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4. Suppose the panel data model is given by: where Z, is not observed, i 1,, n and t - 1,2,3. In ...
Please I need the mathematical proves in all questions and steps Question 1 15 MARKS Suppose that we have two possib...
Please I need the mathematical proves in all questions
and
steps
Question 1 15 MARKS Suppose that we have two possible models that we are considering. Although we don't realize it, the first model (M1) is the correct model, in the sense that its error term satisfies all of the usual assumptions: Mi: y= XB+€ (0,-1.) (Correct Model). The other model (M2) is an incorrectly specified model: M2: y = 2 + (False Model). In each case we have the...
1) Consider n data points with 3 covariates and observations {xil, Гіг, xī,3, yi); i-1,.,n, and y...
1) Consider n data points with 3 covariates and observations {xil, Гіг, xī,3, yi); i-1,.,n, and you fit the following model, y Bo+B+B32+Br+e that is yi-An + ßiXiut Ali,2 + Asri,3 + Ei where є,'s are independent normal distribution with mean zero and variance ơ2 For a observed covariate vector-(1, ri, ^2, r3) (with the intercept and three regressor variables) and observed yg at that point a) write the expression for estimated variance for the fit zs at z. (Let...
Suppose we are given data on n observations (zi, Y4), i-1, . . . , n,...
Suppose we are given data on n observations (zi, Y4), i-1, . . . , n, and we have a linear model so that E(X)-β0+B1zi. Let A-SXY/SXX and A-Y-Aī be the least-square estimates given in lecture. (a) Show that E(Sxy)-ASxx and E(Y)-A +AF (b) Use (a) to show that E(BB and E(B)In other words, these are unbiased estimators (c) The fitted values Yi-A+Azi are used as estimates of %), and the residuals e,-x-Y; are used as surrogates for the unobservable...
2. Suppose we are given data on n observations (zi,Y), i = 1, , n, and...
2. Suppose we are given data on n observations (zi,Y), i = 1, , n, and we have a linear model, so that E(X) = β0+Axi. Let ßi-SXY/SXX and β0 = Y-Ax be the least-square estimates given in lecture. (a) Show that E(5xx) = ẢSXX and E(T) = β0+A2. (b) Use (a) to show that E(A) = and E(%) = A- In other words, these are unbiased estimators (c) The fitted values Y BotBr, are used as estimates of E(Y),...
2. Suppose we are given data on n observations (x,Y), i 1,... , n, and we...
2. Suppose we are given data on n observations (x,Y), i 1,... , n, and we have a linear model, = SXY/SXX and A,-ㄚ-Ax be the least-square estimates so that E(X) = β0 +ATp Let given in lecture. (a) Show that E(5xx)-A5xx and E(Y)-Ao +A2. (b) Use (a) to show that E(A)-A and E(A)-A. În other words, these are unbiased estimators (c) The fitted values Yi = ArtAz; are used as estimates of E(K), and the residuals ei = Y-...
2 2. Suppose we are given data on n observations (i, Y),, and we have a...
2
2. Suppose we are given data on n observations (i, Y),, and we have a linear model, so that E(X)-A, + ßiri-Let呙-SXY /SXX and β') = F-β,2 be the least-square estimates given in lecture (a) Show that E(SXY)-ASXX and E (T)-A] + β,7. (b) Use (a) to show that E(角)-βι and E(A) = 3). In other words, these are unbiased estimators. (c) The fitted values Yt = Atari are used as estimates of E(A), and the residuals e.-Yi for...
Examples 1,2,3 1. Beyond Tea Inc. wants to forecast sales of its menthol green tea. The...
Examples 1,2,3
1. Beyond Tea Inc. wants to forecast sales of its menthol green
tea. The company is considering either using a simple mean or a
three-period moving average to forecast monthly sales. Given sales
data for the past 10 months use both forecasting methods to
forecast periods 7 to 10 and then evaluate each. Which method
should they use? Use the selected method to make a forecast for
month 11. (Show all calculations .... Please read Examples1, 2, 3...
Calculate the speed of the wave on the -(- 80 N 1/2 1/2 -2.00 x 102...
Calculate the speed of the wave on the -(- 80 N 1/2 1/2 -2.00 x 102 m/s wire: kg/m 2.00 x 10-3 Find the wire's fundamental frequency: 2.00 x 102 m/s 1.00 x 102 Hz 2L 2(1.00 m) Find the next two harmonics by multiplication: 12-2,-2.00 x 102 Hz, f-3,-3.00 x 102 Hz X (B) Find the wavelength of the sound waves produced. Solve v, fA for the wavelength and A-v/,-(345 m/s)/(1.00 x 102 Hz)- 3.45 m substitute the frequencies....
5. (20 pts) Suppose that we have a dataset {(yi, x, Tt2, X;3), i,1,... ,n} together with some general belief on the dat...
5. (20 pts) Suppose that we have a dataset {(yi, x, Tt2, X;3), i,1,... ,n} together with some general belief on the data that higher (lower) value of each covariate x; (j = 1,2,3) will tend to result in higher (lower) y. In this study, we are interested in predicting y; from the total set of the regressors x;i, X;2, xt3. So, we apply the multiple linear regression yi = Bo+B1x1 +B2x52 + B3x43 + t to the data and...
please answer all pre-lab questions 1 through 5. THANK YOU!!! this is the manual to give...
please answer all pre-lab questions 1 through 5. THANK YOU!!!
this is the manual to give you some background.
the pre-lab questions..
the pre-lab sheet.
