Given the linear regression model: Yi = Bo+B1x1 + ẞ2xi2 + Єi, i = 1,..., n Consider the following sums from n = 10 observations on Y, X1, and X2: 10 10 10 Σ3 = 20, Σ i=1 10 Συ? = 98.2, i=1 i=1 10 10 10 71 =0.0, Σ i=1 10 x12 = 0.0 Σαμ = 92, Σα? i=1 = 163 i=1 10 Σ Yixil = 59, Yixi2 = 88, Xi1i2=119 i=1 i=1 i=1 Explore the following steps: 1. Construct the XTX matrix and the vector XTy. 2. Calculate the least-squares estimates of Bo, B₁, and ẞ2, along with the residual sum of squares, SSE. 3. Investigate the hypothesis that the coefficient of X 2, represented by 32, is zero.

Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter10: Statistics
Section10.1: Measures Of Center
Problem 9PPS
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Given the linear regression model:
Yi = Bo+B1x1 + ẞ2xi2 + Єi,
i = 1,..., n
Consider the following sums from n = 10 observations on Y, X1, and X2:
10
10
10
Σ3 = 20, Σ
i=1
10
Συ? = 98.2,
i=1
i=1
10
10
10
71 =0.0, Σ
i=1
10
x12 = 0.0
Σαμ = 92, Σα?
i=1
= 163
i=1
10
Σ Yixil
=
59, Yixi2 = 88,
Xi1i2=119
i=1
i=1
i=1
Explore the following steps:
1. Construct the XTX matrix and the vector XTy.
2. Calculate the least-squares estimates of Bo, B₁, and ẞ2, along with the residual sum of
squares, SSE.
3. Investigate the hypothesis that the coefficient of X 2, represented by 32, is zero.
Transcribed Image Text:Given the linear regression model: Yi = Bo+B1x1 + ẞ2xi2 + Єi, i = 1,..., n Consider the following sums from n = 10 observations on Y, X1, and X2: 10 10 10 Σ3 = 20, Σ i=1 10 Συ? = 98.2, i=1 i=1 10 10 10 71 =0.0, Σ i=1 10 x12 = 0.0 Σαμ = 92, Σα? i=1 = 163 i=1 10 Σ Yixil = 59, Yixi2 = 88, Xi1i2=119 i=1 i=1 i=1 Explore the following steps: 1. Construct the XTX matrix and the vector XTy. 2. Calculate the least-squares estimates of Bo, B₁, and ẞ2, along with the residual sum of squares, SSE. 3. Investigate the hypothesis that the coefficient of X 2, represented by 32, is zero.
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