Neas-Seminars

Fox Module 9: Multiple regression HW


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By NEAS - 12/3/2009 12:44:33 PM

Module 9: Multiple regression

 

(The attached PDF file has better formatting.)

 

Homework assignment: Two independent variables

 

We regress the Y values on the X1 and X2 values in the table below.

 

X1

X2

Y

X1

X2

Y

X1

X2

Y

X1

X2

Y

1

1

-0.395

1

2

-1.705

1

3

-2.942

1

4

-3.634

2

1

1.942

2

2

0.964

2

3

-2.463

2

4

-1.349

3

1

1.717

3

2

0.206

3

3

0.397

3

4

-0.982

4

1

2.258

4

2

2.908

4

3

-0.092

4

4

-0.235

 


A.     What is the least squares estimator of á?

B.     What is the least squares estimator of â1, the coefficient of X1?

C.    What is the least squares estimator of â2, the coefficient of X2?

 

Show the formulas and the computations. You can check your work with Excel or other statistical software.

 
By lms0123 - 7/7/2012 7:41:01 AM

Not sure if it is rounding but I get the sums as follows:

sum(x1*y*) = 21.3945

sum(x2*y*) = -21.3195

sum(x1*x2*) = 0

x1*^2 = x2*^2 = 20

With these I was able to match the prior posts answers as well as Excel. Hopefully this helps solve your problem.

Also, I have been using the linest function in Excel and I am not sure how to 1. separate the results in different cells and 2. determine which each comma separated result is. Any ideas? Thanks!