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Please use R studio to solve this question. THX!! Question 1: Load the \"gala\"

ID: 3075126 • Letter: P

Question

Please use R studio to solve this question. THX!!

Question 1: Load the "gala" data from the "faraway" package. The goal is to predict the num- ber of plant species found on the island (Species) using five other predictors (Area, Elevation, Nearest, Scruz, and Adjacent). You can read either the R document of the "faraway" package or the JF text book page 18 to get more information. For this question, you are NOT allowed to use the lm() function. Make sure that your R output is simplified so that you don't produce an extremely long report. In R markdown, To prevent a chunk of R code from printing the result you can specify 'r, eval-FALSE) as demonstrated in the Rintro file a). (1 point) Construct the design matrix X (with intercept) and verify that XTX is positive definite b). (1 point) Calculate the regression coefficients c). (1 point) Construct the "hat matrix" H and utilize it in the calculation of the residuals From the residuals, calculate SSE and 2 d). (1 point) Calculate the R2 e). (1 point) A researcher claims that a new variable an averaged distance measure (Nearest+ Scruz)/2should be added to the existing model and the R2 should be improved. Is this true? Explain your reason f). (1 point) Verify that the sum of errors is 0 g)(1 point) Now exclude the intercept in your MLR model, check whether the sum of errors is still 0. What do you find?

Explanation / Answer

Answer:

rm(list=ls(all=TRUE))

> library(faraway)

> gala

             Species Endemics    Area Elevation Nearest Scruz Adjacent

Baltra            58       23   25.09       346     0.6   0.6     1.84

Bartolome         31       21    1.24       109     0.6 26.3   572.33

Caldwell           3        3    0.21       114     2.8 58.7     0.78

Champion          25        9    0.10        46     1.9 47.4     0.18

Coamano            2        1    0.05        77     1.9   1.9   903.82

Daphne.Major      18       11    0.34       119     8.0   8.0     1.84

Daphne.Minor      24        0    0.08        93     6.0 12.0     0.34

Darwin            10        7    2.33       168    34.1 290.2     2.85

Eden               8        4    0.03        71     0.4   0.4    17.95

Enderby            2        2    0.18       112     2.6 50.2     0.10

Espanola          97       26   58.27       198     1.1 88.3     0.57

Fernandina        93       35 634.49      1494     4.3 95.3 4669.32

Gardner1          58       17    0.57        49    1.1 93.1    58.27

Gardner2           5        4    0.78       227     4.6 62.2     0.21

Genovesa          40       19   17.35        76    47.4 92.2   129.49

Isabela          347       89 4669.32      1707     0.7 28.1   634.49

Marchena          51       23 129.49       343    29.1 85.9    59.56

Onslow             2        2    0.01        25     3.3 45.9     0.10

Pinta            104       37   59.56       777    29.1 119.6   129.49

Pinzon           108       33   17.95       458    10.7 10.7     0.03

Las.Plazas        12        9    0.23        94     0.5   0.6    25.09

Rabida            70       30    4.89       367     4.4 24.4   572.33

SanCristobal     280       65 551.62       716    45.2 66.6     0.57

SanSalvador      237       81 572.33       906     0.2 19.8     4.89

SantaCruz        444       95 903.82       864     0.6   0.0     0.52

SantaFe           62       28   24.08       259    16.5 16.5     0.52

SantaMaria       285       73 170.92       640     2.6 49.2     0.10

Seymour           44       16    1.84       147     0.6   9.6    25.09

Tortuga           16        8    1.24       186     6.8 50.9    17.95

Wolf              21       12    2.85       253    34.1 254.7     2.33

> y=gala$Species;y #response variable

[1] 58 31   3 25   2 18 24 10   8   2 97 93 58   5 40 347 51   2 104 108 12 70

[23] 280 237 444 62 285 44 16 21

> n=length(y);n

[1] 30

> x0=rep(1,30);x0

[1] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1

> x1=gala$Area

> x2=gala$Elevation

> x3=gala$Nearest

> x4=gala$Scruz

> x5=gala$Adjacent

> #design matrix X with intercept

> x=matrix(c(x0,x1,x2,x3,x4,x5),30,6);x

      [,1]    [,2] [,3] [,4] [,5]    [,6]

[1,]    1   25.09 346 0.6   0.6    1.84

[2,]    1    1.24 109 0.6 26.3 572.33

[3,]    1    0.21 114 2.8 58.7    0.78

[4,]    1    0.10   46 1.9 47.4    0.18

[5,]    1    0.05   77 1.9   1.9 903.82

[6,]    1    0.34 119 8.0   8.0    1.84

[7,]    1    0.08   93 6.0 12.0    0.34

[8,]    1    2.33 168 34.1 290.2    2.85

[9,]    1    0.03   71 0.4   0.4   17.95

[10,]    1    0.18 112 2.6 50.2    0.10

[11,]    1   58.27 198 1.1 88.3    0.57

[12,]    1 634.49 1494 4.3 95.3 4669.32

[13,]    1    0.57   49 1.1 93.1   58.27

[14,]    1    0.78 227 4.6 62.2   0.21

[15,]    1   17.35   76 47.4 92.2 129.49

[16,]    1 4669.32 1707 0.7 28.1 634.49

[17,]    1 129.49 343 29.1 85.9   59.56

[18,]    1    0.01   25 3.3 45.9    0.10

[19,]    1   59.56 777 29.1 119.6 129.49

[20,]    1   17.95 458 10.7 10.7    0.03

[21,]    1    0.23   94 0.5   0.6   25.09

[22,]    1    4.89 367 4.4 24.4 572.33

[23,]    1 551.62 716 45.2 66.6    0.57

[24,]    1 572.33 906 0.2 19.8    4.89

[25,]    1 903.82 864 0.6   0.0    0.52

[26,]    1   24.08 259 16.5 16.5    0.52

[27,]    1 170.92 640 2.6 49.2    0.10

[28,]    1    1.84 147 0.6   9.6   25.09

[29,]    1    1.24 186 6.8 50.9   17.95

[30,]    1    2.85 253 34.1 254.7    2.33

> p=6

> pd=t(x)%*%x;pd

         [,1]        [,2]       [,3]      [,4]     [,5]        [,6]

[1,]    30.00     7851.26    11041.0    301.80   1709.30     7832.95

[2,] 7851.26 23708665.46 10852798.5 39240.84 275516.84 5950313.65

[3,] 11041.00 10852798.53 9218227.0 109139.20 616237.80 8553187.95

[4,]   301.80    39240.84   109139.2   8945.30 34527.34    37196.67

[5,] 1709.30   275516.84   616237.8 34527.34 231613.77   534409.98

[6,] 7832.95 5950313.65 8553187.9 37196.67 534409.98 23719568.46

> eigen(pd)

$values

[1] 3.659801e+07 1.787397e+07 2.243836e+06 1.679281e+05 3.293730e+03 1.013371e+01

$vectors

              [,1]          [,2]         [,3]         [,4]         [,5]          [,6]

[1,] -0.0004070598 -6.565549e-06 -0.002253151 -0.003779895 0.001827127 0.9999885657

[2,] -0.6578883570 6.498814e-01 0.377036883 -0.051574948 0.004486495 0.0003828472

[3,] -0.4498348101 6.597096e-02 -0.878358151 0.147036209 -0.012699699 -0.0015827832

[4,] -0.0026812736 2.339028e-04 -0.034471516 -0.128656732 0.991083382 -0.0023759306

[5,] -0.0214797443 -1.047954e-02 -0.151781563 -0.979199426 -0.132458010 -0.0038100959

[6,] -0.6036247336 -7.570945e-01 0.249196996 -0.017944910 0.004884175 0.0002340453

> #Here XtX is a symmetric matrix and the eigne values are postive .So XtX is positive definite

> xty=t(x)%*%y;xty

          [,1]

[1,]    2557.0

[2,] 2444013.2

[3,] 1976099.0

[4,]   25054.6

[5,] 106983.1

[6,] 742829.8

> xtxinverse=solve(pd);xtxinverse

              [,1]          [,2]          [,3]          [,4]          [,5]          [,6]

[1,] 9.867829e-02 3.778242e-05 -1.561976e-04 -2.339027e-04 -3.760293e-04 2.309832e-05

[2,] 3.778242e-05 1.352247e-07 -2.593617e-07 1.294003e-06 -4.913149e-08 4.620303e-08

[3,] -1.561976e-04 -2.593617e-07 7.745339e-07 -3.549366e-06 3.080831e-07 -1.640241e-07

[4,] -2.339027e-04 1.294003e-06 -3.549366e-06 2.988732e-04 -3.821077e-05 1.424729e-06

[5,] -3.760293e-04 -4.913149e-08 3.080831e-07 -3.821077e-05 1.247941e-05 -1.958356e-07

[6,] 2.309832e-05 4.620303e-08 -1.640241e-07 1.424729e-06 -1.958356e-07 8.426543e-08

> b=xtxinverse%*%xty;b

             [,1]

[1,] 7.068220709

[2,] -0.023938338

[3,] 0.319464761

[4,] 0.009143961

[5,] -0.240524230

[6,] -0.074804832

> h=x%*%xtxinverse%*%t(x);h #hat matrix

             [,1]         [,2]         [,3]         [,4]          [,5]         [,6]

[1,] 0.07871937 0.030046980 0.036597135 0.033995316 2.166880e-02 0.044989777

[2,] 0.03004698 0.091353235 0.056168898 0.069268961 1.155680e-01 0.059722906

[3,] 0.03659714 0.056168898 0.062314427 0.065015280 4.747372e-02 0.036964513

[4,] 0.03399532 0.069268961 0.065015280 0.072376765 6.986545e-02 0.047974532

[5,] 0.02166880 0.115568041 0.047473720 0.069865454 1.687837e-01 0.082270132

[6,] 0.04498978 0.059722906 0.036964513 0.047974532 8.227013e-02 0.071637899

[7,] 0.04376576 0.064461309 0.043749546 0.054794511 8.378158e-02 0.068915612

[8,] -0.06408858 -0.006558534 0.060993396 0.044015503 -5.968361e-02 -0.049331245

[9,] 0.05138259 0.074102594 0.053156692 0.064795655 9.042923e-02 0.069450832

[10,] 0.03910303 0.057849373 0.060426662 0.064227214 5.257285e-02 0.041486608

[11,] 0.03616807 0.041436482 0.069698186 0.064487048 1.068569e-02 0.011775742

[12,] -0.01141441 0.081282022 -0.021482704 -0.028815595 1.365081e-01 -0.031343661

[13,] 0.02037118 0.065344307 0.079298996 0.081061534 4.686534e-02 0.022421046

[14,] 0.04494162 0.036425903 0.052866214 0.049879887 1.937056e-02 0.027425274

[15,] -0.03846472 0.036120440 -0.017243516 0.003015155 1.070553e-01 0.088030804

[16,] -0.03072350 0.004621363 0.002609610 0.011134084 8.275937e-03 -0.005252051

[17,] 0.01095834 0.006411174 0.003576389 0.004218613 2.106413e-02 0.042095499

[18,] 0.03048936 0.071964605 0.062986080 0.072210067 7.777675e-02 0.052692539

[19,] 0.04715056 -0.067108507 -0.013691893 -0.040618917 -1.054559e-01 -0.015741882

[20,] 0.07493222 0.003919105 0.012061472 0.006184427 1.894630e-06 0.043678273

[21,] 0.05333291 0.070688314 0.051610872 0.062138892 8.531628e-02 0.067507282

[22,] 0.05217274 0.048095762 0.032433143 0.033739661 5.698846e-02 0.042953670

[23,] 0.01618007 -0.048391388 -0.053181340 -0.056833256 -1.995102e-02 0.048360679

[24,] 0.10521102 -0.042531039 0.014238024 -0.011224683 -9.632178e-02 -0.007304476

[25,] 0.09036268 -0.021518127 0.013308244 -0.001673163 -5.367739e-02 0.013444520

[26,] 0.04508936 0.031484662 0.013841704 0.020186561 5.441604e-02 0.066910134

[27,] 0.08564336 -0.020400646 0.030035379 0.008970007 -6.878930e-02 -0.002767701

[28,] 0.05601181 0.060859025 0.050804734 0.057453426 6.703796e-02 0.057979055

[29,] 0.04057647 0.044177721 0.047564166 0.049292177 4.060787e-02 0.040694123

[30,] -0.04516931 -0.014864940 0.045805971 0.028864884 -6.050474e-02 -0.037640434

               [,7]         [,8]         [,9]        [,10]        [,11]        [,12]

[1,] 0.0437657622 -0.064088576 0.051382589 0.039103030 0.036168073 -0.011414414

[2,] 0.0644613091 -0.006558534 0.074102594 0.057849373 0.041436482 0.081282022

[3,] 0.0437495459 0.060993396 0.053156692 0.060426662 0.069698186 -0.021482704

[4,] 0.0547945114 0.044015503 0.064795655 0.064227214 0.064487048 -0.028815595

[5,] 0.0837815769 -0.059683614 0.090429228 0.052572849 0.010685689 0.136508065

[6,] 0.0689156123 -0.049331245 0.069450832 0.041486608 0.011775742 -0.031343661

[7,] 0.0682865118 -0.036375924 0.071407274 0.047417930 0.022453955 -0.032320249

[8,] -0.0363759242 0.465517265 -0.048793668 0.044517125 0.119417643 0.008129048

[9,] 0.0714072738 -0.048793668 0.080225388 0.056556734 0.035210996 -0.030412892

[10,] 0.0474179302 0.044517125 0.056556734 0.059330985 0.064178163 -0.023085561

[11,] 0.0224539548 0.119417643 0.035210996 0.064178163 0.098245833 -0.011603719

[12,] -0.0323202486 0.008129048 -0.030412892 -0.023085561 -0.011603719 0.949673245

[13,] 0.0351872887 0.135616328 0.048739640 0.073859734 0.100228954 -0.009832660

[14,] 0.0321392953 0.058253822 0.039315762 0.050742410 0.065865990 -0.012238238

[15,] 0.0698856825 0.052116090 0.031045170 -0.010003378 -0.082868184 -0.014499224

[16,] -0.0007091869 0.016646452 0.002350385 0.001903810 0.009332430 0.007709218

[17,] 0.0326242441 0.058959450 0.013102492 0.005543695 -0.014063322 -0.003732930

[18,] 0.0586504478 0.039849739 0.067060759 0.062795858 0.057798450 -0.031435899

[19,] -0.0264382650 0.098055907 -0.045571409 -0.016436530 0.012254581 0.054976326

[20,] 0.0356629367 -0.068063995 0.032087219 0.015925032 0.004903598 -0.004524818

[21,] 0.0691613205 -0.050002146 0.077790976 0.054953357 0.034928235 -0.027141150

[22,] 0.0420044888 -0.031958079 0.046317177 0.034472755 0.026509132 0.101034205

[23,] 0.0232721448 -0.018055847 -0.016918483 -0.046011679 -0.091607308 -0.013152432

[24,] -0.0103118578 -0.044654849 -0.003225864 0.013223107 0.050152838 0.013974377

[25,] 0.0095821040 -0.074164127 0.015149232 0.014706127 0.030933834 -0.009484868

[26,] 0.0580614080 -0.054638383 0.049006918 0.019373109 -0.014555455 -0.023043624

