STA302H1 Midterm: UTSG STA 302 t2f03
Document Summary
Sta 302 / 1001 h - summer 2004. Instructions: time: 60 minutes, aids allowed: calculator, a table of values from the t distribution is on the last page (page 7), total points: 40 b1 = p(xi x)(yi y ) 1p(xi x)2 = p( yi y )2. 2{ yh} = var( yh) = 2(cid:18) 1 n + (xh x)2. P(xi x)2(cid:19) 2{pred} = var(yh yh) = 2(cid:18)1 + 1. Working-hotelling coe cient: w = p2f2,n 2;1 n + (xh x)2. 1. (a) (2 points) consider the simple linear regression model yi = 0 + 1xi + i where the i"s are independent and identically distributed with the n (0, 2) distribution. Yi n ( 0 + 10 1, 2) (b) (3 points) the least squares estimate of the y intercept for the model in (a) is b0 as given on the rst page. Show that b0 is an unbiased estimate of the intercept in the model.
