Question

In: Statistics and Probability

Are these equations written in the general linear regression model? Yi = B0 + B1X1i +...

Are these equations written in the general linear regression model?

Yi = B0 + B1X1i + B2 log(X2i) + B3X1i2 + ei

Yi = ei exp(B0 + B1X1i + B2 log(X2i) + B3X3i)

Yi = B0 exp(B1X1i) + ei

Solutions

Expert Solution

Yi = B0 + B1X1i + B2 log(X2i) + B3X3i + ei

This can be re written as

Yi = B0 + B1X1i + B2 X'2i + B3X1i2 + ei

where X'2i = log(X2i)

and X3i = X1i2

Hence it is a general linear model ( although it will have some collinearity )

Yi = ei exp(B0 + B1X1i + B2 log(X2i) + B3X3i)

Taking log

log(Yi ) = log( ei exp(B0 + B1X1i + B2 log(X2i) + B3X3i) )

log(Yi ) = log( ei ) + B0 + B1X1i + B2 log(X2i) + B3X3i)

Y'i = e'i + B0 + B1X1i + B2 X'2i + B3X3i

where, Y'i  = log(Yi )

e'i = log( ei )

X'2i = log(X2i)

Hence it is a general linear model  

Yi = B0 exp(B1X1i) + ei

Taking log

log(Yi ) = log ( B0 exp(B1X1i) + ei)

This can not be further become a general linear model


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