University of california – statistics 100 homework 6

University of California, Los Angeles

 

Department of Statistics

 

Statistics 100C Instructor: Nicolas Christou

 

Homework 6

 

Exercise 1

 

 

Please refer to homework 5, exercise 4.

 

 

a <- read.table(“http://www.stat.ucla.edu/~nchristo/statistics100C/

 

restaurant.txt”, header=TRUE)

 

 

Consider the multiple regression model: costi = 0 + 1foodi + 2decoti + 3seri + i, or in matrix form

 

y = X + , with E() = 0 and cov() = 2I. Suppose we want to estimate the vector = (0; 1; 2; 3)0

 

 

 

subject to the following three constraints:

 

 

0 + 51 + 202 + 3 = 0

 

0 + 1 + 2 + 3 =

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