Question

Prove that the estimated regression coefficients for a linear regression with an intercept term are identical...

Prove that the estimated regression coefficients for a linear regression with an intercept term are identical to those obtained for the same linear regression equation without an intercept term, but for which all variables are replaced by deviation from their mean values.

Business   Economics   
0 0
Add a commentTranscribed image text
Next >

Homework Answers

Answer #1

0 0
Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Log In

Sign Up

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
Suppose that your linear regression model includes a constant term, so that in the linear regression...
Suppose that your linear regression model includes a constant term, so that in the linear regression model Y = Xβ + ε The matrix of explanatory variables X can be partitioned as follows: X = [i X1]. The OLS estimator of β can thus be partitioned accordingly into b’ = [b0 b1’], where b0 is the OLS estimator of the constant term and b1 is the OLS estimator of the slope coefficients. a) Use partitioned regression to derive formulas for...
The linear regression equation, Y = a + bX, was estimated. The following computer printout was...
The linear regression equation, Y = a + bX, was estimated. The following computer printout was obtained: Given the above information, the value of the R2 statistic indicates that 0.3066% of the total variation in X is explained by the regression equation. 30.66% of the total variation in X is explained by the regression equation. 0.3066% of the total variation in Y is explained by the regression equation. 30.66% of the total variation in Y is explained by the regression...
13. Interpreting the intercept in a simple linear regression model is: * (A) reasonable if the...
13. Interpreting the intercept in a simple linear regression model is: * (A) reasonable if the sample contains values of x around the origin. (B) not reasonable because researchers are interested in the effect of a change in x on the change in y. (C) reasonable if the intercept’s p-value is less than 0.05. (D) not reasonable because it is always meaningless. 14. Which of the following is NOT one of the assumptions necessary for simple linear regressions?: * (A)...
The disturbance term in linear regression incorporates the influences of all of the regressors listed in...
The disturbance term in linear regression incorporates the influences of all of the regressors listed in the linear regression equation. True or false?
Use the following linear regression equation to answer the questions. x1 = 1.1 + 3.0x2 –...
Use the following linear regression equation to answer the questions. x1 = 1.1 + 3.0x2 – 8.4x3 + 2.3x4 (a) Which variable is the response variable? x3 x1      x2 x4 Which variables are the explanatory variables? (Select all that apply.) x1 x2 x3 x4 (b) Which number is the constant term? List the coefficients with their corresponding explanatory variables. constant = x2 coefficient= x3 coefficient= x4 coefficient= (c) If x2 = 4, x3 = 10, and x4 = 6, what...
You have estimated a multiple regression model with 6 explanatory variables and an intercept from a...
You have estimated a multiple regression model with 6 explanatory variables and an intercept from a sample with 46 observations. Suppose you are interested in testing that X2, X3, and X4 are jointly significant at 5% significance level. The appropriate F test has _____________ numerator degrees of freedom.
Use the following linear regression equation to answer the questions. x1 = 1.5 + 3.5x2 –...
Use the following linear regression equation to answer the questions. x1 = 1.5 + 3.5x2 – 8.2x3 + 2.1x4 (a) Which variable is the response variable? A. x3 B. x1     C. x2 D. x4 (b) Which variables are the explanatory variables? (Select all that apply.) A. x4 B. x1 C. x3 D. x2 (c) Which number is the constant term? List the coefficients with their corresponding explanatory variables. constant ____________ x2 coefficient_________ x3 coefficient_________ x4 coefficient_________ (d) If x2 =...
In a regression analysis involving 30 observations, the following estimated regression equation was obtained. ŷ =...
In a regression analysis involving 30 observations, the following estimated regression equation was obtained. ŷ = 17.6 + 3.8x1 − 2.3x2 + 7.6x3 + 2.7x4 For this estimated regression equation, SST = 1,805 and SSR = 1,770 a. Find the value of the test statistic. (Round your answer to two decimal places.) _________ b. Suppose variables x1 and x4 are dropped from the model and the following estimated regression equation is obtained. ŷ = 11.1 − 3.6x2 + 8.1x3 Compute...
df ss MS F Regression 1 15.75 15.75 8.600682594 Residual 8 14.65 1.83125 Total 9 30.4...
df ss MS F Regression 1 15.75 15.75 8.600682594 Residual 8 14.65 1.83125 Total 9 30.4 Consider the following ANOVA table obtained as part of a simple linear regression (that includes an intercept term) analysis output: . Calculate the estimated value of standard deviation of the regression model error using the above ANOVA table. Calculate the sample variance of the response/dependent variable from the above data. This is all information I have in my question
Exhibit 16-1 In a regression analysis involving 25 observations, the following estimated regression equation was developed....
Exhibit 16-1 In a regression analysis involving 25 observations, the following estimated regression equation was developed. Y=10 - 18X1+ 3X2 + 14X3 Also, the following standard errors and the sum of squares were obtained. Sb1 = 3 Sb2 = 6 Sb3 = 7 SST = 4,800 SSE = 1,296 Refer to Exhibit 16-1. If you want to determine whether or not the coefficients of the independent variables are significant, the critical value of t statistic at α = 0.05 is...
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT