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Exercice 1 : (9 pts)
𝑆𝐶𝑅 20.46471
1. 𝜎𝜀 2 = = =6.82157
𝑛−𝑘−1 3
2. 𝐻0 ∶ 𝛽0 =𝛽1 =0 𝐻1 : ∃ 𝛽𝑖 ≠ 0
𝑅2 0.97137
𝐹𝑐 = 1−𝑅2 = 1−0.97137 =101.78519.
3 3
𝐹0.05 (1.3)=10.13
3. 𝐻0 : 𝛽𝑖 =0, 𝐻1 ∶ 𝛽𝑖 ≠ 0, i =0, 1.
𝛽 3.2955
𝑡𝑐 (𝛽0 ) = ̂ 0 = =0.57213502.
𝜎𝛽0 5.760004
𝛽 0.83194
𝑡𝑐 (𝛽1 ) = ̂ 1 = =10.0919379.
𝜎𝛽1 0.08246
1.
100 𝟐𝟎 0 0
20 20 𝟎 0
𝐗′𝐗 = ( ).
𝟎 0 10 𝟎
𝟎 𝟎 0 1
2. n=100.
3. Det (𝐗 ′ 𝐗)=100*20*10*1=16000.
200 −200 0 0
−200 1000 𝟎 0
(𝐗 ′ 𝐗)𝒄 = ( ).
𝟎 0 1600 𝟎
𝟎 𝟎 0 16000
1
̂ 𝟎 = (200*(-60)-200*20)*
𝜷 =-1.
16000
1
̂ 𝟏 = (-200*(-60) +1000*20)
𝜷 =2.
16000
1
̂ 𝟐 = (1600*10)
𝜷 =1.
16000
1
̂ 𝟑 = 16000
𝜷 =1.
16000
−60 2
𝟒. SCT=∑ 𝑦𝑡 2 -n 𝑦̅ 2 =156-100 ( ) =126.
100
−60
𝑺𝑪𝑹 = ∑ 𝑦𝑡 2 -𝛽̂ (𝑋 ′ Y) =159-(-1 2 1 1)( 20 )=48.
10
1
𝑺𝑪𝑬 = 𝑆𝐶𝑇−SCR=126-48=78.
𝑺𝑪𝑬 𝟕𝟖
𝑹𝟐 = = =0.619. Donc le modèle est moyen.
𝑺𝑪𝑻 𝟏𝟐𝟔
𝑺𝑪𝑹 𝟒𝟖
̂𝜺 𝟐=
𝟓. 𝝈 = = 𝟎. 𝟓
𝒏−𝒌−𝟏 𝟏𝟎𝟎−𝟑−𝟏