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Please solve the problems (d),(e),(f),(g) 3. (20 pts) Do not use a computer to complete the answers for this problem. Show your work in all

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Please solve the problems (d),(e),(f),(g)

3. (20 pts) Do not use a computer to complete the answers for this problem. Show your work in all problems. Consider the following data: 2 -2 2 1 0 4 0 2 10 0 -2 8 Consider the multiple regression model where ci ~ iid N(0, *) for i 1, 2, 3, 4, 5. (a) Fill in the values for response vector, design matrix and coefficient vector: X- (b) Find the vector of least squares estimates for the unknown regression parameters and the estimate of the corresponding covariance matrix (c) Fill in the values for the following ANOVA table: Source of Variation Sum of Squares df Mean Square F Regression on Xi, X2 Error Total (Corrected) (d) State the null and alternative hypotheses associated with the F test from the ANOVA table in part (c) and do the F test. (e) Compute R2. (f) Construct a 95% prediction interval for a new response Yo when Xi = 1.5 and X2 = are observed for explanatory variable. (g) Is the linear relationship between the mean response and the value of Xi significant when Xy is not included in the model? Test 11 : E(X)-An against Ha : E(X)-+AXil. (h) Is the coefficient for X1 significant after X2 has been included in the model? (i) What can your conclude about the importance of Xi and X2 in describing the mean response

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