The regression model Y = x + e, e N(0, 2) is called regression through the origin since it presupposes that the expected response corresponding to the input level x = 0 is equal to 0. Suppose that (xi, Yi), i = 1, . . . , n is a data set from this model. (a) Determine the least squares estimator B of . (b) What is the distribution of B? (c) Define SSR and give its distribution. (d) Derive a test of H0 : = 0 versus H1 : _= 0. (e) Determine a 100(1 ) percent prediction interval for Y (x0), the response at input level x0.

STAT 2004 Week 2 Lecture 4 Wed. 01/25/17 Causation: one variable causes or creates the change in another variable Simple random sample: all observations in the sample have equal chance of being selected Survey question: what is your weight (asking football team) Create a sample frame: list of all potential...