a. calculate B, and ß with the above figures.

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Hello. I just need solutions of D, E, F questions.

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2. Suppose the sample size n=10, we have the following figures for the
sample data:
EY, = 1110; EX, =1680; X,Y, = 204200;,
Σ-
-20120
= 315400; Y? = 133300
The representation of PRF is Y = b, +b,X,+u,, u, O iid N(0,4)
The OLS estimates for the SRF is B, and B,
a. calculate B, and B with the above figures.
b. calculate the standard error of ß, and B.
c. calculate the determination coefficient: R?
d. construct 95% confidence interval for b, and b,, respectively.
e. conduct hypothesis test: HO: b, =0, H1: b, #0.
f. conduct hypothesis test: HO: b, =1, Hl: b, #1.
Transcribed Image Text:2. Suppose the sample size n=10, we have the following figures for the sample data: EY, = 1110; EX, =1680; X,Y, = 204200;, Σ- -20120 = 315400; Y? = 133300 The representation of PRF is Y = b, +b,X,+u,, u, O iid N(0,4) The OLS estimates for the SRF is B, and B, a. calculate B, and B with the above figures. b. calculate the standard error of ß, and B. c. calculate the determination coefficient: R? d. construct 95% confidence interval for b, and b,, respectively. e. conduct hypothesis test: HO: b, =0, H1: b, #0. f. conduct hypothesis test: HO: b, =1, Hl: b, #1.
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