pdf("rpd4_1r.pdf") X <- matrix(c(1,0.02,1,0.07,1,0.11,1,0.15),byrow=T,ncol=2) Y <- matrix(c(242,237,231,201),ncol=1) XPX <- t(X) %*% X XPY <- t(X) %*% Y YPY <- t(Y) %*% Y XPXINV <- solve(XPX) BETAHAT <- XPXINV %*% XPY P <- X %*% XPXINV %*% t(X) YHAT <- P %*% Y I4 <- diag(1,nrow=4,ncol=4) e <- (I4-P) %*% Y SSTOTALU <- YPY SSMODEL <- t(YHAT) %*% YHAT SSRESID <- t(e) %*% e J4 <- matrix(rep(1,16),ncol=4,nrow=4) SSMU <- t(Y) %*% (J4/4) %*% Y SSTOTALC <- SSTOTALU-SSMU SSREG <- (t(BETAHAT) %*% XPY)-SSMU S2 <- SSRESID/2 S2BETAHAT <- S2[1,1]*XPXINV MSREG <- SSREG/1 MSRESID <- SSRESID/2 FSTAT <- MSREG/MSRESID FCRIT <- qf(.95,1,2) PROBF <- 1-pf(FSTAT,1,2) SSTOTALU SSMU SSTOTALC SSREG SSRESID BETAHAT S2BETAHAT FSTAT FCRIT PROBF dev.off()