In the linear regression model with n sample points (m1,91),...(Xn, Jn), the best fit line is given by y = a + bx where n *Στι-(2») (Στ) Σrigi i=1 i=1 b= i=1 and a = y-br. 2 n n nΣ - (Σ r i=1 The estimated y-value is given by ji = a + bri. Prove the ff. n (2) Σy = Σ i=1 i=l n (b) Σ(y. – 9:); = 0. - i=1 (c) SST = SSR + SSE [see lecture 12 for definition.] (Hint: Expand both LHS and RHS then add/subtract missing terms.)

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In the linear regression model with n sample points (m1,91),...(Xn, Jn), the best fit line
is given by y = a + bx where
n
*Στι-(2») (Στ)
Σrigi
i=1
i=1
b=
i=1
and a = y-br.
2
n
n
nΣ - (Σ
r
i=1
The estimated y-value is given by ji = a + bri. Prove the ff.
n
(2) Σy = Σ
i=1
i=l
n
(b) Σ(y. – 9:); = 0.
-
i=1
(c) SST = SSR + SSE [see lecture 12 for definition.]
(Hint: Expand both LHS and RHS then add/subtract missing terms.)
Transcribed Image Text:In the linear regression model with n sample points (m1,91),...(Xn, Jn), the best fit line is given by y = a + bx where n *Στι-(2») (Στ) Σrigi i=1 i=1 b= i=1 and a = y-br. 2 n n nΣ - (Σ r i=1 The estimated y-value is given by ji = a + bri. Prove the ff. n (2) Σy = Σ i=1 i=l n (b) Σ(y. – 9:); = 0. - i=1 (c) SST = SSR + SSE [see lecture 12 for definition.] (Hint: Expand both LHS and RHS then add/subtract missing terms.)
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