Which are the assumptions for the James-Stein estimator? What is its equation if these assumptions are met?
Which are the assumptions for the James-Stein estimator? What is its equation if these assumptions are...
1.Which of the following assumptions is required to obtain a first-differenced estimator in a two-period panel data analysis? a. The idiosyncratic error at each time period is uncorrelated with the explanatory variables in both time periods. b. The variance of the error term in the regression model is not constant. c. The explanatory variable does not change over time for any cross-sectional unit. d. The explanatory variable changes by the same amount in each time period. 2.A Chow test _____....
What is the unbiased residual variance estimator ? Provide its formula.
Can anyone help me answer this? Define what is an unbiased estimator. Show that (X ̅ ) is an unbiased estimator for E(X ̅ )=μ under the usual assumptions.
Which of the following is not an assumptions associated with the Clausius Clapeyron equation? a)the system is at high pressure b)the vapor phase is an ideal gas c) the latent heat of vaporisation is constant d) the molar volume of the liquid is negligible compared with the molar volume of the vapor
Question 1: Which of the following would generally cause the variance of the OLS estimator of the slope in a regression model to be larger? 1) smaller variance of the error term 2) a larger sample size 3) smaller variance of the independent variable 4) larger variance of Xi ------------------------------------------------------------------------------------------------------------------------------ Question 2: Which of the following is the best description of the sampling distribution of the OLS estimator under the least squares assumptions? 1) it is a Student's t distribution...
7. What assumptions do we make in deriving Michaelis-Menten equation and what combination of elementary constants and/or concentrations make these assumptions invalid?
Question 2 (10 points) You are given the following model y-put ei. Consider two alternative estimators of β, b2xvix? and b = Zy/X 1. Which estimator would you choose and why if the model satisfies all the assumptions of classical regression? Prove your results. (4 points) 2. Now suppose that var(y)-hxi, where h is a positive constant (a) Obtain the correct variance of the OLS estimator. (2 points) (b) Show that the BLU estimator is now 6. Derive its variance....
9. What assumptions must be made in order for the following equation for period of a simple pendulum to be valid? T = 21 (L/g)1/2
Consider the following slope estimator: b=2i=1 Yi Suppose the true model is ki + Bo + Bicite and the model satisfies the Gauss-Markov conditions. Answer the following questions: (a) What assumption in addition to the Gauss-Markov assumptions is required to estimate the model? (b) Show that in general, b is a biased estimator of B1. (c) Outline the special condition(s) under which b is an unbiased estimator of B1.
Which of the following statements is true? Group of answer choices A.an unbiased estimator is consistent if its variance goes to zero as the sample size gets large. B.a biased estimator is consistent if its bias goes to zero as the sample size gets large. C. a consistent estimator is biased in small samples. D.all unbiased estimators are consistent. E. all consistent estimators are unbiased.