7. Consider a multiple regression model with two explanatory varaibles (r2 and 3) y = B+=+3x3+...

Transcribed Image Text:

7. Consider a multiple regression model with two explanatory varaibles (r2 and 3) y = B₁+₂=₂+3x3+€₁ where B₁, B2 and 33 are parameters and is the random error (and is normally distributed, i.e., N N(0,02). Let r12 be the sample correlation between y and 72, r13 be the sample correlation between y and 13. and T23 be the sample correlation between r2 and 23. Is it possbile to obtain the following results from a set of data? Why? (1) r12 = 0.4, r13 = -0.2, 723 = 0.7; (2) 712 = 0.3, 713 = -0.5, 723 = -1.2 7. Consider a multiple regression model with two explanatory varaibles (r2 and 3) y = B₁+₂=₂+3x3+€₁ where B₁, B2 and 33 are parameters and is the random error (and is normally distributed, i.e., N N(0,02). Let r12 be the sample correlation between y and 72, r13 be the sample correlation between y and 13. and T23 be the sample correlation between r2 and 23. Is it possbile to obtain the following results from a set of data? Why? (1) r12 = 0.4, r13 = -0.2, 723 = 0.7; (2) 712 = 0.3, 713 = -0.5, 723 = -1.2

Answer rating: 100% (QA)

To determine if the given results are possible from a set of data we can use the properties of corre... View the full answer