Yi= a + Bxi +€₁. Given a random sample of n = 25 observations, we have: Where Σy = 2597.51, Σ * = 598, Σ. - 7)2 = 5299.84, i=1 i=1 Σ(x-7)(y-7)=21618.64, e-6375.64, α. i=1 X ê₁ = yi - ĝi. 1. Estimate by the method of least squares the coefficients of the linear regression model 2. Conduct a test at the 5% significance level for the null hypothesis Ho: B= 0 versus the alternative H1: B*0 3. Running a second regression on a sample of n = 30 statistical units yields the results shown in the table below. i=1 Coefficients: Estimate Std. Error t value Pr (>1t|) (Intercept) 2.3058 0.451 0.655 4.0739 <2e-16 0.1622 Appropriately completing the above table, construct a 99% confdence interval for the coefficient

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
Assume the following relationship exists:
Given a random sample of n = 25 observations, we have:
Where
Σy = 2597.51, Στ. = 598, Σπ. - π) = 5299.84,
i=1
i=1
α.
Yi= a + Bxi +€₁.
êi = yi - Yi.
X
Σ(mi - Ξ)(y - 7) – 21618.64,
=
i=1
1. Estimate by the method of least squares the coefficients of the linear regression model
2. Conduct a test at the 5% significance level for the null hypothesis Ho: B= 0 versus the
alternative H1: B=0
Coefficients:
(Intercept)
3. Running a second regression on a sample of n = 30 statistical units yields
the results shown in the table below.
n
Σ ε = 6375.64,
2.3058
4.0739
Estimate Std. Error t value Pr (>1t|)
0.451
0.655
<2e-16
0.1622
Appropriately completing the above table, construct a 99% confdence interval for the coefficient
4. Demonstrate how to obtain R² by appropriately decomposing the total deviance of yi
Transcribed Image Text:Assume the following relationship exists: Given a random sample of n = 25 observations, we have: Where Σy = 2597.51, Στ. = 598, Σπ. - π) = 5299.84, i=1 i=1 α. Yi= a + Bxi +€₁. êi = yi - Yi. X Σ(mi - Ξ)(y - 7) – 21618.64, = i=1 1. Estimate by the method of least squares the coefficients of the linear regression model 2. Conduct a test at the 5% significance level for the null hypothesis Ho: B= 0 versus the alternative H1: B=0 Coefficients: (Intercept) 3. Running a second regression on a sample of n = 30 statistical units yields the results shown in the table below. n Σ ε = 6375.64, 2.3058 4.0739 Estimate Std. Error t value Pr (>1t|) 0.451 0.655 <2e-16 0.1622 Appropriately completing the above table, construct a 99% confdence interval for the coefficient 4. Demonstrate how to obtain R² by appropriately decomposing the total deviance of yi
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 4 steps with 1 images

Blurred answer
Similar questions
  • SEE MORE 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