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Outline
yi 0 1 x i
term or residual.
Where
is the intercept,
the error or residual
i
is the slope and
is
(
y
y
)(
x
x
)
i
i
0 y 1 x
i 1
1
where
2
(
x
x
)
i
i 1
x
i 1
y
i 1
10
0.4505 1.0838 2.229 3.9133 4.1524 5.8258 6.5383 7.9961 8.4427 9.4427 10.1067
1 0.9983
0 0.4463
y 0.4463 0.9983 x
y 0.4463 0.9983 x
For estimation
Yi 1 X i
i ~ NID(0, 2 )
i 1, 2, 3, ..., n
n
Y X
i 1
n
X
i 1
2
i
^ 2
(Y
i 1
Xi)
Number of Residuals
Y i
Yi for
For example, 95% probability limit
1 value
known
of
and
, are
Y 1.96
if we assume
0.5926
0.2815
Y 0.5926 X
where
i 1,2,..., n
i ~ NID(0, 2 )
1 , 2 ... k
=(XX)-1 XY
^ 2
2
(
y
...
x
)
i 1 i1 2 i 2
k ik
i 1
Number of Residuals
y i 1 x1 2 x2 ... k xk
y i 1.96
For the special case k = 2:
x11
x
X 21
xn1
x12
x22
xn 2
X'X
2
i1
xi1 xi 2
i
yi
i1 i
X'Y
2
x
i2
i1 i 2
i
n
i2