Suppose that (Yi , Xi) satisfy the least square assumptions of a simple linear regression and  that ( ) 2 0, i N    and is independent of Xi. A sample size of n = 30 yields 2 2 , ˆ 43.2 61.5 , 1,... ,30 0.54, 1.52 (10.2) (7.4) Y X i SER i i = + = = = R Where the numbers in parenthesis are the homoskedastic-only standard errors for the regression coefficients. i. Construct a 99% confidence interval for   0 ii. Test  0 1 1 1 H H : 55 versus : 55   =  at the 5% leve.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question

Suppose that (Yi , Xi) satisfy the least square assumptions of a simple linear regression and 
that ( ) 2 0, i N    and is independent of Xi. A sample size of n = 30 yields 2 2
,
ˆ 43.2 61.5 , 1,... ,30 0.54, 1.52
(10.2) (7.4)
Y X i SER i i = + = = = R
Where the numbers in parenthesis are the homoskedastic-only standard errors for the regression
coefficients.
i. Construct a 99% confidence interval for 
 0
ii. Test 
0 1 1 1 H H : 55 versus : 55   = 
at the 5% leve.

Expert Solution
steps

Step by step

Solved in 2 steps with 3 images

Blurred answer
Similar questions
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman