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Expectation, Unbiased And Variance for β1

eBook (PDF), 6 Pages
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"Consider the standard simple regression model y= β0 + β1x +u under the gauss-Markov assumptions SLR.1 through SLR.5. the usual OLs estimators and are unbiased for their respective population parameters. Let β1 be the estimator of β1 obained by assuming the intercept is zero. i) Find E ( ) in terms of the xi, β0 and β1 . verify that β1 is unbiased for β1 when the population intercept (β0 ) is zero. Are there other cases where β1 is unbiased? ii) Find the variance ofβ . iii) Show that var β ≤ var β . iv) Comment on the tradeoff between bias and variance when choosing between β and β. "
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Product Details

Published
February 6, 2013
Language
English
Pages
6
File Format
PDF
File Size
762.67 KB

Formats for this Ebook

PDF
Required Software Any PDF Reader, Apple Preview
Supported Devices Windows PC/PocketPC, Mac OS, Linux OS, Apple iPhone/iPod Touch... (See More)
# of Devices Unlimited
Flowing Text / Pages Pages
Printable? Yes
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