2.2. Prove that b^ in Eq. (2.2) is (a) the least squares estimate of b, (b) the...
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2.2. Prove that b^ in Eq. (2.2) is
(a) the least squares estimate of
b,
(b) the minimum variance unbiased estimate, and
(c) the maximum likelihood estimate under normality. Which of these properties does s^ 2 possess, and why?
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Related Book For
Statistical Analysis With Missing Data
ISBN: 9780471183860
2nd Edition
Authors: Roderick J. A. Little, Donald B. Rubin
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