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 =