Question
= An investigator correctly believes that the relationship between two vari- ables x and y is given by y; - B + Bx +
= An investigator correctly believes that the relationship between two vari- ables x and y is given by y; - B + Bx + i. Given a sample of observations on y, x, and a third variable z (which is correlated with x and uncorrelated with ), the investigator estimates as n (Zi - z) (Yi - y) n ( zi - z) (xi x) - i=1 Demonstrate that this estimator is unbiased. [2p]
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A First Course In Probability
Authors: Sheldon Ross
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