By CalLadyQED - 12/27/2010 3:06:52 PM
EDIT: I figured out the problem I was having with Eqn 4.3.31 on pg. 76. I was making an algebra error.
We have γ0 = φ1*γ1 + φ2* γ2 + ... + φp*γp + (σe)^2
Since ρk = γk / γ0, we can substitute ρk*γ0 for γk in the equation above.
γ0 = φ1*ρ1*γ0 + φ2*ρ2*γ0 + ... + φp*ρp*γ0 + (σe)^2
<=> 1 = φ1*ρ1 + φ2*ρ2 + ... + φp*ρp + (σe)^2 This is wrong!
Instead it should be
γ0 = φ1*ρ1*γ0 + φ2*ρ2*γ0 + ... + φp*ρp*γ0 + (σe)^2
<=> γ0 – φ1*ρ1*γ0 – φ2*ρ2*γ0 – ... – φp*ρp*γ0= (σe)^2
<=> γ0 (1 – φ1*ρ1 – φ2*ρ2 – ... – φp*ρp) = (σe)^2
<=> γ0 = (σe)^2 / (1 – φ1*ρ1 – φ2*ρ2 – ... – φp*ρp)
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