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Consider the model Ki=1+2Mi+i, let ~2 be the estimator of 2 from the model assuming that the intercept in zero. a. Express E(~2) in terms
Consider the model Ki=1+2Mi+i, let ~2 be the estimator of 2 from the model assuming that the intercept in zero. a. Express E(~2) in terms of the Mi,1, and 2. Is ~2 unbiased? [4 Marks] b. Now assume 1=0 does this change your answer to part (a)? Explain. [3 Marks] c. Find the variance of ~2. [3 Marks] d. Show that the variance (~2)variance(^2). [4 Marks] Consider the model Ki=1+2Mi+i, let ~2 be the estimator of 2 from the model assuming that the intercept in zero. a. Express E(~2) in terms of the Mi,1, and 2. Is ~2 unbiased? [4 Marks] b. Now assume 1=0 does this change your answer to part (a)? Explain. [3 Marks] c. Find the variance of ~2. [3 Marks] d. Show that the variance (~2)variance(^2). [4 Marks]
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