Consider the regression model z qx ry s for the following
Consider the regression model z = qx + ry + s for the following data, where the x-value is a scaled score (to have average value of 0) of high school grades, the y-value is a scaled score of SAT scores, and the z-value is a scaled score of college grades. Determine q, r, and s. Note that the x, y, and 1 vectors (in the regression matrix equation z = qx + ry + s1) are orthogonal.
Solution
considering the values of x,y,z we have the following equations
-4q+2r+s=3 ........................(1)
-2q-r+s=6.............................(2)
-2r+s=7................................(3)
2q-r+s=7...............................(4)
4q+2r+s=6.............................(5)
by equation (3) we have 2r=s-7 implies r=(s-7)/2
substituting the value of r in equation (4) we have2q-(s-7)/2+s=7
multiplying by 2 in the above equation we have
4q-2s+14+2s=14
hence q=0 substituting q=0 and r=(s-7)/2 in (1) we have
2(s-7)/2+s=3 implies s=10
now r=(s-7)/2 substituting the value of s we have r=3/2
hence q=0, r=3/2,s=10
