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The table below gives data from a small-scale regression study. We want to fit the model Y = 130 + 1X1 + 2X2 +
The table below gives data from a small-scale regression study. We want to fit the model "Y = 130 + 1X1 + 2X2 + E" to the data. 42 7 33 33 4 41 75 16 7 28 3 49 91 21 55 8 31 (a) Find the fitted regression equation using Minitab. (b) Use matrix methods to obtain: n. VI. (XTX)-I (a 3 by 3 matrix) b = (XTX)-IXTY (a 3 by 1 column-vector) e (a 6 by 1 column-vector) MSE (a scalar) se2(b) (a 3 by 3 matrix) [Sometimes this matrix is called Yh when Xhl = 10, Xh2 30 (a scalar) se2(Yh) when XIII = 10, Xh2 = 30 (a scalar) [Hint: Observe thath = (1, 10, 30)T] (c) Use se2(b) to calculate Correlation(bl, b2) (a scalar).
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