= For the simple regression model yi = pi + €j, €; iidN(0,0%), prove that the sam- ple mean ū h Liyi is consistent and a

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For The Simple Regression Model Yi Pi J Iidn 0 0 Prove That The Sam Ple Mean U H Liyi Is Consistent And A 1 (145.11 KiB) Viewed 72 times

= For the simple regression model yi = pi + €j, €; iidN(0,0%), prove that the sam- ple mean ū h Liyi is consistent and asymptotically normally distributed. Now consider the alternative estimator (weighted sample mean) û = L; Wifi, where Địand X; W; = 1. Prove that this estimator is consistent and obtain its asymptotic variance. W =