Applied Statistics and Probability for Engineers

(Chris Devlin) #1
12-1 MULTIPLE LINEAR REGRESSION MODEL 419

to fit the regression model above to these data. The Xmatrix and yvector for this
model are

X y

The matrix is

and the vector is

The least squares estimates are found from Equation 12-13 as

ˆ 1 X¿X 2 ^1 X¿y

X¿y£

11 p 1
28 p 5
50 110 p 400

§≥

9.95
24.45
o
21.15

¥£

725.82
8,008.37
274,811.31

§

X¿y

X¿X£

11 p 1
28 p 5
50 110 p 400

§ ̨≥

12 50
1 8 110
ooo
1 5 400

¥£

25 206 8,294
206 2,396 77,177
8,294 77,177 3,531,848

§

X¿X

9.95
24.45
31.75
35.00
25.02
16.86
14.38
9.60
24.35
27.50
17.08
37.00
41.95
11.66
21.65
17.89
69.00
10.30
34.93
46.59
44.88
54.12
56.63
22.13
21.15

1250
1 8 110
1 11 120
1 10 550
1 8 295
1 4 200
1 2 375
1252
1 9 100
1 8 300
1 4 412
1 11 400
1 12 500
1 2 360
1 4 205
1 4 400
1 20 600
1 1 585
1 10 540
1 15 250
1 15 290
1 16 510
1 17 590
1 6 100
1 5 400

c 12 .qxd 5/20/02 9:31 M Page 419 RK UL 6 RK UL 6:Desktop Folder:TEMP WORK:MONTGOMERY:REVISES UPLO D CH114 FIN L:Quark Files:

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