Regression model, Mathematics

Assignment Help:

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?


Related Discussions:- Regression model

Erp for a company, recomendation to a company to implement ERP to succeed

recomendation to a company to implement ERP to succeed

Unitary methods, john walked to school at an average speed of 3 miles/hr a...

john walked to school at an average speed of 3 miles/hr and jogged back along the same route at 5miles/hr. if his total time was 1 hour, what was the total number of miles in the

They preferred comedies, A survey was done where a random sample of people ...

A survey was done where a random sample of people 18 and over were asked if they preferred comedies, dramas, or neither. The information gathered was broken down by age group and t

Numerical.analysis. , Please, I want to know and study "stability 0n predic...

Please, I want to know and study "stability 0n predictor -corrector method .My gmail is [email protected] heap and kind to me .Thanks for this.

Shares and dividends, I need to make an assignment on this topic what shoul...

I need to make an assignment on this topic what should i write in it

Roof-finding using steffensen''s method, write a computer program that will...

write a computer program that will implement Steffensen''s method.

Hundreths., round to the nearest hundreths 1677.76

round to the nearest hundreths 1677.76

Objectives to knowing your maths learner, Objectives After studying th...

Objectives After studying this unit, you should be able to briefly describe the developmental stages of children's thinking and learning processes; assess the levels

Find the sides of the two squares, The sum of areas of two squares is 468m ...

The sum of areas of two squares is 468m 2  If the difference of their perimeters is 24cm, find the sides of the two squares. Ans:    Let the side of the larger square be x .

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd