Y Bij Xij Ei I 1 2 Nj 1 2 3 Ei Z1 Z2 2 Z1 Z2 Is Box Muller P 5 0 0 5 Initial Bij Is Ols Methods Xij 1 1 (33.1 KiB) Viewed 32 times
Q: After building the following model, show the efficiency of the model through sample sizes (20,50,100) and frequency 5000 through the attached table.
y=Bij Xij +ei i-1,2,..., nj=1,2,3, ei-(z1+z2)/2 . z1,z2 is box-Muller (p=5, 0-0.5), initial Bij is ols methods Xij = (1 - r2) Zij +r Zij ,r=0.75, Zij - Normal (1 if ui < 0.5 wi = b = (x' wi x)-(x' wi 2) 10 if ui > 0.5 евijxi ps = p (1+eBiXij) 9 = 1-P. W = diag (pq) W-P 2 = log(p) + ра rep-500 n-20 n=50 n-100 Best BO BI B2 B3 Mse
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