a. Could a linear regression result in residuals 23, –27, 5, 17, –8, 9, and 15? Why or why not?
b. Could a linear regression result in residuals 23, –27, 5, 17, –8, –12, and 2 corresponding to x values 3, –4, 8, 12, –14, –20, and 25? Why or why not? [Hint: See Exercise 10.]
Reference exercise 10
a. Show that when the ei’s are the residuals from a simple linear regression.
b. Are the residuals from a simple linear regression independent of one another, positively correlated, or negatively correlated? Explain.
c. Show that for the residuals from a simple linear regression. (This result along with part (a) shows that there are two linear restrictions on the ei’s, resulting in a loss of 2 df when the squared residuals are used to estimate σ2.)
d. Is it true that ? Give a proof or a counter example.
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