Question
(SW 5.13) Suppose (X, Y) satisfy the least squares assumptions (LSA#1~ 3), and in addition, u; is distributed N(0,02) and is independent of X. (1)
(SW 5.13) Suppose (X, Y) satisfy the least squares assumptions (LSA#1~ 3), and in addition, u; is distributed N(0,02) and is independent of X.
(1) Is B1 unbiased?
(2) Is B the best linear unbiased estimator of B?
(3) How would your answers to (1) and (2) change if you assumed only that (X, Y;) satisfied the least squares assumptions (LSA#1~ 3), and V(u X= x) is constant?
(4) How would your answers to (1) and (2) change if you assumed only that (X, Y) satisfied the least squares assumptions (LSA#1 ~ 3)?
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Essential Calculus Early Transcendental Functions
Authors: Ron Larson, Robert P. Hostetler, Bruce H. Edwards
1st Edition
618879188, 618879182, 978-0618879182
