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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
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 responseStep by Step Solution
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