Lab Manual Lab 10: String Waves & Resonance Before the lab, read the theory in Sections 1-3 and answer questions on Pre-lab Submit your Pre-lab at the beginning of the lab. During the lab, read Section 4 and follow the procedure to do the experiment. You will record data sets, perform analyses, answer questions, and...
Please I need the mathematical proves in all questions
and
steps
Question 1 15 MARKS Suppose that we have two possible models that we are considering. Although we don't realize it, the first model (M1) is the correct model, in the sense that its error term satisfies all of the usual assumptions: Mi: y= XB+€ (0,-1.) (Correct Model). The other model (M2) is an incorrectly specified model: M2: y = 2 + (False Model). In each case we have the...
1) Consider n data points with 3 covariates and observations {xil, Гіг, xī,3, yi); i-1,.,n, and you fit the following model, y Bo+B+B32+Br+e that is yi-An + ßiXiut Ali,2 + Asri,3 + Ei where є,'s are independent normal distribution with mean zero and variance ơ2 For a observed covariate vector-(1, ri, ^2, r3) (with the intercept and three regressor variables) and observed yg at that point a) write the expression for estimated variance for the fit zs at z. (Let...
Suppose we are given data on n observations (zi, Y4), i-1, . . . , n, and we have a linear model so that E(X)-β0+B1zi. Let A-SXY/SXX and A-Y-Aī be the least-square estimates given in lecture. (a) Show that E(Sxy)-ASxx and E(Y)-A +AF (b) Use (a) to show that E(BB and E(B)In other words, these are unbiased estimators (c) The fitted values Yi-A+Azi are used as estimates of %), and the residuals e,-x-Y; are used as surrogates for the unobservable...
2. Suppose we are given data on n observations (zi,Y), i = 1, , n, and we have a linear model, so that E(X) = β0+Axi. Let ßi-SXY/SXX and β0 = Y-Ax be the least-square estimates given in lecture. (a) Show that E(5xx) = ẢSXX and E(T) = β0+A2. (b) Use (a) to show that E(A) = and E(%) = A- In other words, these are unbiased estimators (c) The fitted values Y BotBr, are used as estimates of E(Y),...
2. Suppose we are given data on n observations (x,Y), i 1,... , n, and we have a linear model, = SXY/SXX and A,-ㄚ-Ax be the least-square estimates so that E(X) = β0 +ATp Let given in lecture. (a) Show that E(5xx)-A5xx and E(Y)-Ao +A2. (b) Use (a) to show that E(A)-A and E(A)-A. În other words, these are unbiased estimators (c) The fitted values Yi = ArtAz; are used as estimates of E(K), and the residuals ei = Y-...
2
2. Suppose we are given data on n observations (i, Y),, and we have a linear model, so that E(X)-A, + ßiri-Let呙-SXY /SXX and β') = F-β,2 be the least-square estimates given in lecture (a) Show that E(SXY)-ASXX and E (T)-A] + β,7. (b) Use (a) to show that E(角)-βι and E(A) = 3). In other words, these are unbiased estimators. (c) The fitted values Yt = Atari are used as estimates of E(A), and the residuals e.-Yi for...
Examples 1,2,3
1. Beyond Tea Inc. wants to forecast sales of its menthol green
tea. The company is considering either using a simple mean or a
three-period moving average to forecast monthly sales. Given sales
data for the past 10 months use both forecasting methods to
forecast periods 7 to 10 and then evaluate each. Which method
should they use? Use the selected method to make a forecast for
month 11. (Show all calculations .... Please read Examples1, 2, 3...
Calculate the speed of the wave on the -(- 80 N 1/2 1/2 -2.00 x 102 m/s wire: kg/m 2.00 x 10-3 Find the wire's fundamental frequency: 2.00 x 102 m/s 1.00 x 102 Hz 2L 2(1.00 m) Find the next two harmonics by multiplication: 12-2,-2.00 x 102 Hz, f-3,-3.00 x 102 Hz X (B) Find the wavelength of the sound waves produced. Solve v, fA for the wavelength and A-v/,-(345 m/s)/(1.00 x 102 Hz)- 3.45 m substitute the frequencies....
5. (20 pts) Suppose that we have a dataset {(yi, x, Tt2, X;3), i,1,... ,n} together with some general belief on the data that higher (lower) value of each covariate x; (j = 1,2,3) will tend to result in higher (lower) y. In this study, we are interested in predicting y; from the total set of the regressors x;i, X;2, xt3. So, we apply the multiple linear regression yi = Bo+B1x1 +B2x52 + B3x43 + t to the data and...
please answer all pre-lab questions 1 through 5. THANK YOU!!!
this is the manual to give you some background.
the pre-lab questions..
the pre-lab sheet.
Lab Manual Lab 10: String Waves & Resonance Before the lab, read the theory in Sections 1-3 and answer questions on Pre-lab Submit your Pre-lab at the beginning of the lab. During the lab, read Section 4 and follow the procedure to do the experiment. You will record data sets, perform analyses, answer questions, and...
Most questions answered within 3 hours.
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