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HF08
Jun17-08, 03:13 AM
To All,

I did a study and my response is defined as y = b1x1 + b2x2 + e where e ~N(0,1).
I have y~N(4,33). In my data results, I did an ordinary least squares regression model
for y = b1x1+b2x2+ e. The ANOVA is telling me the mean of y is 4, but MSE is 1.

So here is my question. If I know y~N(4,33). How can I determine the ANOVA MSE
is going to be 1?

Thanks,
HF08

Focus
Jul16-08, 12:19 PM
I think you are getting a bit confused here. \underline{y}=X\underline{\beta} + \underline{\epsilon} is your model? There is no way that y could be N(4,33) when your \epsilon_i are N(0,1) . Also that ANOVA does not make sense if you have \epsilon_i as there is no variance to analyse. In this case ANOVA is right. As
Var(y_i)=Var(\mu_i+\epsilon_i)=Var(\epsilon_i)=1 .


What sofware are you using for this? Try using R. Don't bother with saying that \epsilon_i are N(0,1) unless you have a very good reason to know this. Usualy \epsilon_i are N(0,\sigma^2) where you will have to estimate \sigma^2 . In R the model you have can be set up by lm(y~b1+b2-1,data=dataname).

Hope this helps