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7. Consider the straight line, Y; = Bo + Bixi + i, (i = 1, 2, ...n) Using results for matrix forms of Y =

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7. Consider the straight line, Y; = Bo + Bixi + i, (i = 1, 2, ...n) Using results for matrix forms of Y = XB+, and direct minimization of sums of squares (both methods), show that (yi - y)(xi 7) ., o = y - , (; )? Derive the F-test for H: Bo = 0. For testing H: Bi = c, show that F test is F= (1 -c)2 S2/(Xi )2 where (n 2)S2 = (yi y)2 - ( i u)? Let r be the sample correlation between y and x. Show that RSS = (1 12) (9i )? - when c = 0, show that the F test for H : B1 = 0, is r2n - 2) F= 1 - 2 show that when c = 0, for testing B1 = 0), F-test is equivalent to T test where T= (1 2)/(n 2) 7. Consider the straight line, Y; = Bo + Bixi + i, (i = 1, 2, ...n) Using results for matrix forms of Y = XB+, and direct minimization of sums of squares (both methods), show that (yi - y)(xi 7) ., o = y - , (; )? Derive the F-test for H: Bo = 0. For testing H: Bi = c, show that F test is F= (1 -c)2 S2/(Xi )2 where (n 2)S2 = (yi y)2 - ( i u)? Let r be the sample correlation between y and x. Show that RSS = (1 12) (9i )? - when c = 0, show that the F test for H : B1 = 0, is r2n - 2) F= 1 - 2 show that when c = 0, for testing B1 = 0), F-test is equivalent to T test where T= (1 2)/(n 2)

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