STATISTICS QUESTIONS AND ANSWERS

Feb 3rd, 2012
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Assume that Y is linearly related to X via the simple linear regression & i: category indexl: patient indexDenote the least squares estimators of the parameters of this regression as .If individual data is lost, and it is necessary to fit the regression using the sample means , where i is the category index. Denote the slope estimator from this regression as .Write out a model for the aggregated regression.Using least squares, show (algebraically) that Determine an expression for the variance of Answer: If we try to minimize the error of the regression model i.e, = S ( say)Now we have to differentiate the equation with respect to ?0, ?1 and equating to zero we get ?1(hat)= and ?0(hat)=- ?1 where , For the individual data lost the regression model for the data Yi= i=1(1)10If we try to minimize the error of the regression model i.e, = =S ( say)Similarly we get the parame

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