Multiple regression analysis and hypothesis testing
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The attached problem has three parameters and gives sum-of-squared deviation data. I can't find anything like this in a textbook. I need some help in determining how to solve it.
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Solution Summary
The solution gives the details of estimation of parameters of general linear model under least squares method. Step by step procedure for the testing of regression coefficients is also included.
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Answer
It is more convenient to deal with multiple regression models if they are expressed in matrix notation. This allows a very compact display of the model, data and results. In
matrix notation the model given above can be written as
Where
The least squares normal equations are given by
and the least squares estimator of is
We are given
and
Since the data is given as the deviations of observations from the average , the regression line passes through the ...
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