19. (Linear and Nonlinear Models) Determine which of the following models can be transformed into linear models
Question:
19. (Linear and Nonlinear Models) Determine which of the following models can be transformed into linear models and which cannot, and identify the transformation in the cases where it is possible.
(a) Yt ¼ Q k
j¼1 Xbj jt !Vt; where Vt Gammað Þ a; b
(b) Yl t 1 l ¼ b1 þ b2 Xd t 1 d
þ et; where et N 0; s2
(c) Yt ¼ b0 þ b1Xb2 t þ et where et N 0; s2
(d) Yt ¼ b1 b2Lb3 t þ 1 b2 ð ÞKb3 t
b4=b1 expð Þ et ;
where et fðeÞ
(e) Yt ¼ 1þexp X0 tbþet
1
; where et Logisticð Þ 0;s 20. (Nonlinear Least Squares Estimator) Consider the nonlinear regression model Y ¼ g xð Þþ ; b « ¼ b11n þ b2x þ b3xb4 þ «; for b 2 O
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Mathematical Statistics For Economics And Business
ISBN: 9781461450214
2nd Edition
Authors: Ron C. Mittelhammer
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