Exercise 4
a. Using matrix methods, find
X’X
X’Y
b. Using matrix methods, find the following
(X’X)-1
b
e
SSR
SSE
s2(b)
Yhath when Xh=2
s2[Yhath] when Xh=2
c. From s2(b), obtain the following
s2(b1)
s2(b0)
s(b0,b1)