Suppose that we have two independent data sets from the same process. One was collected in the past and another was collected recently. The observations are: {(x;, Y:), i = 1, - .. ,n1} and {(r;, Y:), i = n1 + 1, ·.. ,n1 + n2}. The two models are postulated to be 2. Yi = ao + ajx; + Ei, i = 1, , n1, %3D Yi = Bo + B1ri + Ei; i = n1 + 1,,n, ... where n = nị + n2. a) Express these separate models as a single model in matrix form. b) Find A and c for testing Ho : a1 = B1.
Suppose that we have two independent data sets from the same process. One was collected in the past and another was collected recently. The observations are: {(x;, Y:), i = 1, - .. ,n1} and {(r;, Y:), i = n1 + 1, ·.. ,n1 + n2}. The two models are postulated to be 2. Yi = ao + ajx; + Ei, i = 1, , n1, %3D Yi = Bo + B1ri + Ei; i = n1 + 1,,n, ... where n = nị + n2. a) Express these separate models as a single model in matrix form. b) Find A and c for testing Ho : a1 = B1.
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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