2. Suppose that the full model is Y₁ =B₁x₁1 + B₂x12 +81. i=1,2,..., n, where xij, j = 1, 2, have been standardized using

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2 Suppose That The Full Model Is Y B X 1 B X12 81 I 1 2 N Where Xij J 1 2 Have Been Standardized Using 1 (20.29 KiB) Viewed 10 times

2. Suppose that the full model is Y₁ =B₁x₁1 + B₂x12 +81. i=1,2,..., n, where xij, j = 1, 2, have been standardized using the correlation transformation. The correlation transformation is a simple function of the standardized variables: 1 X-X₁ (3) X" (k = 1,..., p-1). √n-1 S₁ We will also consider fitting a subset model, say Y₁ =B₁x₁1 + ₁ i=1,2,..., n. a) Let ; be the least-squares estimate of ß, from the full model. Show that var(i) = where r₁2 is the correlation between x, and x2. (Hint: Start from the LS solution for Br.)