Suppose the true model describing the relation between x and y is Where the εi are independently

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Suppose the €œtrue€ model describing the relation between x and y is
Suppose the €œtrue€ model describing the relation between x and

Where the εi are independently generated from a N (0, σ2 i) distribution. Let Ʃ be a matrix with diagonal entries σ2 1, σ2 2. . . σ2 n . What is the covariance matrix for the ordinary least squares parameter estimators? How does this relate to the discussion of different estimators of the variance in Section 11.2.2?
(a) Population Counts and (b) Sample Sizes for Exercise 30.

Suppose the €œtrue€ model describing the relation between x and
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Sampling Design And Analysis

ISBN: 627

2nd Edition

Authors: Sharon L. Lohr

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