STA302H1 Midterm: UTSG STA 302 testsol
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Sta 302 h1f / 1001 hf fall 2009. Instructions: time: 90 minutes, aids allowed: calculator, a table of values from the t distribution is on the last page (page 10), total points: 50. 1p(xi x)2 = p( yi y )2. 2{ yh} = var( yh) = 2(cid:18) 1 r = p(xi x)(yi y ) pp(xi x)2p(yi y )2 n + (xh x)2. P(xi x)2(cid:19) 2{pred} = var(yh yh) = 2(cid:18)1 + 1. Sxx = p(xi x)2 = p x 2 n + (xh x)2. 1: the method of least squares is used to t a simple linear regression model y = 0 + 1x + to n observations (xi, yi). The values of the xi"s are not realizations of random variables but are xed in advance by the researcher. Assume the following: the form of the model is appropriate, the gauss-markov conditions hold, and the distribution of the error terms is.
