Estimaton of the model M + + Bs a+e resulted in the following least squares estimates and corresponding estimated covariance matrix by var (b1 ) CoU (b), by, ba) = cou (bị , b2) Cou (b1 , b2 ) cov (bị , b3) covu (b3 , b3) var (by ) 4 var (bz) 1 Cou (b, , b3) cou (b3 , b3) 4 A 95% confidence interval for the expectation of y when r; = 1 and r3 = -1 is O None of the above O (6 – 1.96 × V12, 6 + 1.96 V12) O (6 – 1.96 × Võ, 6 + 1.96 O (6 – 1.645 x V14, 6 + 1.645 V14) O (6- 1.96 × V14. 6 + 1.96 V 14)

Estimaton of the model M + + Bs a+e resulted in the following least squares estimates and corresponding estimated covariance matrix by var (b1 ) CoU (b), by, ba) = cou (bị , b2) Cou (b1 , b2 ) cov (bị , b3) covu (b3 , b3) var (by ) 4 var (bz) 1 Cou (b, , b3) cou (b3 , b3) 4 A 95% confidence interval for the expectation of y when r; = 1 and r3 = -1 is O None of the above O (6 – 1.96 × V12, 6 + 1.96 V12) O (6 – 1.96 × Võ, 6 + 1.96 O (6 – 1.645 x V14, 6 + 1.645 V14) O (6- 1.96 × V14. 6 + 1.96 V 14)

College Algebra

10th Edition

ISBN:9781337282291

Author:Ron Larson

Publisher:Ron Larson

Chapter7: Matrices And Determinants

Section7.1: Matrices And Systems Of Equations

Problem 93E

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