x == 120 100 = 1.2; = 80 0.8; 100 IN 17 400 100 4. 2. Statistical Inference (continued from HW 3). Consider matrix M = [1, x, z, y] where the first column is the unit vector, and the second through fourth columns are vectors x, y, and z: M=[1,x, z, y]. Suppose that the moment matrix for M is M'M= 100 120 80 400 120 300 250 2000 80 250 600 1200 400 2000 1200 20000 (a) How many observations (rows of data) does M contain? - Done (b) What are the average values x, y, and z for variables x, y, and z respectively? - Done (c) Find OLS estimates for the following regression: (d) Compute the residual variance, the variance-covariance matrix of estimates, and the R for the regression in (c). (Hint: u'u=Y' Y-B'X' Y