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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Statistical Analysis With Missing Data

ISBN: 9780471183860

2nd Edition

Authors: Roderick J. A. Little, Donald B. Rubin

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