102. Here is a method for obtaining the variance of the residuals in simple (one predictor) linear...
Question:
102. Here is a method for obtaining the variance of the residuals in simple (one predictor) linear regression, as given by Equation (12.13).
a. We have shown in Equations (12.26) and
(12.27) that Cov( ) s2H and Cov( )
s2(I H). Now show that
s2 V .
b. Use part
(a) and V from Section 12.4 to show Equation (12.13) for simple linear regression V1Yi Y ˆ
i 2 s2 # c 1
1 n
1xi x22 Sxx d
1Y ˆ
i 2 1Y ˆ
i 2 V1Yi
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Modern Mathematical Statistics With Applications
ISBN: 9780534404734
1st Edition
Authors: Jay L Devore
Question Posted: