Table C5 The Anova Table For The Data Of Table C4

Source of variation SS df MSS

Due to X2, X3 828,144.47786 2 414,072.3893

Due to residuals 1,976.85574 12 164.73797

Total 830,121.33360 14

APPENDIX C: THE MATRIX APPROACH TO LINEAR REGRESSION MODEL 947

and therefore se(Yi97i I x'i97i) = 6.9744 We leave it to the reader to verify, using (C.9.6), that var(Yi97i I X1971) = 213.3806 (C.10.19)

Note: var (Y1971 | x'1971) = EK971 — Y1971 I x^]2.

In Section C.5 we introduced the correlation matrix R. For our data, the correlation matrix is as follows:

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