1. We start from the model Y = Xß + u for which what we have called hypotheses are fulfilled ideals. Some authors, suspecting the presence of multicollinearity, have transformed the model by dividing each observation of all variables by the corresponding to one of them. a) Show that the random perturbations of the transformed model are heteroscedastic. b) Show that applying an efficient method to this reformulated model leads to some estimators that coincide with the OLS applied to the original model c) Show that the ÕLS applied to the original model are more efficient than the OLS applied to the reformulated model.

1. We start from the model Y = Xß + u for which what we have called hypotheses are fulfilled ideals. Some authors, suspecting the presence of multicollinearity, have transformed the model by dividing each observation of all variables by the corresponding to one of them. a) Show that the random perturbations of the transformed model are heteroscedastic. b) Show that applying an efficient method to this reformulated model leads to some estimators that coincide with the OLS applied to the original model c) Show that the ÕLS applied to the original model are more efficient than the OLS applied to the reformulated model.

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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