You have fit a multiple linear regression model and the
Chapter 12, Problem 8E(choose chapter or problem)
You have fit a multiple linear regression model and the \(\left(X^{\prime} X\right)^{-1}\) matrix is:
\(\left(\mathbf{X}^{\prime} \mathbf{X}\right)^{-1}=\left[\begin{array}{rrr} 0.893758 & -0.0282448 & -0.0175641 \\ -0.028245 & 0.0013329 & 0.0001547 \\ -0.017564 & 0.0001547 & 0.0009108
\end{array}\right]\)
How many regressor variables are in this model?(b) If the error sum of squares is 307 and there are 15 observations, what is the estimate of \(\sigma^{2}\)?(c) What is the standard error of the regression coefficient \(\widehat{\beta}_{1}\)?
Equation Transcription:
Text Transcription:
(X'X)-1
(X^X)^-1=[ 0.893758 & -0.0282448 & -0.0175641 \\ -0.028245 & 0.0013329 & 0.0001547 \\ -0.017564 & 0.0001547 & 0.0009108
\sigma^2
\widehat \beta_1
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