Question: 10. For the data in Exercise 6, verify that the .95 confidence intervals for the regression parameters, using the S-PLUS function regci with M regression

10. For the data in Exercise 6, verify that the .95 confidence intervals for the regression parameters, using the S-PLUS function regci with M regression and Schweppe weights, are (−0.2357, 0.3761) and

(−0.0231, 1.2454). Also verify that if regci is used with OLS, the confidence intervals are (−0.4041, 0.6378) and (0.2966, 1.7367). How do the results compare to the confidence intervals returned by lsfitci?

What might be wrong with confidence intervals based on regci when the OLS estimator is used?

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