Question
You have fit a multiple linear regression model and the (?????????) ?1 matrix is: (?????????) ?1 = [ 0.893758 ?0.0282448 ?0.0175641 ?0.028245 0.0013329 0.0001547 ?0.0175641
You have fit a multiple linear regression model and the (?????????) ?1 matrix is: (?????????) ?1 = [ 0.893758 ?0.0282448 ?0.0175641 ?0.028245 0.0013329 0.0001547 ?0.0175641 0.0001547 0.0009108 ] (a) Please write the model of this multiple regression (2 points) (b) Assume the error sum of squares is 307, and there are 16 observations, what is the estimate of ???? 2 (3 points) (c) Please calculate the standard error of the regression coefficients ????? 1 and ????? 2 (5 points). (d) Assume the estimated regression coefficients ????? 1 and ????? 2 are 2.74427 and 0.012528, respectively. Please calculate the 95% confidence interval for each of them (9 points). (e) Assume the intercept is 2.264, the two estimated regression coefficients are 2.74427 and 0.012528. Please construct a 95% prediction interval when x1=4 and x2= 250 (16 points).
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