Solución:

̂ =( 𝟏
(𝑿′ 𝑿)−𝟏 (𝑿′ 𝒚) = 𝒃
−𝟏, 𝟓 𝟏𝟔
)∗( ) = (
𝟐, 𝟓
)
−𝟏, 𝟓 𝟐, 𝟓 𝟗 −𝟏, 𝟓
Por dato y=4
̂𝟎
𝒃 𝟒
̂𝟏 ) = ( 𝟐, 𝟓 )
(𝒃
̂𝟐
𝒃 −𝟏, 𝟓

Por dato SR=5,2

𝑺𝑹 𝟓,𝟐
T es 10 por dato y K es 3 → 𝝈 = 𝑻−𝑲 = 𝟏𝟎 − 𝟑
= 𝟎, 𝟕𝟒

𝟎, 𝟕𝟒 −𝟏, 𝟏𝟏
𝝈 ∗ (𝑿′𝑿)−𝟏 = ( )
−𝟏, 𝟏𝟏 𝟏, 𝟖𝟔

Var 𝒃𝟏 =0,74 Var 𝒃𝟐 = 1,86 Cov(𝒃𝟏 , 𝒃𝟐 ) = -1,11

a) Muestra 1
100 0 200 -0,03 0 0,02
-1 0 0,005 0 )
X'X = ( 0 200 0 ) → (X'X) = (
200 0 300 0,02 0 -0,01
-100 11
X'Y = (-200) → X'Y(X'X)-1 = 𝜷 = ( -1 )
400 -6
SRS1 = 200 − ((−100)(11) + (−200)(−1) + (400)(−6)) = 3500
T1 - k1 = 100 - 3 = 97
𝝈1 = SRS1 / (T1 - k1 ) = 3500 / 97 = 36,08
Muestra 2
300 100 400 -0,06 0,03 0,04
X'X = (100 200 0 ) → (X'X)-1 = ( 0,03 -0,01 -0,02 )
400 0 600 0,04 -0,02 -0,025
100 17
X'Y = (-300) → X'Y(X'X)-1 = 𝜷 = (-10)
800 -10
SRS2 = 400 − ((100)(17) + (−300)(−10) + (800)(−10)) = 3700
T2 - k 2 = 300 - 3 = 297
𝝈2 = SRS2 / (T2 - k 2 ) = 3700 / 297 = 12,45
b) Muestra 1
𝜷1 = 𝜷2 = 𝜷3 = 0
SRR1 = 200 − ((−100)(0) + (−200)(0) + (400)(0)) = 200
T1 - k1 = 100 - 3 = 97
𝝈1 = SRR1 / (T1 - k1 ) = 200 / 97 = 2,06

Muestra 2
𝜷1 = 𝜷2 = 𝜷3 = 0
SRR 2 = 400 − ((100)(0) + (−300)(0) + (800)(0)) = 400
T2 - k 2 = 300 - 3 = 297
𝝈2 = SRR 2 / (T2 - k 2 ) = 400 / 297 = 1,34

c) Muestra 1
SRR-SRS 200-3500
q 1
SRS = 3500 = -91,46
T-k 100-3
Muestra 2
SRR-SRS 400-3700
q 1
SRS = 3700 = -265,06
T-k 300-3