The multiple linear regression model is Y = X beta + . Assume there are 30 obser
ID: 3377755 • Letter: T
Question
The multiple linear regression model is Y = X beta + . Assume there are 30 observations and five independent variables (containing no linear dependencies). Give the dimensions of: Y.X (without an intercept in the model). X (with an intercept in the model). beta (without an intercept in the model).. beta (with an intercept in the model). X'X (with an intercept in the model). P (with an intercept in the model). Run in R the following commandsset.seed(123)library(MASS)X=mvrnorm(30, rep(0, 5) , diag(5))Y=rnorm(30, 4, 1.5)Compute (X'XJ^-1X'Y.Explanation / Answer
The multiple linear regression model is Y = X beta + . Assume there are 30 obser