This exercise is designed to provide a review of the mechanics for performing a regression analysis. The data are: First we compute X0 X and X0 Y, the sums of squares and cross products as in Table...


This exercise is designed to provide a review of the mechanics for performing a regression analysis. The data are:


First we compute X0 X and X0 Y, the sums of squares and cross products as in Table 8.3. Verify at least two or three of these elements.


Next we invert X0 X and compute B^ 5 (X0 X) 21 X0 Y, again as in Table 8.3.


Verify that at least two elements of the matrix product (X0 X)(X0 X)-1
are elements of an identity matrix. We next perform the partitioning of sums of squares and perform the tests for the model and the partial coefficients. Verify these computations.


Verify at least two of the predicted and residual values and also that the sum of residuals is zero and that the sum of squares of the residuals is the ERROR sum of squares given in the partitioning of the sums of squares.



May 23, 2022
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