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Please help me with this problem step by step,thanks Problem set 2 Buan 6340 Linear algebra 1. Partition matrices: Consider using a partition matrix in
Please help me with this problem step by step,thanks
Problem set 2 Buan 6340 Linear algebra 1. Partition matrices: Consider using a partition matrix in OLS. That is, consider X = (X1, X2] and where X is n xri, Xi is n x 12, B1 is r x1, B2 is r2 x 1, and r + 12 = r, the overall number of columns in X. When we take the inverse of a 2 x 2 partition matrix A C B-1 D (A-BC-D-1 -D-CA-'B)-CA-1 -(A-BD-1C)-1BD-11 (D-CA-'B)-1 ] Find the equations for 1 and B2 using the OLS estimator = (X'X)-'X'y Programming 2. White estimator: Extend the linear model code we wrote in class to implement a White corrected OLS estimator. The robust variance covariance matrix for the White estimator is Var(B)= (X'X)-'X'X(X'X)-1 where 2 = diag(e?). You can either create a new inheriting class or you can add the functionality as an option in the least squares code that we wrote. Problem set 2 Buan 6340 Linear algebra 1. Partition matrices: Consider using a partition matrix in OLS. That is, consider X = (X1, X2] and where X is n xri, Xi is n x 12, B1 is r x1, B2 is r2 x 1, and r + 12 = r, the overall number of columns in X. When we take the inverse of a 2 x 2 partition matrix A C B-1 D (A-BC-D-1 -D-CA-'B)-CA-1 -(A-BD-1C)-1BD-11 (D-CA-'B)-1 ] Find the equations for 1 and B2 using the OLS estimator = (X'X)-'X'y Programming 2. White estimator: Extend the linear model code we wrote in class to implement a White corrected OLS estimator. The robust variance covariance matrix for the White estimator is Var(B)= (X'X)-'X'X(X'X)-1 where 2 = diag(e?). You can either create a new inheriting class or you can add the functionality as an option in the least squares code that we wroteStep by Step Solution
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