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Chapter 3, Problem 12E

a.

Explanation of Solution

Simple linear regression

  • The coefficient for the regression Y onto X is jx2j=jy2 β=xiyi/x2j
  • The coefficient for regression X onto Y is

b.

Explanation of Solution

Simple linear regression

  • The coefficient estimate for regression of X onto Y is different from coefficient estimate of Y onto X.
  • Here the expression can be written as,

    seed(1)

    x <- ...

c.

Explanation of Solution

Simple linear regression

  • The coefficient estimate for regression of X onto Y is different from coefficient estimate of Y onto X with n = 100.
  • Here the expression can be written as,

setx <- 1:100

&...

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