[27,] -0.0023654001 0.015677359 0.004779036 0.027385471 0.064744889 0.013351559

[28,] 0.0600317936 -0.035307439 0.068887943 0.053108189 0.041479333 -0.021302132

[29,] 0.0430956013 0.034143358 0.047262389 0.047320963 0.048273937 -0.015160674

[30,] -0.0298718620 0.389767939 -0.044690763 0.032556858 0.093533979 0.009389376

             [,13]        [,14]        [,15]         [,16]         [,17]        [,18]

[1,] 0.020371183 0.044941620 -0.038464716 -0.0307235041 0.0109583370 0.030489359

[2,] 0.065344307 0.036425903 0.036120440 0.0046213627 0.0064111741 0.071964605

[3,] 0.079298996 0.052866214 -0.017243516 0.0026096097 0.0035763890 0.062986080

[4,] 0.081061534 0.049879887 0.003015155 0.0111340844 0.0042186133 0.072210067

[5,] 0.046865341 0.019370561 0.107055263 0.0082759367 0.0210641306 0.077776746

[6,] 0.022421046 0.027425274 0.088030804 -0.0052520505 0.0420954994 0.052692539

[7,] 0.035187289 0.032139295 0.069885683 -0.0007091869 0.0326242441 0.058650448

[8,] 0.135616328 0.058253822 0.052116090 0.0166464515 0.0589594500 0.039849739

[9,] 0.048739640 0.039315762 0.031045170 0.0023503854 0.0131024922 0.067060759

[10,] 0.073859734 0.050742410 -0.010003378 0.0019038097 0.0055436948 0.062795858

[11,] 0.100228954 0.065865990 -0.082868184 0.0093324296 -0.0140633216 0.057798450

[12,] -0.009832660 -0.012238238 -0.014499224 0.0077092180 -0.0037329301 -0.031435899

[13,] 0.117956891 0.063873745 -0.049341071 0.0169371219 -0.0140461242 0.077130710

[14,] 0.063873745 0.052735679 -0.031959172 -0.0133689781 0.0088059319 0.046118775

[15,] -0.049341071 -0.031959172 0.430065941 0.0080340168 0.1813790769 0.024567669

[16,] 0.016937122 -0.013368978 0.008034017 0.9685320732 0.0010400066 0.013637975

[17,] -0.014046124 0.008805932 0.181379077 0.0010400066 0.1035450235 0.010837954

[18,] 0.077130710 0.046118775 0.024567669 0.0136379750 0.0108379540 0.073385171

[19,] -0.035128420 0.028252930 0.031453021 -0.0742853614 0.0878296621 -0.046162454

[20,] -0.019700015 0.029961322 0.025370593 -0.0494963594 0.0490017742 0.004950906

[21,] 0.046189613 0.039537335 0.026354555 -0.0008291358 0.0132303136 0.063987406

[22,] 0.023895392 0.033780944 0.009886985 -0.0323737732 0.0203021036 0.033113364

[23,] -0.113927074 -0.027902406 0.300846422 0.0492895260 0.1746819446 -0.045168378

[24,] -0.008111044 0.053896500 -0.164035649 0.0313158656 -0.0016431570 -0.024569519

[25,] -0.011827290 0.040412928 -0.101006393 0.1194546107 0.0078180799 -0.009930531

[26,] -0.015286379 0.015292618 0.132217419 -0.0199961544 0.0736978372 0.026045038

[27,] 0.022853069 0.059093414 -0.133572376 -0.0301357084 0.0006478486 -0.002570019

[28,] 0.047132800 0.043130377 0.004234388 -0.0069376095 0.0101333925 0.057512770

[29,] 0.051912356 0.043652943 0.014640849 -0.0090714814 0.0222754431 0.048622997

[30,] 0.100324028 0.049696616 0.066674137 0.0003548197 0.0697051160 0.025651417

            [,19]         [,20]         [,21]        [,22]        [,23]        [,24]

