Question
Hello! I need help solving the following question. I'll include a screenshot at the end and the text here in case it doesn't upload. 1.Consider
Hello! I need help solving the following question. I'll include a screenshot at the end and the text here in case it doesn't upload.
1.Consider fitting a simple linear regression model, Yi = beta0 + beta1xi + epsilon_i with epsilon_i independent N(0, sigma^2), i = 1, 2, ..., n.
For variables x and y, let y_i_star = 2y_i and
x_i_star = 2_x_i + 5,
i = 1, ...,n
Now consider two simple linear regression models:
Model A: Yi = beta0 + beta1xi + epsilon_i
Model B: Yi_star = beta0_star + beta1_star(x_i_star) + epsilon_i
Let beta0_star_hat and beta1_star_hat be the least squares estimates for the data y_i_star, x_i_star, i = 1, ..., n
i. How are x_bar_star, y_bar_star related to x_bar, y_bar?
ii. How are sx?, sy? related to sx, sy?
iii. How are ??0?, ??1? related to ??0 , ??1 ? (beta-hat-0-star, etc.)
iv. How are SS(Res) for Model A related to SS(Res) for Model B?
v. How are R2 for Model A related to R2 for Model B?
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