Linear model - test if beta is estimable Exercise 3.9.1 Consider the model y; = Bo + B₁x₁1 + B2x2 + ei.esi.i.d. N(0,0²). Use the data given below to answer (a) and (b). Obs. y XI X2 1 23 4 5 6 -2 72 5 8-1 4-12 0-2 3 2-3 0-2 -4 1 (a) Find SSR(X₁, X₂J) = R(B1, B₂|Bo). (b) Are Bo, B₁, and ₂ estimable?
Linear model - test if beta is estimable Exercise 3.9.1 Consider the model y; = Bo + B₁x₁1 + B2x2 + ei.esi.i.d. N(0,0²). Use the data given below to answer (a) and (b). Obs. y XI X2 1 23 4 5 6 -2 72 5 8-1 4-12 0-2 3 2-3 0-2 -4 1 (a) Find SSR(X₁, X₂J) = R(B1, B₂|Bo). (b) Are Bo, B₁, and ₂ estimable?
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Transcribed Image Text:Linear model - test if beta is estimable
Exercise 3.9.1
Consider the model y; = Bo + BiXi1 + B2x;2 + ej.e;si.i.d. N(0, o?).
Use the data given below to answer (a) and (b).
Obs.
1 23 4 5 6
-2 72
5 8 -1
4 -1 2 0-2 3
2 -3 0 -2 -4 1
y
X2
(a) Find SSR(X1, X2|J) = R(B1, B2lBo).
(b) Are Bo, Bi, and B2 estimable?
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