Consider a simple linear regression model Y = Bi + B2X + e with E[e|X] = 0. Let b1, b2 be the estimators for Bi and B2, Y, = bi + b2 X, and ê = Y, - b1 - b2 X1. Which of the following is false? %3D %3D %3D %3D O a. If the homoskedasticity assumption holds, but e is not normally distributed, then Var(b2) # o/ E"(X - X? O b. bi and bz are unbiased even if the homoscedasticity assumption fails. O c. E(Y - Y,)² = E",(Ý, – Ý„² + E . O d. E Y = E", Ý. %3! O e. If X, = 0, then Cov(b1, b2) = 0. %3D

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
icon
Related questions
Question

Need it ASAP

Consider a simple linear regression model Y = Bi + B2X + e with E[e|X] = 0. Let b1, b2 be the estimators for
Bi and B2, Y, = bi + b2 Xi, and ê = Y, - bi - b2 X. Which of the following is false?
%3D
O a. If the homoskedasticity assumption holds, but e is not normally distributed, then
Var(b2) o?/ E(X, - X)?
O b. b, and b, are unbiased even if the homoscedasticity assumption fails.
Oc. E(Y - Y,) = E,(Ÿ, – Ý„}² + E .
O d. E Y = E"-, Ý .
O e. If X = 0, then Cov(b1, b2) = 0.
%3D
Transcribed Image Text:Consider a simple linear regression model Y = Bi + B2X + e with E[e|X] = 0. Let b1, b2 be the estimators for Bi and B2, Y, = bi + b2 Xi, and ê = Y, - bi - b2 X. Which of the following is false? %3D O a. If the homoskedasticity assumption holds, but e is not normally distributed, then Var(b2) o?/ E(X, - X)? O b. b, and b, are unbiased even if the homoscedasticity assumption fails. Oc. E(Y - Y,) = E,(Ÿ, – Ý„}² + E . O d. E Y = E"-, Ý . O e. If X = 0, then Cov(b1, b2) = 0. %3D
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 2 steps

Blurred answer
Knowledge Booster
Basics (types, similarity, etc)
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, probability and related others by exploring similar questions and additional content below.
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
A First Course in Probability (10th Edition)
A First Course in Probability (10th Edition)
Probability
ISBN:
9780134753119
Author:
Sheldon Ross
Publisher:
PEARSON
A First Course in Probability
A First Course in Probability
Probability
ISBN:
9780321794772
Author:
Sheldon Ross
Publisher:
PEARSON