Consider the data shown in Problem 3.26. (a) Write out the least squares normal equations for this
Question:
Consider the data shown in Problem 3.26.
(a) Write out the least squares normal equations for this problem and solve them for ????̂ and ????̂i, using the usual constraint
(Σ3 i=1 ̂ ????i = 0
)
. Estimate ????1 − ????2.
(b) Solve the equations in
(a) using the constraint ̂ ????3 = 0.
Are the estimators ̂ ????i and ????̂ the same as you found in (a)? Why? Now estimate ????1 − ????2 and compare your answer with that for (a). What statement can you make about estimating contrasts in the ????i?
(c) Estimate ???? + ????1, 2????1 − ????2 − ????3, and ???? + ????1 + ????2 using the two solutions to the normal equations. Compare the results obtained in each case.
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