30. Consider the two regression models (i) y = Bo + B1X1 + B2 X2 + u (ii) y = Y0 + Y1Z1+ 72Z2 + v N(0,02) and where variables Z1 and Z, are distinct from X1 and X,. Assume u N(0, o?) and the models are estimated using ordinary least squares. If the true model is (i) then which of the following is true? A. Eļ3] = E[î1] = ß1 and Elô] = o B. E[ô] > o% C. E[ô] < o% D. None of the above as the two models cannot be compared

30. Consider the two regression models (i) y = Bo + B1X1 + B2 X2 + u (ii) y = Y0 + Y1Z1+ 72Z2 + v N(0,02) and where variables Z1 and Z, are distinct from X1 and X,. Assume u N(0, o?) and the models are estimated using ordinary least squares. If the true model is (i) then which of the following is true? A. Eļ3] = E[î1] = ß1 and Elô] = o B. E[ô] > o% C. E[ô] < o% D. None of the above as the two models cannot be compared

Elementary Linear Algebra (MindTap Course List)

8th Edition

ISBN:9781305658004

Author:Ron Larson

Publisher:Ron Larson

Chapter5: Inner Product Spaces

Section5.CM: Cumulative Review

Problem 21CM

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