Reconsider the regression through the origin situation presented in the previous exercise. Consider the following three estimators

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Reconsider the “regression through the origin” situation presented in the previous exercise. Consider the following three estimators for the slope parameter β (one of which is the mle obtained in the previous exercise):

a. Show that all three of these estimators are unbiased for β.
b. Determine the variance of all three estimators, and comment on what you find.

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Modern Mathematical Statistics With Applications

ISBN: 9783030551551

3rd Edition

Authors: Jay L. Devore, Kenneth N. Berk, Matthew A. Carlton

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