Exercise 3.9.1 Consider the model yi =0+1xi1+2xi2+ei, eis i.i.d. N(0, 2). Use the data given below to answer (a) and (b). Obs. 1 2 3

Exercise 3.9.1 Consider the model yi =β0+β1xi1+β2xi2+ei, eis i.i.d. N(0,σ 2).

Use the data given below to answer

(a) and (b).

Obs. 1 2 3 4 5 6 y −2 7 2 5 8 −1 x1 4 −1 2 0 −2 3 x2 2 −3 0 −2 −4 1

(a) Find SSR(X1,X2|J) = R(β1,β2|β0).

(b) Are β0, β1, and β2 estimable?