Question using the least square 1.Derive the least squares estimator of Bo for the regression modelY = Bo + Ei.2.pointGiven the data (Xi) and (Y), we will assume that a regressionmodel Y; = B1X; + E¡ is appropriate with normally distributed independent errorterms and variance o2 = 16.%3Di147122530Yi128213446540(a) State the likelihood function for the four Y observations.(b) Evaluate the likelihood function for B, = 17 and B, = 19. For which ofthese is the likelihood function the largest?(c) Find the maximum likelihood estimates for B, and Bo and using Sx, Sxy,and the means for Xi and Yi, respectively, as demonstrated in theinstructional videos.

Given the regression model is :

Answered: 1. 2. Derive the least squares…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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In a data set with 12 observations, you try fitting two regression models. The esti-mated models are summarized as: Model 1: Y(hat) =3.5 + 2x; SSR= 5, and SSE= 10;Model 2: Y(hat) =3.0 + 1.5x + 0.4^2; SSR=23, and SSE=7 (a) Calculate R2 for both models. b. for both models test the null hypothesis that all the regression coefficients other than the intercept are 0.
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