[1,] 0.04715056 7.493222e-02 0.0533329139 0.052172740 0.016180066 0.105211022

[2,] -0.06710851 3.919105e-03 0.0706883141 0.048095762 -0.048391388 -0.042531039

[3,] -0.01369189 1.206147e-02 0.0516108724 0.032433143 -0.053181340 0.014238024

[4,] -0.04061892 6.184427e-03 0.0621388917 0.033739661 -0.056833256 -0.011224683

[5,] -0.10545593 1.894630e-06 0.0853162820 0.056988456 -0.019951022 -0.096321780

[6,] -0.01574188 4.367827e-02 0.0675072825 0.042953670 0.048360679 -0.007304476

[7,] -0.02643826 3.566294e-02 0.0691613205 0.042004489 0.023272145 -0.010311858

[8,] 0.09805591 -6.806399e-02 -0.0500021458 -0.031958079 -0.018055847 -0.044654849

[9,] -0.04557141 3.208722e-02 0.0777909760 0.046317177 -0.016918483 -0.003225864

[10,] -0.01643653 1.592503e-02 0.0549533573 0.034472755 -0.046011679 0.013223107

[11,] 0.01225458 4.903598e-03 0.0349282349 0.026509132 -0.091607308 0.050152838

[12,] 0.05497633 -4.524818e-03 -0.0271411498 0.101034205 -0.013152432 0.013974377

[13,] -0.03512842 -1.970001e-02 0.0461896128 0.023895392 -0.113927074 -0.008111044

[14,] 0.02825293 2.996132e-02 0.0395373346 0.033780944 -0.027902406 0.053896500

[15,] 0.03145302 2.537059e-02 0.0263545553 0.009886985 0.300846422 -0.164035649

[16,] -0.07428536 -4.949636e-02 -0.0008291358 -0.032373773 0.049289526 0.031315866

[17,] 0.08782966 4.900177e-02 0.0132303136 0.020302104 0.174681945 -0.001643157

[18,] -0.04616245 4.950906e-03 0.0639874058 0.033113364 -0.045168378 -0.024569519

[19,] 0.24690400 1.027707e-01 -0.0380536295 0.025721887 0.188412676 0.177771022

[20,] 0.10277071 9.775826e-02 0.0354571172 0.049345657 0.108285479 0.118060387

[21,] -0.03805363 3.545712e-02 0.0757044571 0.046893422 -0.013720347 0.004941445

[22,] 0.02572189 4.934566e-02 0.0468934217 0.053595160 0.017171303 0.047531472

[23,] 0.18841268 1.082855e-01 -0.0137203469 0.017171303 0.375247525 0.046522642

[24,] 0.17777102 1.180604e-01 0.0049414451 0.047531472 0.046522642 0.267547021

[25,] 0.12090140 1.004102e-01 0.0207201405 0.042477190 0.060680449 0.207640849

[26,] 0.04321053 6.822134e-02 0.0488396615 0.040944387 0.130607386 0.018283715

[27,] 0.14404706 8.935017e-02 0.0108394678 0.043406742 0.012853915 0.204656450

[28,] -0.01801087 3.928450e-02 0.0676906562 0.045983476 -0.016456453 0.026718009

[29,] 0.01350422 3.060149e-02 0.0466020707 0.034948825 -0.001170677 0.026798880

[30,] 0.11948757 -3.640093e-02 -0.0446696972 -0.021387645 0.030035933 -0.014549709

             [,25]       [,26]         [,27]        [,28]        [,29]         [,30]

