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1. E(Y,X, X2... X) (Y+Y2 +. + Yn) 2. E(IX,, X2, X) =E Y2+ + Yp) + -B(X, +X +

1. E(Y,X, X2... X) (Y+Y2 +. + Yn) 2. E(IX,, X2, X) =E Y2+ + Yp) + -B(X, +X +

Linear Algebra: A Modern Introduction
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter7: Distance And Approximation
Section7.3: Least Squares Approximation
Problem 29EQ
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Show that B is conditionally unbiased. 1. E(Y,X. X2 Xn) - 1 (Y,+ Y2- + Yn) |(X1, X2. Xn) 2. E(BIX,, X2,. Xn) = E 1 1 (AX;+u) Click to select your answer(s). Type here to search %3D
Transcribed Image Text:Show that B is conditionally unbiased. 1. E(Y,X. X2 Xn) - 1 (Y,+ Y2- + Yn) |(X1, X2. Xn) 2. E(BIX,, X2,. Xn) = E 1 1 (AX;+u) Click to select your answer(s). Type here to search %3D
ele) Consider the regression model Y; = BX; + u; Where u, and X, satisfy the assumptions specified here. Let p denote an estimator of p that is constructed as ß= where Y and X are the sample means of Y, and X, respectively. Show that B is a linear function of Y,, Y2, Y Show that B is conditionally unbiased. 1 E(Y,X,, X2.. X,) = ▼ 1 „P(X, +X2+ + X,) + Y2 + + Yn) (AX, + u) 2 E(BIX,. X2 X,) =E |(X, X2.. Xn) Click to select your answer(s). W DELL P Type here to search 1/5
Transcribed Image Text:ele) Consider the regression model Y; = BX; + u; Where u, and X, satisfy the assumptions specified here. Let p denote an estimator of p that is constructed as ß= where Y and X are the sample means of Y, and X, respectively. Show that B is a linear function of Y,, Y2, Y Show that B is conditionally unbiased. 1 E(Y,X,, X2.. X,) = ▼ 1 „P(X, +X2+ + X,) + Y2 + + Yn) (AX, + u) 2 E(BIX,. X2 X,) =E |(X, X2.. Xn) Click to select your answer(s). W DELL P Type here to search 1/5
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