X3), per-capita disposable income in dollars; ddpi (X4), percent growth rate of dpi. (1). Fit a linear regression model Y = Bo + B1X1 + B2X2+ B3X3 + B4X4 + e. Examine the residuals. (2). Find the best value of A in the transformation V = (Y^ – 1)/(AY-1) for A+0, and V=Ýln(Y) for ) = 0. (3). Is it necessary to transform Y? Problem 2. In the context of generalized least squares, Y = XB + €, where Var(e) = Eo². Let D be a non-singular matrix such that E = DD'. Let Y = D-'Y,X' =D-!X,e' = D-!e, e* = Y - Y, and e = Y - Ý. Show that %3D %3D (1) e = De", (2) Var(e) = [E- X(X'E-'x)-'x']o². TPUDTIC 01 * 0.05 0.1 1

dpi (X3), per-capita disposable income in dollars; ddpi (X4), percent growth rate of dpi. (1). Fit a linear regression model Y = Bo + B1X1 + B2X2+ B3X3 + B4X4 + e. Examine the residuals. (2). Find the best value of A in the transformation V = (Y^ – 1)/(AY-1) for A+0, and V=Ýln(Y) for ) = 0. (3). Is it necessary to transform Y? Problem 2. In the context of generalized least squares, Y = XB + €, where Var(e) = Eo². Let D be a non-singular matrix such that E = DD'. Let Y = D-'Y,X' =D-!X,e' = D-!e, e* = Y - Y, and e = Y - Ý. Show that %3D %3D (1) e = De", (2) Var(e) = [E- X(X'E-'x)-'x']o². TPUDTIC 01 * 0.05 0.1 1

MATLAB: An Introduction with Applications
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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dpi (X3), per-capita disposable income in dollars; ddpi (X4), percent growth rate of dpi. (1). Fit a linear regression model Y Bo + B1X1 + B2X2+ B3X3 + B4X4 + e. Examine the residuals. %3D (2). Find the best value of A in the transformation V = (Y^ – 1)/(AỶ^-1) for A#0, and V= Ýln(Y) for ) = 0. (3). Is it necessary to transform Y? Problem 2. In the context of generalized least squares, Y = XB + €, where Var(e) = Eo?. Let D be a non-singular matrix such that E = DD'. Let Y = D-1Y,X = D-1X, e' = D-'e, e* = Y- Ý, and e = Y - Ỹ. Show that (1) De, e = (2) Var(e) = [E-X(X'E-'x)-'x']o². FUDIC 01 ** 0.05 0.1
Transcribed Image Text:dpi (X3), per-capita disposable income in dollars; ddpi (X4), percent growth rate of dpi. (1). Fit a linear regression model Y Bo + B1X1 + B2X2+ B3X3 + B4X4 + e. Examine the residuals. %3D (2). Find the best value of A in the transformation V = (Y^ – 1)/(AỶ^-1) for A#0, and V= Ýln(Y) for ) = 0. (3). Is it necessary to transform Y? Problem 2. In the context of generalized least squares, Y = XB + €, where Var(e) = Eo?. Let D be a non-singular matrix such that E = DD'. Let Y = D-1Y,X = D-1X, e' = D-'e, e* = Y- Ý, and e = Y - Ỹ. Show that (1) De, e = (2) Var(e) = [E-X(X'E-'x)-'x']o². FUDIC 01 ** 0.05 0.1
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