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regression, Basic Statistics
Consider a multiple regression model
Y=ß0+ß1X1+ß2X2+µ
The sample data yields the following matrices:
X’X= { ¦(33&0&0@0&40&0@0&20&60) } Y’X=¦((132&24&92)) ?(yY)2 =150
a. what is the sample size?
b. estimate the coefficients by ordinary least squares
c. compute the variancecovariance matrix
d. test the null hypothesis that the slope parameters sum to unity
e. compute R2
f. test the null hypothesis that the slope parameters are jointly equal to zero
Posted Date: 4/14/2012 7:58:30 AM  Location : United States
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