The general formula for method of least squares for linear regression is used after we take the equation to linear form.
experiment and records the following observations: 2. An engineer conducts an 3 2 1 X 9.3...
experiment and records the following observations: 2. An engineer conducts an 3 2 1 X 9.3 1.2 3.6 y model of the form, y = ax, find the optimal least squares Assuming that the recorded data obeys estimates of "a and b". Also, using the above estimated values of "a and b," find a predicted value of y for x 5. a [Note: You need not check the Hessian Matrix for sufficiency condition]. Hint: First convert the given model to...
2, Section 4 #3: In the context of the normal simple linear regression model Y | X =エ=エ~ N(9.3 + 1.5, 16). Let Y, Y2 be independent observations corresponding to X-20 and X-25, respectively. (a) Find the 95 quantile of Yi (b) Find the probability that ½ > Y. (Hint: Use the fact that if Z1 ~ N(P1써) and 2, Section 4 #3: In the context of the normal simple linear regression model Y | X =エ=エ~ N(9.3 + 1.5,...
2.3*) Graph the following observations of x and y on graph paper. X 12 3 4 5 6 la 10 8 55 23 bole (a) Using a ruler, draw a line that fits through the data. Measure the slope and intercept of the line you have drawn. (b) Use formulas (2.7) and (2.8) to compute, using only a hand calculator, the least squares estimates of the slope and the intercept. Plot this line on your graph. (c) Obtain the sample...
3. (20 pts) Suppose that we have 4 observations for 3 variables y , x\, X2 and consider a problem of regressing y on two (qualitative) variables x\, xz. Data y (Income) x (Gender) X2 (Management Status) obs no. Female None 2 Male None 3 Female Yes 4 Male Yes Y4 To handle the qualitative variables x\, x2, we define dummy variables z1, 22 as Male for for 1, 1, T2= Yes Z1= Z2= -1 for for 1 1 =...
2. Suppose we are given data on n observations (x,Y), i 1,... , n, and we have a linear model, = SXY/SXX and A,-ㄚ-Ax be the least-square estimates so that E(X) = β0 +ATp Let given in lecture. (a) Show that E(5xx)-A5xx and E(Y)-Ao +A2. (b) Use (a) to show that E(A)-A and E(A)-A. În other words, these are unbiased estimators (c) The fitted values Yi = ArtAz; are used as estimates of E(K), and the residuals ei = Y-...
7. Suppose the data consist of repeated observations (y;it, X), t = 1, -.. ,T, for each in- dividual i = 1,... ,n. Here yit is the response and xt is a covariate vector. A linear mixed-effects model for analysing the population-averaged and subject-specific effects of Xit is of the following form Z;B + W;b; + €;, yi = where y (yi1;* . ,ViT)T; Z; is a T x p design matrix built from {xji} for the fixed effects B;...
Suppose the data consist of repeated observations (yt,X), t = 1,-.. ,T, for each in- dividual i 1,.. , n. Here yit is the response and xjt is a covariate vector. A linear mixed-effects model for analysing the population-averaged and subject-specific effects of Xit is of the following form ZiBWibi Ei, Уi (yil ,yiT)T; Zi is a T x p design matrix built from {xjt} for the fixed are i.i.d. MVN(0, Q) > 0 where y effects B; Wi is...
2. Suppose we are given data on n observations (zi,Y), i = 1, , n, and we have a linear model, so that E(X) = β0+Axi. Let ßi-SXY/SXX and β0 = Y-Ax be the least-square estimates given in lecture. (a) Show that E(5xx) = ẢSXX and E(T) = β0+A2. (b) Use (a) to show that E(A) = and E(%) = A- In other words, these are unbiased estimators (c) The fitted values Y BotBr, are used as estimates of E(Y),...
3. (20 pts) Suppose that we have 4 observations for 3 variables y,I, 2 and consider a problem of regressing y on two (qualitative) variables r, 2. Data: 22 obs no. y (Income) 2 (Management Status) I (Gender) 1 None Female 2 None Male Yes Female Yes Male 4 To handle the qualitative variables r, 12, we define dummy variables 1, 22 as for 1, 22= Yes Male for 1, 219 22 -1. for 22= None for 1= Female -1,...
2. (20 pts) The following price demand for three goods x, y and z are given: Px = 130 - 3x-y-2z Py = 200 - x +4y P, = 150 - y-3z The total cost is given by the following function: TC = x2 + xy + y2 + yz + z2 (2 pts) Establish the profit function (3 pts) Use the F.O.C. in the profit function with respect to each of the three variables (12 pts) Now that you...