Regression model, Mathematics

Consider the regression model  Yi = a + bXi + ui,  where the  Xi  are non-stochastic and the  ui  are independently and identically distributed with  E[ui] = 0  and  var[ui] = s2.  

(a)  What estimator of  b  would you use if you did not know  a?   What is the variance of this estimator?

(b)  What estimator of  β  would you use if you knew  (i)  a = 0,  (ii)  a = 1?  What is the variance of each of these estimators of  b?

(c)  How do the magnitudes of the variances of the estimators of  β  in  (a)  and  (b) compare?  In particular, what happens if  Σi=1,n Xi2 = 10,  Σi=1,n Xi = 9, and  n = 9?

Posted Date: 3/14/2013 3:36:26 AM | Location : United States







Related Discussions:- Regression model, Assignment Help, Ask Question on Regression model, Get Answer, Expert's Help, Regression model Discussions

Write discussion on Regression model
Your posts are moderated
Related Questions
railway tunnel of radius 3.5 m and angle aob =90 find height of the tunnel

Jonestown High School has a soccer field whose dimensions can be expressed as 7y 2 and 3xy. What is the area of this field in terms of x and y? Since the area of the soccer ?e

How do you calculate for the distance between two co-ordinates?


Two tangents TP and TQ are drawn to a circle with center O from an external point T.prove that angle PTQ=angle 2 OPQ

Let {An} be sequence of real numbers. Define a set S by: S={i ? N : for all j > i, ai

Specified a system of equations, (1), we will have one of the three probabilities for the number of solutions. 1.   No solution. 2.   Accurately one solution. 3.   Infinit

Arc Length and Surface Area Revisited We won't be working any instances in this part.  This section is here exclusively for the aim of summarizing up all the arc length and su

what are the advantages and disadvantages of tchebycheffs inequality theorem

Method of disks or the method of rings One of the simple methods for getting the cross-sectional area is to cut the object perpendicular to the axis of rotation.  Carrying out