[1,] 0.090362679 0.04508936 0.0856433607 0.056011806 0.040576466 -0.0451693148

[2,] -0.021518127 0.03148466 -0.0204006459 0.060859025 0.044177721 -0.0148649395

[3,] 0.013308244 0.01384170 0.0300353790 0.050804734 0.047564166 0.0458059713

[4,] -0.001673163 0.02018656 0.0089700067 0.057453426 0.049292177 0.0288648837

[5,] -0.053677390 0.05441604 -0.0687892968 0.067037958 0.040607872 -0.0605047409

[6,] 0.013444520 0.06691013 -0.0027677013 0.057979055 0.040694123 -0.0376404337

[7,] 0.009582104 0.05806141 -0.0023654001 0.060031794 0.043095601 -0.0298718620

[8,] -0.074164127 -0.05463838 0.0156773594 -0.035307439 0.034143358 0.3897679391

[9,] 0.015149232 0.04900692 0.0047790361 0.068887943 0.047262389 -0.0446907634

[10,] 0.014706127 0.01937311 0.0273854706 0.053108189 0.047320963 0.0325568578

[11,] 0.030933834 -0.01455545 0.0647448886 0.041479333 0.048273937 0.0935339792

[12,] -0.009484868 -0.02304362 0.0133515588 -0.021302132 -0.015160674 0.0093893763

[13,] -0.011827290 -0.01528638 0.0228530689 0.047132800 0.051912356 0.1003240280

[14,] 0.040412928 0.01529262 0.0590934141 0.043130377 0.043652943 0.0496966158

[15,] -0.101006393 0.13221742 -0.1335723760 0.004234388 0.014640849 0.0666741369

[16,] 0.119454611 -0.01999615 -0.0301357084 -0.006937609 -0.009071481 0.0003548197

[17,] 0.007818080 0.07369784 0.0006478486 0.010133393 0.022275443 0.0697051160

[18,] -0.009930531 0.02604504 -0.0025700190 0.057512770 0.048622997 0.0256514171

[19,] 0.120901399 0.04321053 0.1440470629 -0.018010872 0.013504221 0.1194875712

[20,] 0.100410240 0.06822134 0.0893501657 0.039284500 0.030601492 -0.0364009299

[21,] 0.020720140 0.04883966 0.0108394678 0.067690656 0.046602071 -0.0446696972

[22,] 0.042477190 0.04094439 0.0434067419 0.045983476 0.034948825 -0.0213876450

[23,] 0.060680449 0.13060739 0.0128539151 -0.016456453 -0.001170677 0.0300359327

[24,] 0.207640849 0.01828372 0.2046564501 0.026718009 0.026798880 -0.0145497086

[25,] 0.178116117 0.03264404 0.1500003703 0.033475165 0.025416351 -0.0443727781

[26,] 0.032644038 0.08550763 0.0110099454 0.041833386 0.031112830 -0.0303176570

[27,] 0.150000370 0.01100995 0.1682503376 0.029236986 0.034132657 0.0296356567

[28,] 0.033475165 0.04183339 0.0292369859 0.063008931 0.045732346 -0.0307459422

[29,] 0.025416351 0.03111283 0.0341326568 0.045732346 0.042206398 0.0302334005

[30,] -0.044372778 -0.03031766 0.0296356567 -0.030745942 0.030233400 0.3334687104

> i=diag(30) #identity matrix

> e=(i-h)%*%y;e #residuals

             [,1]

[1,] -58.725946

[2,]   38.273154

[3,] -26.330659

[4,]   14.635734

[5,]   38.383916

[6,] -25.087705

[7,]   -9.919668

[8,]   19.018992

[9,] -20.314202

[10,] -28.785943

[11,]   49.343513

[12,]   -3.989598

[13,]   62.033276

[14,] -59.633796

[15,]   40.497176

[16,] -39.403558

[17,] -37.694540

[18,]   -2.037233

[19,] -111.679486

[20,] -42.475375

[21,] -23.075807

[22,]   -5.553122

[23,]   73.048122

[24,] -40.676318

[25,] 182.583587

[26,] -23.376486

[27,]   89.383371

[28,]   -5.805095

[29,] -36.935732

[30,]   -5.700573

> sse=sum(e^2);sse #error sum of squares

[1] 89231.37

> s2=sse/(n-p);s2 #estimate of variance

[1] 3717.974

> sst=t(y)%*%y-(sum(y)^2)/n ;sst #total sum of squares

         [,1]

[1,] 381081.4

> r2=1-(sse/sst);r2 #coefficient of deternmination

          [,1]

[1,] 0.7658469