Exercise 2 11 5 Consider the model yi 0 1xi1 2xi2 11x2 i1 22x2 i2 12xi1xi2 ei , where the predictor variables take on the following values i 1 2 3 4 5 6 7 xi1 1 1 1 1 0 0 0 xi2 1 1 1 1 0 0 0 Show that 0, 1, 2, 11 22, 12 are estimable and find (nonmatrix) algebraic forms for the estimates of these parameters Find the MSE and the standard errors of the estimates

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Question: Exercise 2.11.5 Consider the model yi = 0 + 1xi1 + 2xi2 + 11x2 i1 + 22x2 i2 + 12xi1xi2 + ei , where the

Exercise 2.11.5 Consider the model yi = β0 + β1xi1 + β2xi2 + β11x2 i1

+ β22x2 i2

+ β12xi1xi2 + ei , where the predictor variables take on the following values.

i 1 2 3 4 5 6 7 xi1 1 1 −1 −1 0 0 0 xi2 1 −1 1 −1 0 0 0 Show that β0, β1, β2, β11 + β22, β12 are estimable and find (nonmatrix) algebraic forms for the estimates of these parameters. Find the MSE and the standard errors of the estimates.

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