Consider the simple linear regression model for which the
population regression equation can be written in conventional
notation as: yi= βxi+ui as
1- Derive the Ordinary Least Squares estimator (OLS) of β (i.e.
ˆβ) include in your answer details of the
proof.
2- Give an interpretation of ˆβ
Consider the simple linear regression model for which the
population regression equation can be written in conventional
notation as: yi= βxi+ui as
1- Derive the Ordinary Least Squares estimator (OLS) of β0 (i.e.
ˆβ0) include in your answer details of the
proof.
2- Give an interpretation of ˆβ0
When we estimate a linear multiple regression model (including a
linear simple regression model), it appears that the calculation of
the coefficient of determination, R2, for this model can be
accomplished by using the squared sample correlation coefficient
between the original values and the predicted values of the
dependent variable of this model.
Is this statement true? If yes, why? If not, why not? Please use
either matrix algebra or algebra to support your reasoning.
Complete a simple linear regression on the following data from
a random survey of a random sample of free throws made out of
100:
Age (in
years) # of
Free throws made (out of 100)
20
30
22
36
26
28
28
20
33
25
33
15
38
10
42
25
49
8
54
15
55
22
55
18
57
35
60
12
Provide the equation of the linear regression line (3
pts):
Provide the coefficient of correlation (2...
Complete a simple linear regression on the following data from
a random survey of a random sample of free throws made out of
100:
Age (in
years) # of
Free throws made (out of 100)
20
30
22
36
26
28
28
20
33
25
33
15
38
10
42
25
49
8
54
15
55
22
55
18
57
35
60
12
Provide the equation of the linear regression line (3
pts):
Y = a + bX...
Estimate a simple linear regression model and present the
estimated linear equation. Display the regression summary table and
interpret the intercept and slope coefficient estimates of the
linear model.
Estimate
a simple linear regression model and present the estimated linear
equation. Display the regression summary table and interpret the
intercept and slope coefficient estimates of the linear model.
Estimate a simple linear regression model and present the
estimated linear equation. Display the regression summary table and
interpret the intercept and slope coefficient estimates of the
linear model.
The following portion of regression results was obtained when
estimating a simple linear regression model.
df
SS
MS
F
Regression
1
725.56
725.56
751.68
Residual
23
22.20
B
Total
24
A
Coefficients
Standard
Error
t-stat
p-value
Intercept
80.30
2.08
38.68
1.95E-22
x
−0.28
0.01
-27.42
4.54E-19
What is the sample regression equation?
Interpret the slope coefficient for x1.
Find the predicted value for y if x1 equals
200.
Fill in the missing values A and B in the
ANOVA table....
You will complete a question about Correlation
Examples and complete a Simple Linear
Regression. For the Simple Linear
Regression, make sure to complete the following steps:
Construct a scatter plot.
Find the equation of the regression line.
Predict the value of y for each of the x-values.
Use this resource: Regression
Give an example of two variables that have a positive linear
correlation. Give an example of two variables that have a negative
linear correlation. Give an example of two...