Fox Module 10: Advanced multiple regression HW

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NEAS

posted 16 Years Ago

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Module 10: Advanced multiple regression

(The attached PDF file has better formatting.)

Homework assignment: Two correlated independent variables

Do this homework assignment after module 12, which gives the equations for the standard errors of the least squares estimators.

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

X₁	X₂	Y	X₁	X₂	Y
1	1	1.016	6	8	-1.076
2	6	-3.429	7	4	3.461
3	2	0.049	8	9	-2.525
4	7	-3.099	9	5	4.195
5	3	0.359	10	10	-0.746

What is the correlation of X₁ and X₂?

What is the least squares estimator of

á?

What is the least squares estimator of

â₁, the coefficient of X₁?

What is the least squares estimator of

â₂, the coefficient of X₂?

What is the standard error of the least squares estimator of

â₁, the coefficient of X₁?

What is the standard error of 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.

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Fox Module 10 advanced multiple regression HW.pdf (1.9K views, 37.00 KB)

Edited 12 Years Ago by NEAS

Matt Feipel

posted 15 Years Ago

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Posts: 7, Visits: 1

I need some help with letters E and F. For E, it asks for the standard error of the least squares estimator of B1, the coefficient of X1. From the readings, I only saw a formula for the standard error of the regression. Should I use this formula but use the X1 values instead of the Y values for the residuals?

[NEAS: The t-vaue is the estimator divided by its standard error. Look at the formulas for the t-values.]

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Fox Module 10: Advanced multiple regression HW

NEAS - 16 Years Ago

I need some help with letters E and F. For E, it asks for the standard...

Matt Feipel - 15 Years Ago

Parts B,C,D: Why are we being asked for alpha first, when we need...

CalLadyQED - 15 Years Ago

Why are we using a formula from P.107 for Module 10 when Module 10...

lms0123 - 13 Years Ago

Did anyone else get SE(beta1) = SE(beta2) = 0.108? [NEAS: See next...

CalLadyQED - 15 Years Ago

Okay, I finally found out how to do the regression in excel, so I...

CalLadyQED - 15 Years Ago

In the standard error of slope coefficient formula, how do you...

horshack - 15 Years Ago

The equation for r is actually at the bottom of page 88: r= ∑(x 1...

peat0801 - 15 Years Ago

If I understand correctly, when we have only one explanatory variable,...

Michelle2010 - 15 Years Ago

Did you use the same value of Rj in calculating the values of SE(B1)...

Gautham - 15 Years Ago

Please help... I am getting different numbers between manual calc and...

lavchik - 15 Years Ago

Not sure what anybody else is getting for the answers, but I am not...

Jeffryfl - 14 Years Ago

Hey there. For some reason, I got a different A than you. I got...

jumpaa - 14 Years Ago

If you got a different A than me, can you tell me how you got it? i...

Jeffryfl - 14 Years Ago

I'm sorry, I lied, we have the same A. our approach was different (i...

jumpaa - 14 Years Ago

Found my error, my A was wrong, I just recalculated it to find it...

Jeffryfl - 14 Years Ago

After reading all the posts, I think I really need some help. I am...

55Dollar5DollarFootLong - 14 Years Ago

Is anyone doing these by hand? In module 9, NEAS said [NEAS:...

LIAPP - 14 Years Ago

I am confused. On the HW it says to show the formulas and the...

mbellis2011 - 13 Years Ago

Jacob: When using the equation on page 106 and page 107, what...

NEAS - 12 Years Ago

Can somebody please respond to 55Dollar5DollarFootLongs post from 3...

Statsguy123 - 11 Years Ago

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