For a given sample in the linear model, an estimate (computed from a certain estimator for B2), in general, is:
A. |
not B2. |
|
B. |
close to B2 . |
|
C. |
very likely (high probability) to be close to B2 . |
|
D. |
none of the above. |
For a given sample in the linear model, an estimate (computed from a certain estimator for B2), in general, is:-
B. close yo B2.
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For a given sample in the linear model, an estimate (computed from a certain estimator for B2),...
QUESTION 17 For a given sample in the linear model, an estimate (computed from a certain estimator for B2), in general, is: A not B2 B. close to B2 c.very likely (high probability) to be close to B2. OD. none of the above. QUESTION 18 In the linear model, Cov( x, u) has the same value as: O A X*u. OB. E(X*u). OC. u. OD. none of the above. QUESTION 19 In the linear model, which of the following CANNOT...
Taking the yellow parts below as a model to solve the question above. Thank you!!!!!!!! Prove that the OLS estimator As for β in the linear regression model is consistent Let's first show that the OLS estimator is consistent Recall the result for β LS-(Lil Xix;厂E-1 xīYi Using Yi = X(B* + ui By the WLLN Assuming that E(X,X is non-negative definite (so that its inverse exists) and using Slutsky's theorem It follows In words: ßOLs converges in probability to...
The probability density function given below describes a probability distribution used to model scores on certain exams/tests: ?(?)={(?+1)?? for 0≤?≤1, 0 otherwise. The parameter θ must be greater than 1. a. Find E(X). A random sample of 10 test-takers gives the following scores in proportions: 0.96 0.43 0.77 0.85 0.93 0.79 0.77 0.85 0.74 0.98 b. Using part a, find the method of moments estimator for θ using the first moment of X based on the data above. c. Find...
All listed parts please. Professor E.Z. Stuff has decided that the least squares estimator is too much trouble. Noting that two points determine a line, Dr. Stuff chooses two points from a sample of size N and draws a line between them, calling the slope of this line the EZ estimator of B2 in the simple regression model. Algebraically, if the two points are (xı,y) and (x2,y2), the EZ estimation rule is 2.8 y2-y1 EZ Assuming that all the assumptions...
1. For the general multivariate regression model, the least squares estimator is given by Show that for the slope estimator in the simple (bivariate) regression case, this is equivalent to ja! įs] 2. In the general multivariate regression model, the variance of the least squares estimator, Va( is σ2(XX)". Show that for the simple regression case, this is equivalent to a. Var(B- b. Var(B)o i, Σ (Xi-X) 2 C. What is the covariance between β° and β,?
4. The Gauss-Markov Theorem says that when Assumptions 1-5 of the linear regression model are satisfied: (a) The least squares estimator is unbiased (b) The least squares estimator has the smallest variance of all linear estimators (c) The least squares estimator has an approximately normal sampling distribution (d) The least squares estimator is consistent (e) None of the above
1. Suppose the data is generated by model yi = B2.+ Ej. Suppose further that E( X) = 0, var(EX) = o2 and ( yi) is iid with finite fourth moment and and are jointly normal. But you mistakenly estimate it using the following model: y = a1 + 02.1; +e, and obtain the estimated coefficient parameters. Without looking at the analysis report, determine whether the following statement is true or false. please briefly explain. (a) lê = 0 (b)...
Suppose you estimate a multiple regression model using OLS and the coefficient of determination is very high (above 0.8), while none of the estimated coefficients are (individually) statistically different from zero at the 5-percent level of significance. The most likely reason for this result is: multicollinearity. spurious regression. omitted variable bias. serial correlation.
Suppose we want to estimate a parameter θ of a certain distribution and we have the following independent point estimates N(0+0.1,0.01) N(0, 0.04) B2 ~ a) What are the mean square errors for these point estimates? (4pts) b) Find a point estimate with mean square error less than or equal to 0.01. (2pts) c) Only use ël and Ộ2, find the unbiased estimator with the smallest variance possible. What is that estimator? What is the smallest variance? (6pts) Suppose we...
Assume that the variable Y is actually determined by the following equation Y; = Bo + B1X1,i+ B2X2,i + Uj additionally assume that corr(X1, X2) = p. The usual assumptions for a linear model hold in this case. You are interested in estimating B1. To accomplish this you collect a sample of the variables Y and X1 and estimate the following model Y; = Yo + 91X1,i+ vi (3) Answer the following questions 6. If p= 0 and B2 >...