A) For the data, set in Exercise 2.1.B, evaluate (XTATB), (BTB), and (BTB - XTATB).
B) Use the results from A-above to evaluate the correlation coefficient (r).
C) Evaluate (XT(ATA) X) and the unbiased .
D) Calculate the variance/covariance matrix of AX = B.
E) Calculate the 95% confidence intervals for the xj Î X.
F) Calculate the eight values of var(i) at i = 1, 16, 32, ..., 128.
G) Calculate 95% confidence intervals on the eight i at i = 1, 16, 32, ..., 128.
H) Graph the model and its 95% confidence envelop on a scatter plot of the data.
I) Make a plot of the residuals and analyze its characteristics.