Exercise 3.9.1 Consider themodel yi = 0 + 1xi1 + 2xi2 + ei , ei s i.i.d.
Question:
Exercise 3.9.1 Consider themodel yi = β0 + β1xi1 + β2xi2 + ei , ei s i.i.d. N(0, σ2).
Use the data given below to answer
(a) and (b).
Obs. 1 23 4 5 6 y −2 72 5 8−1 x1 4 −1 2 0 −2 3 x2 2 −3 0 −2 −4 1
(a) Find SSR(X1, X2|J ) = R(β1, β2|β0).
(b) Are β0, β1, and β2 estimable?
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