12. Consider the linear regression problem:y(m) = lo + Br2m) + ...Bo + B1x+ Bpx (m) + € (m), m = 1,∙∙∙‚M,where there are p covariates and M observations. Write down the batch gradient descentalgorithm to solve the least squares problem. You need to derive the formula for the gradientof the loss function.

proof is given below in the explanation corner.Explanation:

Answered: 12. Consider the linear regression…

Algebra and Trigonometry (6th Edition)

6th Edition

ISBN:9780134463216

Author:Robert F. Blitzer

Publisher:Robert F. Blitzer

ChapterP: Prerequisites: Fundamental Concepts Of Algebra

Section: Chapter Questions

Problem 1MCCP: In Exercises 1-25, simplify the given expression or perform the indicated operation (and simplify,...

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1. Suppose that the sales of a company (Y) is regressed on advertising expenditure (x) and labor cost (z), and the estimated regression equation is Y = 5 + 0.5x + 0.7z + u (where u is the error term). Here, sales, advertising expenditure and labor cost are measured in million Tk. Standard error for the coefficient of x is 0.4, standard error for the coefficient of z is 0.01, and the sample size is 20. Based on this information, find out whether labor cost is a statistically significant variable using an appropriate statistical test.
Consider a k-variables linear regression model, i.e., Y = X 1β1 + X 2 β2 + ε, Where, X1 is (N . k1 ) , X 2 is (N . k2 ) and k = k1 + k2 . As you may recall, adding columns to the X matrix (including additional regressors in the model) gives a positive definite increase in R2. The adjusted R2 attempts to avoid this phenomenon of ever-increasing R2. Show that the additional k2 number of variables (regressors) in this model increases R2 if the calculated F-statistic in testing the joint statistical significance of coefficients of these additional regressors (β2 ) are larger than one.
A “Cobb–Douglas” production function relates production (Q) to factorsof production, capital (K), labor (L), and raw materials (M), and an errorterm u using the equation Q = λKβ1Lβ2Mβ3eu, where λ, β1, β2, and β3 areproduction parameters. Suppose that you have data on production and thefactors of production from a random sample of firms with the same Cobb–Douglas production function. How would you use regression analysis toestimate the production parameters?
INV 2-3d Suppose that the index model for two Canadian stocks HD and ML is estimated with the following results: RHD =0.02+0.80RM+eHD R-squared =0.6 RML =-0.03+1.50RM+eML R-squared =0.4 σM =0.20 where M is S&P/TSX Comp Index and RX is the excess return of stock X. d. For portfolio P with investment proportion of 0.3 in HD and 0.7 in ML, calculate the systematic risk, non-systematic risk, and total risk of P.
1. How can you measure the quality of the linear approximation offered by the above model?What is meant by R 2 = 1 and R 2 = 0?
The table below shows the number of state-registered automatic weapons and the murder rate for several Northwestern states, where xx is thousands of automatic weapons and yy is murders per 100,000 residents. xx 11.5 8.5 6.7 3.5 2.9 2.7 2.7 0.9 yy 14.1 11 10 7.3 6.7 6.4 6.4 4.7 Use your calculator to determine the equation of the regression line and write it in the y=ax+by=ax+b form. Round to 2 decimal places. According to this model, how many murders per 100,000 residents can be expected in a state with 10.2 thousand automatic weapons? Round to 3 decimal places. According to this model, how many murders per 100,000 residents can be expected in a state with 5.8 thousand automatic weapons? Round to 3 decimal places.
x 5.7 4.1 6.2 4.4 6.5 5.8 4.9 y 1.9 4.8 0.8 3.9 1.2 1.7 3.0 (a) Computethecoefficientofdetermination. (b) Howmuchofthevariationintheoutcomevariableisexplainedbytheleast-squares regression line?
Consider the following regression model Yt = β0 + β1 Ut + β2 Vt + β3 Wt + β4Xt + ∈t , where U, V, W, X and Y are economic variables observed from t = 1, . . . , 75, β0 , . . . , β4 are the model parameters and ∈t is the random disturbance term satisfying the classical assumptions. Ordinary Least Squares (OLS) is used to estimate the parameters, producing the following estimated model: Yt = 1.115 + 0.790*Ut − 0.327*Vt + 0.763*Wt + 0.456*Xt (0.405) (0.178) (0.088) (0.274) (0.017) where standard errors are given in parentheses, the R-squared = 0.941, the Durbin-Watson statistic is DW = 1.907 and the residual sum of squares is RSS = 0.0757. In answering this question, use the 5% level of signiﬁcance for any hypothesis tests that you are asked to perform, state clearly the null and al- ternative hypotheses that you are testing, the test statistics that you are using and interpret the decisions that you make.…
In a multiple regression problem involving two independent variables, if b1 is computed to be +2.0, it means that the relationship between X1 and Y is significant the estimated mean of Y increases by 2 units for each increase of 1 unit of X1, holding X2 constant. the estimated mean of Y increases by 2 units for each increase of 1 unit of X1, without regard to X2 the estimated mean of Y is 2 when X1 equals zero.
Consider the following two a.m. peak work trip generation models, estimated by household linear regression: T = 0.62 + 3.1 X1 + 1.4 X2 R2= 0.590 (2.3) (7.1) (5.9) T = 0.01 + 2.4 X1 + 1.2 Z1 + 4.0 Z2 R2= 0.598 (0.8) (4.2) (1.7) (3.1) X1 = number of workers in the household X2 = number of cars in the household, Z1 is a dummy variable which takes the value 1 if the household has one car, Z2 is a dummy variable which takes the value 1 if the household has two or more cars. Compare the two models and choose the best. If a zone has 1000 households, of which 50% have no car, 35% have one car, and the rest have exactly two cars, estimate the total number of trips generated by this zone. Use the preferred trip generation model and assume that each household has an average of two workers
In the example of First-Order Model in Five Quantitative Independent Variables, the parameters, βi,i=1,…,5, are often called partial regression coefficients. What does "partial" mean here?
If a set of paired data gives the indication that the regression equation is of the form μY|x = α · βx, it is cus-tomary to estimate α and β by fitting the line log ˆy = log ˆα + x · log βˆ to the points {(xi, log yi);i = 1, 2, ... , n} by the methodof least squares. Use this technique to fit an exponentialcurve of the form ˆy = αˆ · βˆx to the following data on thegrowth of cactus grafts under controlled environmentalconditions: Weeks after Heightgrafting (inches)x y1 2.02 2.44 5.15 7.36 9.48 18.3

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