Answer each of the following: a. Suppose that a simple regression has quantities (N=20, Sigma y_{i}^{2}=7825.94, bar{y}=19.21),

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Answer each of the following:

a. Suppose that a simple regression has quantities \(N=20, \Sigma y_{i}^{2}=7825.94, \bar{y}=19.21\), and \(S S R=375.47\), find \(R^{2}\).

b. Suppose that a simple regression has quantities \(R^{2}=0.7911, S S T=725.94\), and \(N=20\), find \(\hat{\sigma}^{2}\).

c. Suppose that a simple regression has quantities \(\sum\left(y_{i}-\bar{y}\right)^{2}=631.63\) and \(\sum \hat{e}_{i}^{2}=182.85\), find \(R^{2}\).

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Principles Of Econometrics

ISBN: 9781118452271

5th Edition

Authors: R Carter Hill, William E Griffiths, Guay C Lim

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