Question: (Continue problem 9). Consider the first two firms again and focus on the coefficient of F. Refer to the Binkley and Nelson (1988) article in

(Continue problem 9). Consider the first two firms again and focus on the coefficient of F. Refer to the Binkley and Nelson (1988) article in The American Statistician, and compute R2 q, R∗2 q , Σe2 tq and Σx2 tq.

(a) What would be equations (10.20) and (10.21) for your data set?

(b) Substitute estimates of σ11 and θ2 and verify that the results are the same as those obtained in problems 9

(a) and 9(c).

(c) Compare the results from equations (10.20) and (10.21) in part (a). What do you conclude?

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