(2) Consider the following univariate regression model: Y₁ = B₁ + B₁ D₁ + Uj, where D₁ = 1 or 0. Then show that the least squares estimator of ß₁ takes the follow- ing form: Σ²₁Y;D; n Σ₁₁ Di Σ²₁Y;(1 – D;) Σ(1-D;)
(2) Consider the following univariate regression model: Y₁ = B₁ + B₁ D₁ + Uj, where D₁ = 1 or 0. Then show that the least squares estimator of ß₁ takes the follow- ing form: Σ²₁Y;D; n Σ₁₁ Di Σ²₁Y;(1 – D;) Σ(1-D;)
Trigonometry (MindTap Course List)
8th Edition
ISBN:9781305652224
Author:Charles P. McKeague, Mark D. Turner
Publisher:Charles P. McKeague, Mark D. Turner
Chapter4: Graphing And Inverse Functions
Section: Chapter Questions
Problem 6GP: If your graphing calculator is capable of computing a least-squares sinusoidal regression model, use...
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Question
2
![(2) Consider the following univariate regression model:
Y; = Bo+ B1D; + U;,
where D; = 1 or 0. Then show that the least squares estimator of ß, takes the follow-
ing form:
E, Y;(1– D;)
(1– D;) *
i=1
vi=1
Zi=1](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fa5deb2e2-f362-4c35-b288-5e239ce21e1f%2F4c5112a1-1903-4e0b-ad4b-8fd59d7cc139%2Fwxw99m_processed.png&w=3840&q=75)
Transcribed Image Text:(2) Consider the following univariate regression model:
Y; = Bo+ B1D; + U;,
where D; = 1 or 0. Then show that the least squares estimator of ß, takes the follow-
ing form:
E, Y;(1– D;)
(1– D;) *
i=1
vi=1
Zi=1
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