Assignment 3

Due Monday, February 5.

Turn in Rawlings # 2.14 and 3.5 (see comments below).

Problem 1:

For simple linear regression, assuming that the errors are uncorrelated with common mean, 0, and common variance, , derive and , . Do not use matrix algebra to do this problem.

Rawlings:

# 2.1, 2.2, 2.3, 2.4, 2.6, 2.14 (you are encouraged to use S-Plus to compute the various matrix products and inverses for this problem), 2.18, 3.1, 3.2, 3.3, 3.4, 3.5 (again, you may wish to use Splus to do the matrix calculations, but do the problem without using the lm() function, or any other built in regression function), 3.6, 3.13.