Y 0.4 0.2 0.3 0.

6
X1 1 2 2 3
X2 2 3 3 2
4x3
0.4 1 1 2 a e1
0.2 = 1 2 3 * b1 + e2
0.3 1 2 3 b2 e3
0.6 1 3 2 e4

B = (Xt*X)^-1 * (Xt*y)
3x4 4x3
Xt*X = 1 1 1 1* 1 1
1 2 2 3 1 2
2 3 3 2 1 2
3x3 1 3
(Xt*X)^-1 = 8.5 -1 -2.5
-1 0.5 0
-2.5 0 1
3x1
Xt*y = 1.5
3.2
3.5
3x1
B = 0.8
0.1
-0.25
STQ
1x4 4x1
0.4 0.2 0.3 0.6 * 0.4 = 0.5625
0.2
0.3
0.6

0.65 - 0.5625 = 0.0875

SQRES 4x3
yt*y - BtXty

1x3 3x1 1x1

Bt*Xt*y = 0.8 0.1 -0.25 * 1.5 = 0.645
3.2
3.5
SQRES = 0.65 - 0.645 = 0.005

SQREG
 B*Xt*y - n*(uY)^2

0.0825

R^2 = 0.94285714

|R^2| = 1- 0.057143 * 3
1
= 1- 0.171429
= 0.82857143

F = 0.04125 = 8.25 1
0.005

P = 0.23904572
 3x3
2= 4 8 10
3 8 18 20
3 10 20 26
2