Suppose you Öt the following model to N = 20 data points Yi = 0
+ 1X1i + 2X2i + i and obtain P20 i=1(Yi Y )2 = 23:75 and P20 i=1(Yi
^Yi)2 = P20 i=1 e2i = 11:38. (a) (6 marks) Calculate R2 and R2: (b)
(14 marks) Is the model overall signiÖcant at = 0:05 level of
signiÖcance? Why or why not
Suppose You Ot The Following Model To N 20 Data Points Yi 0 1x1i 2x2i I And Obtain P20 I 1 Yi Y 2 23 75 And 1 (64.61 KiB) Viewed 32 times
2. (20 Marks) Suppose you fit the following model to N = 20 data points = = Y; = Bo + B1X1i + B2X2i + Ei and obtain 2?(Y; - y)2 = 23.75 and 2?(Y; – Ỹ;)2 = 222e; = 11.38. Σ22, ; = 20 20 20 = = (a) (6 marks) Calculate R² and RP. (b) (14 marks) Is the model overall significant at a = 0.05 level of significance? Why = or why not?
Join a community of subject matter experts. Register for FREE to view solutions, replies, and use search function. Request answer by replying!