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 + 51 + 202 + 3 = 0

0 + 1 + 2 + 3 =