Exercise 2.11.5 Consider the model yi = 0 + 1xi1 + 2xi2 + 11x2 i1 + 22x2

Exercise 2.11.5 Consider the model yi = β0 + β1xi1 + β2xi2 + β11x2 i1

+ β22x2 i2

+ β12xi1xi2 + ei , where the predictor variables take on the following values.

i 1 2 3 4 5 6 7 xi1 1 1 −1 −1 0 0 0 xi2 1 −1 1 −1 0 0 0 Show that β0, β1, β2, β11 + β22, β12 are estimable and find (nonmatrix) algebraic forms for the estimates of these parameters. Find the MSE and the standard errors of the estimates.