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1. Use matrices to fit a straight line to the five data points in the accompanying table: y 3 2 1 1 0.5 X
1. Use matrices to fit a straight line to the five data points in the accompanying table: y 3 2 1 1 0.5 X 2 1 0 12 a) write the simple linear model in matrix/vector form as Y = XB + . 1 b) Find X'X and (X'X), and give the estimates of Bo and B using matrices: = (X'X) X'Y. c) Find the covariance matrix of B. d) Calculate SSE as SSE - Y'Y 'X'Y. Find S. = 2. The same as #1a)-c) using the table: - y 3 2 1 1 0.5 X -1 0 12 3 The data points are the same as in #1 except that they are translated 1 unit in the positive direction along the x-axis. What effect does symmetric spacing of the x-values about x = = 0 have on the form of the X'X matrix and the resulting calculations?
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