Suppose we have a stochastic model Y i = x i + i Where the is

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Suppose we have a stochastic model

Y_i = βx_i + ε_i

Where the εi’s are independent with mean 0 and variance σ²x_i. Show that the weighted least squares estimator of β is ˆβ = y̅/¯x. Is the standard error for ˆβ that comes from weighted least squares the same as that for ˆB in (4.10)?

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Sampling Design And Analysis

ISBN: 627

2nd Edition

Authors: Sharon L. Lohr

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Question Posted: Nov 27, 2015 01:50 AM

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Suppose we have a stochastic model Y i = x i + i Where the is

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From linear models theory if Y X with E 0 and Cov 2 A the...View the full answer

Sampling Design And Analysis

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