Question: Assume Alpha = 0.05 throughout this assignment Using the matrix approach, construct the linear regression model of this dataset. (3 points) i.e. y=B0+B1X1+B2X2+B3X3 Construct the

Assume Alpha = 0.05 throughout this assignment

  1. Using the matrix approach, construct the linear regression model of this dataset. (3 points)

i.e. y=B0+B1X1+B2X2+B3X3

  1. Construct the 95% confidence interval of 1.
  2. Construct a 95% prediction interval on y, when (x1= 4, x2= 50, x3 = 1600)
  3. Use the method of Extra sum of squares to test the following Hypothesis (H0:B1=B3=0) vs. at least one of B1, B3 is not equal to Zero
  4. Find the standardized residual of the fourth observation.
  5. Compute the Studentized residual which corresponds to the first observation (3, 45, 9)

Using the Cooks distance, does the first observation (3, 45, 9) have a significant impact on the use of the model? (Show calculations)

Assume Alpha = 0.05 throughout this assignment Using the matrix approach, construct

#### please answer EACH question clearly.

x1 1 1 1 2 3 4 WN 000 V - W NA x3 9 81 121 100 64 16 5 6 7 8 9 10 11 3 9 11 10 8 4 3 2 9 8 4 11 15 000 00 12 13 14 15 V 10.04 24.6 31 35.02 25.1 16 14.3 9.6 24 27 17.1 37.1 41.9 11.8 21.1 18.05 69.01 10.4 35 46.1 45.2 54.1 56 22.3 21.1 2 3 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 x2 45 110 122 530 295 200 375 52 101 302 412 404 500 377 205 400 600 585 540 250 290 510 590 100 410 16 17 18 19 20 21 22 23 24 25 26 2 4 4 4 20 1 10 15 15 16 17 6 6 9 4 4 81 64 16 121 225 4 16 16 400 1 100 225 225 256 289 36 36

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Accounting Questions!