Question: In Section 11.3.1, we found the least squares estimators of α and β by a two-stage minimization. This minimization can also be done using partial
In Section 11.3.1, we found the least squares estimators of α and β by a two-stage minimization. This minimization can also be done using partial derivatives.
(a) Compute and RSS/c RSS/d and set them equal to 0. Show that the resulting two equations can be written as
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(These equations are called the normal equations for this minimization problem.)
(b) Show that c = a and d = b are the solutions to the normal equations.
(c) Check the second partial derivative condition to verify that the point c = a and d = b is indeed the minimum of RSS.
(E-)--(2*)--- | + Yi and i=1 i=1 im1
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