Consider R2 for the regression of equation (11.12). (a) Verify that equation (4.48) is valid for the
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Consider R2 for the regression of equation (11.12).
(a) Verify that equation (4.48) is valid for the regression of equation (11.12).
(b) Use equations (11.23) and (11.26) to prove that, when ˆyi is given by equation (11.13), the last term in equation (4.48) again equals zero:
(c) Use the result of part b to verify that equation (4.53) is valid for the regression of equation (11.12).
(d) Multiply both sides of equation (4.53) by n − 1 and divide both sides by Σ − i= n i y y 1 ( )2 to prove that
Either of these quantities is R2 for the regression of equation (11.12).
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