0 Problem 4. Introduce the column vectors = (0, B), Y = (Y,..., Y), and =...
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0 Problem 4. Introduce the column vectors = (0, B), Y = (Y,..., Y), and = (E1, En). Define the matrix G ER2 with rows (1, x1),..., (1,xn). Confirm that simple linear regression model Yi 1,...,n, can be written in the matrix- .... vector form = Bot Bi xi + Ei i = and Y = GO+ , (B0, B) = (GTG)GT provided n 2. Conclude that if ; are iid N(0,0) then the vector (Bo, B) is bivariate normal with mean and covariance matrix (GTG). 0 Problem 4. Introduce the column vectors = (0, B), Y = (Y,..., Y), and = (E1, En). Define the matrix G ER2 with rows (1, x1),..., (1,xn). Confirm that simple linear regression model Yi 1,...,n, can be written in the matrix- .... vector form = Bot Bi xi + Ei i = and Y = GO+ , (B0, B) = (GTG)GT provided n 2. Conclude that if ; are iid N(0,0) then the vector (Bo, B) is bivariate normal with mean and covariance matrix (GTG).
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