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Given that (XTX) 1= 36.93 0.75 -1.48 0.75 0.02 -0.03 -1.48 -0.03 0.06 XTY= 3943 124805 161205 YTY=1602291, and sample mean of Y is 394.3 a) Use the given information to estimate Bo, B1, and B2 of the least squares regression model E(y) = Bo + B1x + B2x2. b) Find SSE = y"y - B"x"y where is the vector of the estimated coefficients.

Given that (XTX) 1= 36.93 0.75 -1.48 0.75 0.02 -0.03 -1.48 -0.03 0.06 XTY= 3943 124805 161205 YTY=1602291, and sample mean of Y is 394.3 a) Use the given information to estimate Bo, B1, and B2 of the least squares regression model E(y) = Bo + B1x + B2x2. b) Find SSE = y"y - B"x"y where is the vector of the estimated coefficients.

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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c) Find s2 = SSE/(n- (k + 1)) from the computations in (b) and hence estimate the variance-covariance matrix of ß. d) Obtain the estimated standard deviation of B, and Bß, and the corresponding t-ratios and use them to test the significance of ß, and B2 at 5% level of significance. A BI- of
Transcribed Image Text:c) Find s2 = SSE/(n- (k + 1)) from the computations in (b) and hence estimate the variance-covariance matrix of ß. d) Obtain the estimated standard deviation of B, and Bß, and the corresponding t-ratios and use them to test the significance of ß, and B2 at 5% level of significance. A BI- of
Given that (X'X)-1= 36.93 0.75 -1.48 0.75 0.02 -0.03 -1,48 -0.03 0.06 XTY= 3943 124805 161205 Y'Y=1602291, and sample mean of Y is 394.3 a) Use the given information to estimate Bo. B, and B, of the least squares regression model E(y) = Bo+ Pix1 + B2x2. %3D marks) b) Find SSE = y'y- B'X'y where B is the vector of the estimated coefficients,
Transcribed Image Text:Given that (X'X)-1= 36.93 0.75 -1.48 0.75 0.02 -0.03 -1,48 -0.03 0.06 XTY= 3943 124805 161205 Y'Y=1602291, and sample mean of Y is 394.3 a) Use the given information to estimate Bo. B, and B, of the least squares regression model E(y) = Bo+ Pix1 + B2x2. %3D marks) b) Find SSE = y'y- B'X'y where B is the vector of the estimated coefficients,
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