Control Econometrics 2

Control Econometrics 2

1. Create multiple linear regression equation y = a + b1x1 + b2x2 + ε in the matrix form, using OLS.
2. Construct a correlation matrix.
3. To assess the quality of the model by using the coefficient of determination R2.

According to industry participants, the following test results depending on the volume of output Y (mln. Rub.) On employment in the enterprise X1 (thou. Pers.) And the average annual value of fixed assets X2 (mln. Rub.):

№ p / n Y X1 X2
1 1.2 2.0 0.5
2 1.4 2.1 0.6
3 2.0 3.0 0.8
1.8 2.5 0.4 4
1.6 2.4 0.5 5